CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	676-6	686-4	9-6	1.4%	646-0
High	681-4	691-0	9-4	1.4%	685-2
Low	672-0	686-4	14-4	2.2%	645-0
Close	681-6	688-2	6-4	1.0%	676-6
Range	9-4	4-4	-5-0	-52.6%	40-2
ATR	15-1	14-5	-0-3	-2.8%	0-0
Volume	5,134	4,457	-677	-13.2%	22,866

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	702-1	699-5	690-6
R3	697-5	695-1	689-4
R2	693-1	693-1	689-1
R1	690-5	690-5	688-5	691-7
PP	688-5	688-5	688-5	689-2
S1	686-1	686-1	687-7	687-3
S2	684-1	684-1	687-3
S3	679-5	681-5	687-0
S4	675-1	677-1	685-6

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	691-0	665-0	26-0	3.8%	12-6	1.9%	89%	True	False	4,989
10	691-0	637-4	53-4	7.8%	13-0	1.9%	95%	True	False	4,903

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	710-1
2.618	702-6
1.618	698-2
1.000	695-4
0.618	693-6
HIGH	691-0
0.618	689-2
0.500	688-6
0.382	688-2
LOW	686-4
0.618	683-6
1.000	682-0
1.618	679-2
2.618	674-6
4.250	667-3

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	688-6	685-2
PP	688-5	682-2
S1	688-3	679-2

Download as Excel Spreadsheet

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

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