CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	555-0	557-0	2-0	0.4%	540-6
High	560-0	557-0	-3-0	-0.5%	549-4
Low	555-0	556-0	1-0	0.2%	533-2
Close	559-4	554-4	-5-0	-0.9%	549-2
Range	5-0	1-0	-4-0	-80.0%	16-2
ATR	11-4	11-0	-0-5	-5.0%	0-0
Volume	3,537	3,358	-179	-5.1%	17,043

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	558-7	557-5	555-0
R3	557-7	556-5	554-6
R2	556-7	556-7	554-5
R1	555-5	555-5	554-5	555-6
PP	555-7	555-7	555-7	555-7
S1	554-5	554-5	554-3	554-6
S2	554-7	554-7	554-3
S3	553-7	553-5	554-2
S4	552-7	552-5	554-0

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	541-2	18-6	3.4%	2-3	0.4%	71%	False	False	3,497
10	560-0	533-2	26-6	4.8%	4-2	0.8%	79%	False	False	3,198
20	560-0	502-0	58-0	10.5%	5-1	0.9%	91%	False	False	3,255

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

Fibonacci Retracements and Extensions
4.250	561-2
2.618	559-5
1.618	558-5
1.000	558-0
0.618	557-5
HIGH	557-0
0.618	556-5
0.500	556-4
0.382	556-3
LOW	556-0
0.618	555-3
1.000	555-0
1.618	554-3
2.618	553-3
4.250	551-6

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	556-4	554-6
PP	555-7	554-5
S1	555-1	554-5

Download as Excel Spreadsheet

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

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