CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	550-0	560-0	10-0	1.8%	555-0
High	550-0	560-4	10-4	1.9%	560-4
Low	550-0	560-0	10-0	1.8%	547-2
Close	552-2	561-6	9-4	1.7%	561-6
Range	0-0	0-4	0-4		13-2
ATR	10-3	10-2	-0-1	-1.5%	0-0
Volume	3,495	2,613	-882	-25.2%	15,445

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	562-2	562-4	562-0
R3	561-6	562-0	561-7
R2	561-2	561-2	561-7
R1	561-4	561-4	561-6	561-3
PP	560-6	560-6	560-6	560-6
S1	561-0	561-0	561-6	560-7
S2	560-2	560-2	561-5
S3	559-6	560-4	561-5
S4	559-2	560-0	561-4

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	596-2	592-2	569-0
R3	583-0	579-0	565-3
R2	569-6	569-6	564-1
R1	565-6	565-6	563-0	567-6
PP	556-4	556-4	556-4	557-4
S1	552-4	552-4	560-4	554-4
S2	543-2	543-2	559-3
S3	530-0	539-2	558-1
S4	516-6	526-0	554-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	560-4	547-2	13-2	2.4%	3-5	0.6%	109%	True	False	3,089
10	560-4	533-2	27-2	4.9%	4-0	0.7%	105%	True	False	3,248
20	560-4	502-0	58-4	10.4%	4-6	0.9%	102%	True	False	2,768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	562-5
2.618	561-6
1.618	561-2
1.000	561-0
0.618	560-6
HIGH	560-4
0.618	560-2
0.500	560-2
0.382	560-2
LOW	560-0
0.618	559-6
1.000	559-4
1.618	559-2
2.618	558-6
4.250	557-7

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	561-2	559-1
PP	560-6	556-4
S1	560-2	553-7

Download as Excel Spreadsheet

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

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