CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	555-4	550-0	-5-4	-1.0%	540-6
High	559-0	550-0	-9-0	-1.6%	549-4
Low	547-2	550-0	2-6	0.5%	533-2
Close	548-4	552-2	3-6	0.7%	549-2
Range	11-6	0-0	-11-6	-100.0%	16-2
ATR	11-0	10-3	-0-5	-6.2%	0-0
Volume	2,442	3,495	1,053	43.1%	17,043

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	550-6	551-4	552-2
R3	550-6	551-4	552-2
R2	550-6	550-6	552-2
R1	551-4	551-4	552-2	551-1
PP	550-6	550-6	550-6	550-4
S1	551-4	551-4	552-2	551-1
S2	550-6	550-6	552-2
S3	550-6	551-4	552-2
S4	550-6	551-4	552-2

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	560-0	547-2	12-6	2.3%	3-4	0.6%	39%	False	False	3,301
10	560-0	533-2	26-6	4.8%	4-4	0.8%	71%	False	False	3,241
20	560-0	502-0	58-0	10.5%	4-7	0.9%	87%	False	False	2,884

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	550-0
2.618	550-0
1.618	550-0
1.000	550-0
0.618	550-0
HIGH	550-0
0.618	550-0
0.500	550-0
0.382	550-0
LOW	550-0
0.618	550-0
1.000	550-0
1.618	550-0
2.618	550-0
4.250	550-0

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	551-4	553-1
PP	550-6	552-7
S1	550-0	552-4

Download as Excel Spreadsheet

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

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