CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	620-6	610-6	-10-0	-1.6%	612-0
High	623-0	613-0	-10-0	-1.6%	625-0
Low	618-0	607-4	-10-4	-1.7%	598-4
Close	621-2	612-6	-8-4	-1.4%	622-6
Range	5-0	5-4	0-4	10.0%	26-4
ATR	10-3	10-5	0-2	2.4%	0-0
Volume	6,553	6,571	18	0.3%	29,997

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	627-5	625-5	615-6
R3	622-1	620-1	614-2
R2	616-5	616-5	613-6
R1	614-5	614-5	613-2	615-5
PP	611-1	611-1	611-1	611-4
S1	609-1	609-1	612-2	610-1
S2	605-5	605-5	611-6
S3	600-1	603-5	611-2
S4	594-5	598-1	609-6

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%	10-6	1.7%	54%	False	False	7,291
10	625-0	580-4	44-4	7.3%	8-3	1.4%	72%	False	False	7,827
20	625-0	570-0	55-0	9.0%	8-0	1.3%	78%	False	False	5,370
40	625-0	524-0	101-0	16.5%	5-7	0.9%	88%	False	False	4,085

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	636-3
2.618	627-3
1.618	621-7
1.000	618-4
0.618	616-3
HIGH	613-0
0.618	610-7
0.500	610-2
0.382	609-5
LOW	607-4
0.618	604-1
1.000	602-0
1.618	598-5
2.618	593-1
4.250	584-1

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	611-7	616-2
PP	611-1	615-1
S1	610-2	613-7

Download as Excel Spreadsheet

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

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