CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	621-0	617-0	-4-0	-0.6%	620-6
High	623-0	625-6	2-6	0.4%	625-0
Low	612-0	617-0	5-0	0.8%	607-4
Close	611-6	626-2	14-4	2.4%	611-6
Range	11-0	8-6	-2-2	-20.5%	17-4
ATR	10-4	10-6	0-2	2.4%	0-0
Volume	3,136	3,920	784	25.0%	26,553

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	649-2	646-4	631-0
R3	640-4	637-6	628-5
R2	631-6	631-6	627-7
R1	629-0	629-0	627-0	630-3
PP	623-0	623-0	623-0	623-6
S1	620-2	620-2	625-4	621-5
S2	614-2	614-2	624-5
S3	605-4	611-4	623-7
S4	596-6	602-6	621-4

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	667-2	657-0	621-3
R3	649-6	639-4	616-4
R2	632-2	632-2	615-0
R1	622-0	622-0	613-3	618-3
PP	614-6	614-6	614-6	613-0
S1	604-4	604-4	610-1	600-7
S2	597-2	597-2	608-4
S3	579-6	587-0	607-0
S4	562-2	569-4	602-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	625-6	607-4	18-2	2.9%	7-0	1.1%	103%	True	False	4,784
10	625-6	598-4	27-2	4.4%	8-6	1.4%	102%	True	False	6,047
20	625-6	570-0	55-6	8.9%	8-5	1.4%	101%	True	False	5,840
40	625-6	533-2	92-4	14.8%	6-3	1.0%	101%	True	False	4,322

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	1-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	663-0
2.618	648-5
1.618	639-7
1.000	634-4
0.618	631-1
HIGH	625-6
0.618	622-3
0.500	621-3
0.382	620-3
LOW	617-0
0.618	611-5
1.000	608-2
1.618	602-7
2.618	594-1
4.250	579-6

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	624-5	623-6
PP	623-0	621-3
S1	621-3	618-7

Download as Excel Spreadsheet

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

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