CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	684-4	691-2	6-6	1.0%	671-2
High	695-0	691-2	-3-6	-0.5%	695-0
Low	682-0	679-0	-3-0	-0.4%	667-4
Close	695-0	683-4	-11-4	-1.7%	695-0
Range	13-0	12-2	-0-6	-5.8%	27-4
ATR	14-4	14-5	0-1	0.7%	0-0
Volume	5,371	3,422	-1,949	-36.3%	26,388

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	721-3	714-5	690-2
R3	709-1	702-3	686-7
R2	696-7	696-7	685-6
R1	690-1	690-1	684-5	687-3
PP	684-5	684-5	684-5	683-2
S1	677-7	677-7	682-3	675-1
S2	672-3	672-3	681-2
S3	660-1	665-5	680-1
S4	647-7	653-3	676-6

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	768-3	759-1	710-1
R3	740-7	731-5	702-4
R2	713-3	713-3	700-0
R1	704-1	704-1	697-4	708-6
PP	685-7	685-7	685-7	688-1
S1	676-5	676-5	692-4	681-2
S2	658-3	658-3	690-0
S3	630-7	649-1	687-4
S4	603-3	621-5	679-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	695-0	667-4	27-4	4.0%	12-0	1.8%	58%	False	False	4,724
10	695-0	647-4	47-4	6.9%	13-2	1.9%	76%	False	False	4,982

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	743-2
2.618	723-3
1.618	711-1
1.000	703-4
0.618	698-7
HIGH	691-2
0.618	686-5
0.500	685-1
0.382	683-5
LOW	679-0
0.618	671-3
1.000	666-6
1.618	659-1
2.618	646-7
4.250	627-0

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	685-1	687-0
PP	684-5	685-7
S1	684-0	684-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols