CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	569-6	571-6	2-0	0.4%	555-0
High	573-0	577-2	4-2	0.7%	560-4
Low	569-6	571-6	2-0	0.4%	547-2
Close	573-2	578-4	5-2	0.9%	561-6
Range	3-2	5-4	2-2	69.2%	13-2
ATR	8-7	8-5	-0-2	-2.7%	0-0
Volume	2,062	3,004	942	45.7%	15,445

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	592-3	590-7	581-4
R3	586-7	585-3	580-0
R2	581-3	581-3	579-4
R1	579-7	579-7	579-0	580-5
PP	575-7	575-7	575-7	576-2
S1	574-3	574-3	578-0	575-1
S2	570-3	570-3	577-4
S3	564-7	568-7	577-0
S4	559-3	563-3	575-4

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	577-2	560-0	17-2	3.0%	2-6	0.5%	107%	True	False	2,721
10	577-2	547-2	30-0	5.2%	3-1	0.5%	104%	True	False	3,011
20	577-2	524-0	53-2	9.2%	3-3	0.6%	102%	True	False	2,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	600-5
2.618	591-5
1.618	586-1
1.000	582-6
0.618	580-5
HIGH	577-2
0.618	575-1
0.500	574-4
0.382	573-7
LOW	571-6
0.618	568-3
1.000	566-2
1.618	562-7
2.618	557-3
4.250	548-3

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	577-1	575-5
PP	575-7	572-6
S1	574-4	569-7

Download as Excel Spreadsheet

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

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