CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	584-0	589-0	5-0	0.9%	576-4
High	584-2	593-0	8-6	1.5%	593-0
Low	582-2	589-0	6-6	1.2%	576-4
Close	584-6	595-4	10-6	1.8%	595-4
Range	2-0	4-0	2-0	100.0%	16-4
ATR	7-7	7-7	0-0	0.3%	0-0
Volume	2,003	2,786	783	39.1%	10,086

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	604-4	604-0	597-6
R3	600-4	600-0	596-5
R2	596-4	596-4	596-2
R1	596-0	596-0	595-7	596-2
PP	592-4	592-4	592-4	592-5
S1	592-0	592-0	595-1	592-2
S2	588-4	588-4	594-6
S3	584-4	588-0	594-3
S4	580-4	584-0	593-2

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	637-7	633-1	604-5
R3	621-3	616-5	600-0
R2	604-7	604-7	598-4
R1	600-1	600-1	597-0	602-4
PP	588-3	588-3	588-3	589-4
S1	583-5	583-5	594-0	586-0
S2	571-7	571-7	592-4
S3	555-3	567-1	591-0
S4	538-7	550-5	586-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	593-0	576-4	16-4	2.8%	4-2	0.7%	115%	True	False	2,017
10	593-0	560-0	33-0	5.5%	3-4	0.6%	108%	True	False	2,369
20	593-0	533-2	59-6	10.0%	4-0	0.7%	104%	True	False	2,805

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	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	610-0
2.618	603-4
1.618	599-4
1.000	597-0
0.618	595-4
HIGH	593-0
0.618	591-4
0.500	591-0
0.382	590-4
LOW	589-0
0.618	586-4
1.000	585-0
1.618	582-4
2.618	578-4
4.250	572-0

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	594-0	592-6
PP	592-4	590-1
S1	591-0	587-3

Download as Excel Spreadsheet

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

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