CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	631-6	630-0	-1-6	-0.3%	617-0
High	631-6	642-0	10-2	1.6%	642-0
Low	631-6	629-0	-2-6	-0.4%	617-0
Close	629-0	644-0	15-0	2.4%	644-0
Range	0-0	13-0	13-0		25-0
ATR	9-7	10-1	0-2	2.2%	0-0
Volume	2,747	3,504	757	27.6%	16,152

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	677-3	673-5	651-1
R3	664-3	660-5	647-5
R2	651-3	651-3	646-3
R1	647-5	647-5	645-2	649-4
PP	638-3	638-3	638-3	639-2
S1	634-5	634-5	642-6	636-4
S2	625-3	625-3	641-5
S3	612-3	621-5	640-3
S4	599-3	608-5	636-7

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	709-3	701-5	657-6
R3	684-3	676-5	650-7
R2	659-3	659-3	648-5
R1	651-5	651-5	646-2	655-4
PP	634-3	634-3	634-3	636-2
S1	626-5	626-5	641-6	630-4
S2	609-3	609-3	639-3
S3	584-3	601-5	637-1
S4	559-3	576-5	630-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	642-0	617-0	25-0	3.9%	7-0	1.1%	108%	True	False	3,230
10	642-0	607-4	34-4	5.4%	6-5	1.0%	106%	True	False	4,270
20	642-0	570-0	72-0	11.2%	7-5	1.2%	103%	True	False	5,893
40	642-0	546-4	95-4	14.8%	6-3	1.0%	102%	True	False	4,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	697-2
2.618	676-0
1.618	663-0
1.000	655-0
0.618	650-0
HIGH	642-0
0.618	637-0
0.500	635-4
0.382	634-0
LOW	629-0
0.618	621-0
1.000	616-0
1.618	608-0
2.618	595-0
4.250	573-6

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	641-1	641-1
PP	638-3	638-3
S1	635-4	635-4

Download as Excel Spreadsheet

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

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