CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	658-0	662-0	4-0	0.6%	639-0
High	661-6	662-0	0-2	0.0%	662-6
Low	658-0	655-4	-2-4	-0.4%	639-0
Close	663-2	652-2	-11-0	-1.7%	663-2
Range	3-6	6-4	2-6	73.3%	23-6
ATR	9-2	9-1	-0-1	-1.2%	0-0
Volume	7,527	10,021	2,494	33.1%	31,194

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	676-1	670-5	655-7
R3	669-5	664-1	654-0
R2	663-1	663-1	653-4
R1	657-5	657-5	652-7	657-1
PP	656-5	656-5	656-5	656-2
S1	651-1	651-1	651-5	650-5
S2	650-1	650-1	651-0
S3	643-5	644-5	650-4
S4	637-1	638-1	648-5

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	726-2	718-4	676-2
R3	702-4	694-6	669-6
R2	678-6	678-6	667-5
R1	671-0	671-0	665-3	674-7
PP	655-0	655-0	655-0	657-0
S1	647-2	647-2	661-1	651-1
S2	631-2	631-2	658-7
S3	607-4	623-4	656-6
S4	583-6	599-6	650-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	662-6	639-0	23-6	3.6%	5-6	0.9%	56%	False	False	7,467
10	662-6	628-6	34-0	5.2%	5-4	0.8%	69%	False	False	5,344
20	662-6	598-4	64-2	9.9%	7-1	1.1%	84%	False	False	5,695
40	662-6	560-0	102-6	15.8%	6-5	1.0%	90%	False	False	4,848
60	662-6	502-0	160-6	24.6%	6-0	0.9%	93%	False	False	4,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	689-5
2.618	679-0
1.618	672-4
1.000	668-4
0.618	666-0
HIGH	662-0
0.618	659-4
0.500	658-6
0.382	658-0
LOW	655-4
0.618	651-4
1.000	649-0
1.618	645-0
2.618	638-4
4.250	627-7

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	658-6	659-0
PP	656-5	656-6
S1	654-3	654-4

Download as Excel Spreadsheet

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

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