CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	549-4	555-0	5-4	1.0%	540-6
High	549-4	560-0	10-4	1.9%	549-4
Low	549-4	555-0	5-4	1.0%	533-2
Close	549-2	559-4	10-2	1.9%	549-2
Range	0-0	5-0	5-0		16-2
ATR	11-5	11-4	0-0	-0.5%	0-0
Volume	3,675	3,537	-138	-3.8%	17,043

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	573-1	571-3	562-2
R3	568-1	566-3	560-7
R2	563-1	563-1	560-3
R1	561-3	561-3	560-0	562-2
PP	558-1	558-1	558-1	558-5
S1	556-3	556-3	559-0	557-2
S2	553-1	553-1	558-5
S3	548-1	551-3	558-1
S4	543-1	546-3	556-6

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	560-0	533-2	26-6	4.8%	5-3	1.0%	98%	True	False	3,377
10	560-0	524-0	36-0	6.4%	4-1	0.7%	99%	True	False	2,996
20	560-0	502-0	58-0	10.4%	5-6	1.0%	99%	True	False	3,265

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	581-2
2.618	573-1
1.618	568-1
1.000	565-0
0.618	563-1
HIGH	560-0
0.618	558-1
0.500	557-4
0.382	556-7
LOW	555-0
0.618	551-7
1.000	550-0
1.618	546-7
2.618	541-7
4.250	533-6

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	558-7	557-3
PP	558-1	555-3
S1	557-4	553-2

Download as Excel Spreadsheet

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

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