CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	540-6	537-6	-3-0	-0.6%	534-0
High	540-6	549-2	8-4	1.6%	551-0
Low	540-6	533-2	-7-4	-1.4%	524-0
Close	542-2	537-6	-4-4	-0.8%	548-2
Range	0-0	16-0	16-0		27-0
ATR	13-4	13-5	0-1	1.4%	0-0
Volume	3,694	2,758	-936	-25.3%	10,398

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	588-1	578-7	546-4
R3	572-1	562-7	542-1
R2	556-1	556-1	540-5
R1	546-7	546-7	539-2	545-6
PP	540-1	540-1	540-1	539-4
S1	530-7	530-7	536-2	529-6
S2	524-1	524-1	534-7
S3	508-1	514-7	533-3
S4	492-1	498-7	529-0

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	533-2	17-6	3.3%	6-0	1.1%	25%	False	True	2,900
10	551-0	502-0	49-0	9.1%	5-0	0.9%	73%	False	False	2,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	617-2
2.618	591-1
1.618	575-1
1.000	565-2
0.618	559-1
HIGH	549-2
0.618	543-1
0.500	541-2
0.382	539-3
LOW	533-2
0.618	523-3
1.000	517-2
1.618	507-3
2.618	491-3
4.250	465-2

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	541-2	542-1
PP	540-1	540-5
S1	538-7	539-2

Download as Excel Spreadsheet

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

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