CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	648-6	635-0	-13-6	-2.1%	639-0
High	648-6	638-0	-10-6	-1.7%	662-6
Low	632-4	629-2	-3-2	-0.5%	639-0
Close	640-4	639-2	-1-2	-0.2%	663-2
Range	16-2	8-6	-7-4	-46.2%	23-6
ATR	9-7	10-0	0-1	1.0%	0-0
Volume	6,314	7,012	698	11.1%	31,194

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	661-6	659-2	644-0
R3	653-0	650-4	641-5
R2	644-2	644-2	640-7
R1	641-6	641-6	640-0	643-0
PP	635-4	635-4	635-4	636-1
S1	633-0	633-0	638-4	634-2
S2	626-6	626-6	637-5
S3	618-0	624-2	636-7
S4	609-2	615-4	634-4

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	662-4	629-2	33-2	5.2%	8-0	1.2%	30%	False	True	8,246
10	662-6	629-0	33-6	5.3%	6-5	1.0%	30%	False	False	6,079
20	662-6	598-4	64-2	10.1%	7-3	1.2%	63%	False	False	5,672
40	662-6	562-4	100-2	15.7%	7-2	1.1%	77%	False	False	5,005
60	662-6	502-0	160-6	25.1%	6-1	1.0%	85%	False	False	4,291

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	675-2
2.618	660-7
1.618	652-1
1.000	646-6
0.618	643-3
HIGH	638-0
0.618	634-5
0.500	633-5
0.382	632-5
LOW	629-2
0.618	623-7
1.000	620-4
1.618	615-1
2.618	606-3
4.250	592-0

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	637-3	645-5
PP	635-4	643-4
S1	633-5	641-3

Download as Excel Spreadsheet

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

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