CME Pit-Traded Corn Future May 2012

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	655-4	651-2	-4-2	-0.6%	670-4
High	660-0	651-2	-8-6	-1.3%	681-0
Low	655-0	627-2	-27-6	-4.2%	653-0
Close	658-0	630-0	-28-0	-4.3%	654-4
Range	5-0	24-0	19-0	380.0%	28-0
ATR	10-5	12-1	1-3	13.5%	0-0
Volume	21,201	26,202	5,001	23.6%	165,622

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	708-1	693-1	643-2
R3	684-1	669-1	636-5
R2	660-1	660-1	634-3
R1	645-1	645-1	632-2	640-5
PP	636-1	636-1	636-1	634-0
S1	621-1	621-1	627-6	616-5
S2	612-1	612-1	625-5
S3	588-1	597-1	623-3
S4	564-1	573-1	616-6

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	746-7	728-5	669-7
R3	718-7	700-5	662-2
R2	690-7	690-7	659-5
R1	672-5	672-5	657-1	667-6
PP	662-7	662-7	662-7	660-3
S1	644-5	644-5	651-7	639-6
S2	634-7	634-7	649-3
S3	606-7	616-5	646-6
S4	578-7	588-5	639-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	663-6	627-2	36-4	5.8%	11-2	1.8%	8%	False	True	27,324
10	681-0	627-2	53-6	8.5%	9-0	1.4%	5%	False	True	28,903
20	681-0	627-2	53-6	8.5%	8-7	1.4%	5%	False	True	21,407
40	684-4	599-6	84-6	13.5%	9-7	1.6%	36%	False	False	18,204
60	792-0	599-6	192-2	30.5%	10-1	1.6%	16%	False	False	15,169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	753-2
2.618	714-1
1.618	690-1
1.000	675-2
0.618	666-1
HIGH	651-2
0.618	642-1
0.500	639-2
0.382	636-3
LOW	627-2
0.618	612-3
1.000	603-2
1.618	588-3
2.618	564-3
4.250	525-2

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	639-2	643-5
PP	636-1	639-1
S1	633-1	634-4

Download as Excel Spreadsheet

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

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