CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	580-0	570-4	-9-4	-1.6%	576-4
High	580-0	587-4	7-4	1.3%	593-0
Low	571-0	570-4	-0-4	-0.1%	576-4
Close	576-0	587-4	11-4	2.0%	595-4
Range	9-0	17-0	8-0	88.9%	16-4
ATR	8-4	9-1	0-5	7.0%	0-0
Volume	3,389	2,763	-626	-18.5%	10,086

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	632-7	627-1	596-7
R3	615-7	610-1	592-1
R2	598-7	598-7	590-5
R1	593-1	593-1	589-0	596-0
PP	581-7	581-7	581-7	583-2
S1	576-1	576-1	586-0	579-0
S2	564-7	564-7	584-3
S3	547-7	559-1	582-7
S4	530-7	542-1	578-1

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	570-4	25-4	4.3%	8-5	1.5%	67%	False	True	2,495
10	596-0	569-6	26-2	4.5%	6-6	1.1%	68%	False	False	2,284
20	596-0	541-2	54-6	9.3%	4-6	0.8%	84%	False	False	2,740

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	0-1
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	659-6
2.618	632-0
1.618	615-0
1.000	604-4
0.618	598-0
HIGH	587-4
0.618	581-0
0.500	579-0
0.382	577-0
LOW	570-4
0.618	560-0
1.000	553-4
1.618	543-0
2.618	526-0
4.250	498-2

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	584-5	586-1
PP	581-7	584-5
S1	579-0	583-2

Download as Excel Spreadsheet

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

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