CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	617-0	628-6	11-6	1.9%	620-6
High	625-6	632-4	6-6	1.1%	625-0
Low	617-0	628-6	11-6	1.9%	607-4
Close	626-2	633-0	6-6	1.1%	611-6
Range	8-6	3-6	-5-0	-57.1%	17-4
ATR	10-6	10-3	-0-3	-3.0%	0-0
Volume	3,920	2,190	-1,730	-44.1%	26,553

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	642-5	641-5	635-0
R3	638-7	637-7	634-0
R2	635-1	635-1	633-6
R1	634-1	634-1	633-3	634-5
PP	631-3	631-3	631-3	631-6
S1	630-3	630-3	632-5	630-7
S2	627-5	627-5	632-2
S3	623-7	626-5	632-0
S4	620-1	622-7	631-0

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	632-4	612-0	20-4	3.2%	6-5	1.1%	102%	True	False	3,907
10	632-4	598-4	34-0	5.4%	8-5	1.4%	101%	True	False	5,599
20	632-4	570-0	62-4	9.9%	8-2	1.3%	101%	True	False	5,873
40	632-4	533-2	99-2	15.7%	6-2	1.0%	101%	True	False	4,314

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	0-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	648-4
2.618	642-3
1.618	638-5
1.000	636-2
0.618	634-7
HIGH	632-4
0.618	631-1
0.500	630-5
0.382	630-1
LOW	628-6
0.618	626-3
1.000	625-0
1.618	622-5
2.618	618-7
4.250	612-6

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	632-2	629-3
PP	631-3	625-7
S1	630-5	622-2

Download as Excel Spreadsheet

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

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