CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	604-0	602-0	-2-0	-0.3%	574-4
High	608-6	609-4	0-6	0.1%	609-4
Low	603-6	602-0	-1-6	-0.3%	574-4
Close	608-0	609-4	1-4	0.2%	609-4
Range	5-0	7-4	2-4	50.0%	35-0
ATR	10-3	10-1	-0-2	-2.0%	0-0
Volume	10,722	8,465	-2,257	-21.1%	42,663

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	629-4	627-0	613-5
R3	622-0	619-4	611-4
R2	614-4	614-4	610-7
R1	612-0	612-0	610-2	613-2
PP	607-0	607-0	607-0	607-5
S1	604-4	604-4	608-6	605-6
S2	599-4	599-4	608-1
S3	592-0	597-0	607-4
S4	584-4	589-4	605-3

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	702-7	691-1	628-6
R3	667-7	656-1	619-1
R2	632-7	632-7	615-7
R1	621-1	621-1	612-6	627-0
PP	597-7	597-7	597-7	600-6
S1	586-1	586-1	606-2	592-0
S2	562-7	562-7	603-1
S3	527-7	551-1	599-7
S4	492-7	516-1	590-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	609-4	574-4	35-0	5.7%	6-3	1.0%	100%	True	False	8,532
10	609-4	570-0	39-4	6.5%	8-4	1.4%	100%	True	False	5,634
20	609-4	560-0	49-4	8.1%	6-0	1.0%	100%	True	False	4,001
40	609-4	502-0	107-4	17.6%	5-4	0.9%	100%	True	False	3,443

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	641-3
2.618	629-1
1.618	621-5
1.000	617-0
0.618	614-1
HIGH	609-4
0.618	606-5
0.500	605-6
0.382	604-7
LOW	602-0
0.618	597-3
1.000	594-4
1.618	589-7
2.618	582-3
4.250	570-1

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	608-2	607-0
PP	607-0	604-5
S1	605-6	602-1

Download as Excel Spreadsheet

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

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