CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	560-0	563-4	3-4	0.6%	555-0
High	560-4	563-4	3-0	0.5%	560-4
Low	560-0	563-4	3-4	0.6%	547-2
Close	561-6	563-4	1-6	0.3%	561-6
Range	0-4	0-0	-0-4	-100.0%	13-2
ATR	10-2	9-5	-0-5	-5.9%	0-0
Volume	2,613	4,429	1,816	69.5%	15,445

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	563-4	563-4	563-4
R3	563-4	563-4	563-4
R2	563-4	563-4	563-4
R1	563-4	563-4	563-4	563-4
PP	563-4	563-4	563-4	563-4
S1	563-4	563-4	563-4	563-4
S2	563-4	563-4	563-4
S3	563-4	563-4	563-4
S4	563-4	563-4	563-4

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	563-4	547-2	16-2	2.9%	2-5	0.5%	100%	True	False	3,267
10	563-4	533-2	30-2	5.4%	4-0	0.7%	100%	True	False	3,322
20	563-4	502-0	61-4	10.9%	4-0	0.7%	100%	True	False	2,861

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	563-4
2.618	563-4
1.618	563-4
1.000	563-4
0.618	563-4
HIGH	563-4
0.618	563-4
0.500	563-4
0.382	563-4
LOW	563-4
0.618	563-4
1.000	563-4
1.618	563-4
2.618	563-4
4.250	563-4

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	563-4	561-2
PP	563-4	559-0
S1	563-4	556-6

Download as Excel Spreadsheet

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

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