CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	389-6	388-2	-1-4	-0.4%	395-4
High	394-4	388-4	-6-0	-1.5%	400-4
Low	388-0	385-2	-2-6	-0.7%	391-6
Close	389-4	385-2	-4-2	-1.1%	391-6
Range	6-4	3-2	-3-2	-50.0%	8-6
ATR	6-7	6-5	-0-1	-2.7%	0-0
Volume	2,748	2,600	-148	-5.4%	17,813

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	396-1	393-7	387-0
R3	392-7	390-5	386-1
R2	389-5	389-5	385-7
R1	387-3	387-3	385-4	386-7
PP	386-3	386-3	386-3	386-0
S1	384-1	384-1	385-0	383-5
S2	383-1	383-1	384-5
S3	379-7	380-7	384-3
S4	376-5	377-5	383-4

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	420-7	415-1	396-4
R3	412-1	406-3	394-1
R2	403-3	403-3	393-3
R1	397-5	397-5	392-4	396-1
PP	394-5	394-5	394-5	394-0
S1	388-7	388-7	391-0	387-3
S2	385-7	385-7	390-1
S3	377-1	380-1	389-3
S4	368-3	371-3	387-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	399-0	385-2	13-6	3.6%	2-0	0.5%	0%	False	True	3,647
10	412-2	385-2	27-0	7.0%	4-2	1.1%	0%	False	True	4,715
20	445-0	385-2	59-6	15.5%	3-4	0.9%	0%	False	True	4,006
40	445-0	385-2	59-6	15.5%	4-3	1.1%	0%	False	True	2,947
60	445-0	385-2	59-6	15.5%	5-2	1.4%	0%	False	True	2,694

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	402-2
2.618	397-0
1.618	393-6
1.000	391-6
0.618	390-4
HIGH	388-4
0.618	387-2
0.500	386-7
0.382	386-4
LOW	385-2
0.618	383-2
1.000	382-0
1.618	380-0
2.618	376-6
4.250	371-4

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	386-7	389-7
PP	386-3	388-3
S1	385-6	386-6

Download as Excel Spreadsheet

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

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