CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	388-2	386-4	-1-6	-0.5%	395-4
High	388-4	389-0	0-4	0.1%	400-4
Low	385-2	386-0	0-6	0.2%	391-6
Close	385-2	388-4	3-2	0.8%	391-6
Range	3-2	3-0	-0-2	-7.7%	8-6
ATR	6-5	6-3	-0-2	-3.1%	0-0
Volume	2,600	3,712	1,112	42.8%	17,813

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	396-7	395-5	390-1
R3	393-7	392-5	389-3
R2	390-7	390-7	389-0
R1	389-5	389-5	388-6	390-2
PP	387-7	387-7	387-7	388-1
S1	386-5	386-5	388-2	387-2
S2	384-7	384-7	388-0
S3	381-7	383-5	387-5
S4	378-7	380-5	386-7

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	394-4	385-2	9-2	2.4%	2-4	0.7%	35%	False	False	3,550
10	409-6	385-2	24-4	6.3%	3-2	0.8%	13%	False	False	4,563
20	445-0	385-2	59-6	15.4%	3-4	0.9%	5%	False	False	4,130
40	445-0	385-2	59-6	15.4%	4-2	1.1%	5%	False	False	3,017
60	445-0	385-2	59-6	15.4%	5-1	1.3%	5%	False	False	2,730

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	0-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	401-6
2.618	396-7
1.618	393-7
1.000	392-0
0.618	390-7
HIGH	389-0
0.618	387-7
0.500	387-4
0.382	387-1
LOW	386-0
0.618	384-1
1.000	383-0
1.618	381-1
2.618	378-1
4.250	373-2

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	388-1	389-7
PP	387-7	389-3
S1	387-4	389-0

Download as Excel Spreadsheet

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

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