CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	598-4	615-0	16-4	2.8%	612-0
High	616-0	625-0	9-0	1.5%	625-0
Low	598-4	615-0	16-4	2.8%	598-4
Close	616-2	622-6	6-4	1.1%	622-6
Range	17-4	10-0	-7-4	-42.9%	26-4
ATR	10-6	10-6	0-0	-0.5%	0-0
Volume	8,746	7,464	-1,282	-14.7%	29,997

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	650-7	646-7	628-2
R3	640-7	636-7	625-4
R2	630-7	630-7	624-5
R1	626-7	626-7	623-5	628-7
PP	620-7	620-7	620-7	622-0
S1	616-7	616-7	621-7	618-7
S2	610-7	610-7	620-7
S3	600-7	606-7	620-0
S4	590-7	596-7	617-2

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	694-7	685-3	637-3
R3	668-3	658-7	630-0
R2	641-7	641-7	627-5
R1	632-3	632-3	625-1	637-1
PP	615-3	615-3	615-3	617-6
S1	605-7	605-7	620-3	610-5
S2	588-7	588-7	617-7
S3	562-3	579-3	615-4
S4	535-7	552-7	608-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	625-0	598-4	26-4	4.3%	11-1	1.8%	92%	True	False	7,692
10	625-0	570-0	55-0	8.8%	8-5	1.4%	96%	True	False	7,517
20	625-0	570-0	55-0	8.8%	8-0	1.3%	96%	True	False	4,971
40	625-0	524-0	101-0	16.2%	5-4	0.9%	98%	True	False	3,881

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 3 trading days

Fibonacci Retracements and Extensions
4.250	667-4
2.618	651-1
1.618	641-1
1.000	635-0
0.618	631-1
HIGH	625-0
0.618	621-1
0.500	620-0
0.382	618-7
LOW	615-0
0.618	608-7
1.000	605-0
1.618	598-7
2.618	588-7
4.250	572-4

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	621-7	619-1
PP	620-7	615-3
S1	620-0	611-6

Download as Excel Spreadsheet

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

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