CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	615-0	620-6	5-6	0.9%	612-0
High	625-0	623-0	-2-0	-0.3%	625-0
Low	615-0	618-0	3-0	0.5%	598-4
Close	622-6	621-2	-1-4	-0.2%	622-6
Range	10-0	5-0	-5-0	-50.0%	26-4
ATR	10-6	10-3	-0-3	-3.8%	0-0
Volume	7,464	6,553	-911	-12.2%	29,997

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	635-6	633-4	624-0
R3	630-6	628-4	622-5
R2	625-6	625-6	622-1
R1	623-4	623-4	621-6	624-5
PP	620-6	620-6	620-6	621-2
S1	618-4	618-4	620-6	619-5
S2	615-6	615-6	620-3
S3	610-6	613-4	619-7
S4	605-6	608-4	618-4

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%	10-5	1.7%	86%	False	False	7,310
10	625-0	574-4	50-4	8.1%	8-4	1.4%	93%	False	False	7,921
20	625-0	570-0	55-0	8.9%	8-0	1.3%	93%	False	False	5,148
40	625-0	524-0	101-0	16.3%	5-5	0.9%	96%	False	False	3,964

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	644-2
2.618	636-1
1.618	631-1
1.000	628-0
0.618	626-1
HIGH	623-0
0.618	621-1
0.500	620-4
0.382	619-7
LOW	618-0
0.618	614-7
1.000	613-0
1.618	609-7
2.618	604-7
4.250	596-6

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	621-0	618-1
PP	620-6	614-7
S1	620-4	611-6

Download as Excel Spreadsheet

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

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