CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	589-0	596-0	7-0	1.2%	576-4
High	593-0	596-0	3-0	0.5%	593-0
Low	589-0	585-0	-4-0	-0.7%	576-4
Close	595-4	585-0	-10-4	-1.8%	595-4
Range	4-0	11-0	7-0	175.0%	16-4
ATR	7-7	8-1	0-2	2.8%	0-0
Volume	2,786	1,536	-1,250	-44.9%	10,086

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	621-5	614-3	591-0
R3	610-5	603-3	588-0
R2	599-5	599-5	587-0
R1	592-3	592-3	586-0	590-4
PP	588-5	588-5	588-5	587-6
S1	581-3	581-3	584-0	579-4
S2	577-5	577-5	583-0
S3	566-5	570-3	582-0
S4	555-5	559-3	579-0

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	596-0	581-6	14-2	2.4%	5-4	0.9%	23%	True	False	1,895
10	596-0	562-4	33-4	5.7%	4-4	0.8%	67%	True	False	2,261
20	596-0	533-2	62-6	10.7%	4-2	0.7%	82%	True	False	2,755

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	0-2
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	642-6
2.618	624-6
1.618	613-6
1.000	607-0
0.618	602-6
HIGH	596-0
0.618	591-6
0.500	590-4
0.382	589-2
LOW	585-0
0.618	578-2
1.000	574-0
1.618	567-2
2.618	556-2
4.250	538-2

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	590-4	589-1
PP	588-5	587-6
S1	586-7	586-3

Download as Excel Spreadsheet

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

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