CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	582-0	587-0	5-0	0.9%	563-4
High	586-0	588-4	2-4	0.4%	577-2
Low	582-0	581-6	-0-2	0.0%	562-4
Close	585-0	587-0	2-0	0.3%	578-4
Range	4-0	6-6	2-6	68.8%	14-6
ATR	8-2	8-1	-0-1	-1.3%	0-0
Volume	919	2,233	1,314	143.0%	10,993

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	606-0	603-2	590-6
R3	599-2	596-4	588-7
R2	592-4	592-4	588-2
R1	589-6	589-6	587-5	590-3
PP	585-6	585-6	585-6	586-0
S1	583-0	583-0	586-3	583-5
S2	579-0	579-0	585-6
S3	572-2	576-2	585-1
S4	565-4	569-4	583-2

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	617-0	612-4	586-5
R3	602-2	597-6	582-4
R2	587-4	587-4	581-2
R1	583-0	583-0	579-7	585-2
PP	572-6	572-6	572-6	573-7
S1	568-2	568-2	577-1	570-4
S2	558-0	558-0	575-6
S3	543-2	553-4	574-4
S4	528-4	538-6	570-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	588-4	569-6	18-6	3.2%	4-6	0.8%	92%	True	False	2,072
10	588-4	547-2	41-2	7.0%	4-1	0.7%	96%	True	False	2,484
20	588-4	533-2	55-2	9.4%	4-1	0.7%	97%	True	False	2,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	617-2
2.618	606-1
1.618	599-3
1.000	595-2
0.618	592-5
HIGH	588-4
0.618	585-7
0.500	585-1
0.382	584-3
LOW	581-6
0.618	577-5
1.000	575-0
1.618	570-7
2.618	564-1
4.250	553-0

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	586-3	585-4
PP	585-6	584-0
S1	585-1	582-4

Download as Excel Spreadsheet

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

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