CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	610-6	617-4	6-6	1.1%	612-0
High	613-0	625-0	12-0	2.0%	625-0
Low	607-4	617-4	10-0	1.6%	598-4
Close	612-6	624-6	12-0	2.0%	622-6
Range	5-4	7-4	2-0	36.4%	26-4
ATR	10-5	10-6	0-1	1.1%	0-0
Volume	6,571	4,964	-1,607	-24.5%	29,997

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	644-7	642-3	628-7
R3	637-3	634-7	626-6
R2	629-7	629-7	626-1
R1	627-3	627-3	625-4	628-5
PP	622-3	622-3	622-3	623-0
S1	619-7	619-7	624-0	621-1
S2	614-7	614-7	623-3
S3	607-3	612-3	622-6
S4	599-7	604-7	620-5

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	4.2%	9-1	1.5%	99%	True	False	6,859
10	625-0	594-6	30-2	4.8%	8-5	1.4%	99%	True	False	7,701
20	625-0	570-0	55-0	8.8%	8-2	1.3%	100%	True	False	5,572
40	625-0	524-0	101-0	16.2%	6-0	1.0%	100%	True	False	4,184

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 3 trading days

Fibonacci Retracements and Extensions
4.250	656-7
2.618	644-5
1.618	637-1
1.000	632-4
0.618	629-5
HIGH	625-0
0.618	622-1
0.500	621-2
0.382	620-3
LOW	617-4
0.618	612-7
1.000	610-0
1.618	605-3
2.618	597-7
4.250	585-5

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	623-5	621-7
PP	622-3	619-1
S1	621-2	616-2

Download as Excel Spreadsheet

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

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