CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	563-6	569-6	6-0	1.1%	555-0
High	567-0	573-0	6-0	1.1%	560-4
Low	562-4	569-6	7-2	1.3%	547-2
Close	568-2	573-2	5-0	0.9%	561-6
Range	4-4	3-2	-1-2	-27.8%	13-2
ATR	9-2	8-7	-0-3	-3.5%	0-0
Volume	1,498	2,062	564	37.7%	15,445

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	581-6	580-6	575-0
R3	578-4	577-4	574-1
R2	575-2	575-2	573-7
R1	574-2	574-2	573-4	574-6
PP	572-0	572-0	572-0	572-2
S1	571-0	571-0	573-0	571-4
S2	568-6	568-6	572-5
S3	565-4	567-6	572-3
S4	562-2	564-4	571-4

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	573-0	550-0	23-0	4.0%	1-5	0.3%	101%	True	False	2,819
10	573-0	546-4	26-4	4.6%	2-7	0.5%	101%	True	False	3,007
20	573-0	524-0	49-0	8.5%	3-1	0.5%	101%	True	False	2,791

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	586-6
2.618	581-4
1.618	578-2
1.000	576-2
0.618	575-0
HIGH	573-0
0.618	571-6
0.500	571-3
0.382	571-0
LOW	569-6
0.618	567-6
1.000	566-4
1.618	564-4
2.618	561-2
4.250	556-0

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	572-5	571-3
PP	572-0	569-5
S1	571-3	567-6

Download as Excel Spreadsheet

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

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