CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	671-2	684-2	13-0	1.9%	646-0
High	682-0	688-4	6-4	1.0%	685-2
Low	668-6	667-4	-1-2	-0.2%	645-0
Close	683-0	672-6	-10-2	-1.5%	676-6
Range	13-2	21-0	7-6	58.5%	40-2
ATR	15-1	15-4	0-3	2.8%	0-0
Volume	6,188	5,238	-950	-15.4%	22,866

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	739-2	727-0	684-2
R3	718-2	706-0	678-4
R2	697-2	697-2	676-5
R1	685-0	685-0	674-5	680-5
PP	676-2	676-2	676-2	674-0
S1	664-0	664-0	670-7	659-5
S2	655-2	655-2	668-7
S3	634-2	643-0	667-0
S4	613-2	622-0	661-2

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	789-6	773-4	698-7
R3	749-4	733-2	687-7
R2	709-2	709-2	684-1
R1	693-0	693-0	680-4	701-1
PP	669-0	669-0	669-0	673-0
S1	652-6	652-6	673-0	660-7
S2	628-6	628-6	669-3
S3	588-4	612-4	665-5
S4	548-2	572-2	654-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	688-4	665-0	23-4	3.5%	15-3	2.3%	33%	True	False	5,096
10	688-4	631-6	56-6	8.4%	14-1	2.1%	72%	True	False	5,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	777-6
2.618	743-4
1.618	722-4
1.000	709-4
0.618	701-4
HIGH	688-4
0.618	680-4
0.500	678-0
0.382	675-4
LOW	667-4
0.618	654-4
1.000	646-4
1.618	633-4
2.618	612-4
4.250	578-2

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	678-0	676-6
PP	676-2	675-3
S1	674-4	674-1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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