CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	570-4	582-4	12-0	2.1%	576-4
High	587-4	585-0	-2-4	-0.4%	593-0
Low	570-4	574-2	3-6	0.7%	576-4
Close	587-4	575-2	-12-2	-2.1%	595-4
Range	17-0	10-6	-6-2	-36.8%	16-4
ATR	9-1	9-4	0-2	3.2%	0-0
Volume	2,763	3,476	713	25.8%	10,086

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	610-3	603-5	581-1
R3	599-5	592-7	578-2
R2	588-7	588-7	577-2
R1	582-1	582-1	576-2	580-1
PP	578-1	578-1	578-1	577-2
S1	571-3	571-3	574-2	569-3
S2	567-3	567-3	573-2
S3	556-5	560-5	572-2
S4	545-7	549-7	569-3

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	4.4%	10-3	1.8%	19%	False	False	2,790
10	596-0	570-4	25-4	4.4%	7-4	1.3%	19%	False	False	2,425
20	596-0	546-4	49-4	8.6%	5-1	0.9%	58%	False	False	2,716

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

Fibonacci Retracements and Extensions
4.250	630-6
2.618	613-1
1.618	602-3
1.000	595-6
0.618	591-5
HIGH	585-0
0.618	580-7
0.500	579-5
0.382	578-3
LOW	574-2
0.618	567-5
1.000	563-4
1.618	556-7
2.618	546-1
4.250	528-4

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	579-5	579-0
PP	578-1	577-6
S1	576-6	576-4

Download as Excel Spreadsheet

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

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