CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	602-0	612-0	10-0	1.7%	574-4
High	609-4	616-0	6-4	1.1%	609-4
Low	602-0	611-0	9-0	1.5%	574-4
Close	609-4	616-6	7-2	1.2%	609-4
Range	7-4	5-0	-2-4	-33.3%	35-0
ATR	10-1	9-7	-0-2	-2.6%	0-0
Volume	8,465	6,665	-1,800	-21.3%	42,663

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	629-5	628-1	619-4
R3	624-5	623-1	618-1
R2	619-5	619-5	617-5
R1	618-1	618-1	617-2	618-7
PP	614-5	614-5	614-5	615-0
S1	613-1	613-1	616-2	613-7
S2	609-5	609-5	615-7
S3	604-5	608-1	615-3
S4	599-5	603-1	614-0

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	616-0	580-4	35-4	5.8%	6-0	1.0%	102%	True	False	8,363
10	616-0	570-0	46-0	7.5%	8-0	1.3%	102%	True	False	6,146
20	616-0	562-4	53-4	8.7%	6-2	1.0%	101%	True	False	4,204
40	616-0	502-0	114-0	18.5%	5-4	0.9%	101%	True	False	3,486

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	637-2
2.618	629-1
1.618	624-1
1.000	621-0
0.618	619-1
HIGH	616-0
0.618	614-1
0.500	613-4
0.382	612-7
LOW	611-0
0.618	607-7
1.000	606-0
1.618	602-7
2.618	597-7
4.250	589-6

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	615-5	614-1
PP	614-5	611-5
S1	613-4	609-0

Download as Excel Spreadsheet

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

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