CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	582-4	570-0	-12-4	-2.1%	596-0
High	585-0	576-0	-9-0	-1.5%	596-0
Low	574-2	570-0	-4-2	-0.7%	570-0
Close	575-2	569-4	-5-6	-1.0%	569-4
Range	10-6	6-0	-4-6	-44.2%	26-0
ATR	9-4	9-2	-0-2	-2.6%	0-0
Volume	3,476	2,513	-963	-27.7%	13,677

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	589-7	585-5	572-6
R3	583-7	579-5	571-1
R2	577-7	577-7	570-5
R1	573-5	573-5	570-0	572-6
PP	571-7	571-7	571-7	571-3
S1	567-5	567-5	569-0	566-6
S2	565-7	565-7	568-3
S3	559-7	561-5	567-7
S4	553-7	555-5	566-2

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	656-4	639-0	583-6
R3	630-4	613-0	576-5
R2	604-4	604-4	574-2
R1	587-0	587-0	571-7	582-6
PP	578-4	578-4	578-4	576-3
S1	561-0	561-0	567-1	556-6
S2	552-4	552-4	564-6
S3	526-4	535-0	562-3
S4	500-4	509-0	555-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	596-0	570-0	26-0	4.6%	10-6	1.9%	-2%	False	True	2,735
10	596-0	570-0	26-0	4.6%	7-4	1.3%	-2%	False	True	2,376
20	596-0	547-2	48-6	8.6%	5-3	0.9%	46%	False	False	2,693

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	601-4
2.618	591-6
1.618	585-6
1.000	582-0
0.618	579-6
HIGH	576-0
0.618	573-6
0.500	573-0
0.382	572-2
LOW	570-0
0.618	566-2
1.000	564-0
1.618	560-2
2.618	554-2
4.250	544-4

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	573-0	578-6
PP	571-7	575-5
S1	570-5	572-5

Download as Excel Spreadsheet

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

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