CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	546-4	549-4	3-0	0.5%	540-6
High	549-0	549-4	0-4	0.1%	549-4
Low	546-4	549-4	3-0	0.5%	533-2
Close	547-6	549-2	1-4	0.3%	549-2
Range	2-4	0-0	-2-4	-100.0%	16-2
ATR	12-3	11-5	-0-6	-6.1%	0-0
Volume	2,970	3,675	705	23.7%	17,043

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	549-3	549-3	549-2
R3	549-3	549-3	549-2
R2	549-3	549-3	549-2
R1	549-3	549-3	549-2	549-3
PP	549-3	549-3	549-3	549-4
S1	549-3	549-3	549-2	549-3
S2	549-3	549-3	549-2
S3	549-3	549-3	549-2
S4	549-3	549-3	549-2

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	592-6	587-2	558-2
R3	576-4	571-0	553-6
R2	560-2	560-2	552-2
R1	554-6	554-6	550-6	557-4
PP	544-0	544-0	544-0	545-3
S1	538-4	538-4	547-6	541-2
S2	527-6	527-6	546-2
S3	511-4	522-2	544-6
S4	495-2	506-0	540-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	549-4	533-2	16-2	3.0%	4-3	0.8%	98%	True	False	3,408
10	551-0	524-0	27-0	4.9%	3-5	0.7%	94%	False	False	2,744
20	551-0	502-0	49-0	8.9%	6-2	1.1%	96%	False	False	3,188

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	549-4
2.618	549-4
1.618	549-4
1.000	549-4
0.618	549-4
HIGH	549-4
0.618	549-4
0.500	549-4
0.382	549-4
LOW	549-4
0.618	549-4
1.000	549-4
1.618	549-4
2.618	549-4
4.250	549-4

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	549-4	548-0
PP	549-3	546-5
S1	549-3	545-3

Download as Excel Spreadsheet

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

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