CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	409-4	419-4	10-0	2.4%	411-4
High	422-0	430-0	8-0	1.9%	430-0
Low	409-4	419-4	10-0	2.4%	409-4
Close	420-4	431-2	10-6	2.6%	431-2
Range	12-4	10-4	-2-0	-16.0%	20-4
ATR	7-7	8-0	0-2	2.4%	0-0
Volume	4,076	3,039	-1,037	-25.4%	16,464

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	458-3	455-3	437-0
R3	447-7	444-7	434-1
R2	437-3	437-3	433-1
R1	434-3	434-3	432-2	435-7
PP	426-7	426-7	426-7	427-6
S1	423-7	423-7	430-2	425-3
S2	416-3	416-3	429-3
S3	405-7	413-3	428-3
S4	395-3	402-7	425-4

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	485-1	478-5	442-4
R3	464-5	458-1	436-7
R2	444-1	444-1	435-0
R1	437-5	437-5	433-1	440-7
PP	423-5	423-5	423-5	425-2
S1	417-1	417-1	429-3	420-3
S2	403-1	403-1	427-4
S3	382-5	396-5	425-5
S4	362-1	376-1	420-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	430-0	409-4	20-4	4.8%	5-5	1.3%	106%	True	False	3,292
10	445-0	409-4	35-4	8.2%	6-1	1.4%	61%	False	False	2,495
20	445-0	409-4	35-4	8.2%	5-6	1.3%	61%	False	False	2,618

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	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	474-5
2.618	457-4
1.618	447-0
1.000	440-4
0.618	436-4
HIGH	430-0
0.618	426-0
0.500	424-6
0.382	423-4
LOW	419-4
0.618	413-0
1.000	409-0
1.618	402-4
2.618	392-0
4.250	374-7

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	429-1	427-3
PP	426-7	423-5
S1	424-6	419-6

Download as Excel Spreadsheet

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

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