CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	548-2	548-4	0-2	0.0%	534-0
High	548-2	551-0	2-6	0.5%	551-0
Low	542-4	546-0	3-4	0.6%	524-0
Close	538-0	548-2	10-2	1.9%	548-2
Range	5-6	5-0	-0-6	-13.0%	27-0
ATR	14-0	13-7	-0-1	-0.5%	0-0
Volume	2,878	2,541	-337	-11.7%	10,398

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	563-3	560-7	551-0
R3	558-3	555-7	549-5
R2	553-3	553-3	549-1
R1	550-7	550-7	548-6	549-5
PP	548-3	548-3	548-3	547-6
S1	545-7	545-7	547-6	544-5
S2	543-3	543-3	547-3
S3	538-3	540-7	546-7
S4	533-3	535-7	545-4

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	622-1	612-1	563-1
R3	595-1	585-1	555-5
R2	568-1	568-1	553-2
R1	558-1	558-1	550-6	563-1
PP	541-1	541-1	541-1	543-4
S1	531-1	531-1	545-6	536-1
S2	514-1	514-1	543-2
S3	487-1	504-1	540-7
S4	460-1	477-1	533-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	551-0	524-0	27-0	4.9%	2-7	0.5%	90%	True	False	2,079
10	551-0	502-0	49-0	8.9%	5-5	1.0%	94%	True	False	2,288

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	572-2
2.618	564-1
1.618	559-1
1.000	556-0
0.618	554-1
HIGH	551-0
0.618	549-1
0.500	548-4
0.382	547-7
LOW	546-0
0.618	542-7
1.000	541-0
1.618	537-7
2.618	532-7
4.250	524-6

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	548-4	547-6
PP	548-3	547-2
S1	548-3	546-6

Download as Excel Spreadsheet

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

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