CME Pit-Traded Corn Future September 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	532-2	532-0	-0-2	0.0%	507-6
High	532-2	532-0	-0-2	0.0%	532-2
Low	532-2	532-0	-0-2	0.0%	502-0
Close	532-2	531-0	-1-2	-0.2%	531-0
Range
ATR
Volume	3,221	1,737	-1,484	-46.1%	9,915

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	531-5	531-3	531-0
R3	531-5	531-3	531-0
R2	531-5	531-5	531-0
R1	531-3	531-3	531-0	531-4
PP	531-5	531-5	531-5	531-6
S1	531-3	531-3	531-0	531-4
S2	531-5	531-5	531-0
S3	531-5	531-3	531-0
S4	531-5	531-3	531-0

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	612-4	602-0	547-5
R3	582-2	571-6	539-3
R2	552-0	552-0	536-4
R1	541-4	541-4	533-6	546-6
PP	521-6	521-6	521-6	524-3
S1	511-2	511-2	528-2	516-4
S2	491-4	491-4	525-4
S3	461-2	481-0	522-5
S4	431-0	450-6	514-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	532-2	502-0	30-2	5.7%	8-3	1.6%	96%	False	False	2,496
10	550-6	502-0	48-6	9.2%	8-6	1.7%	59%	False	False	3,632

Crabel Price Patterns
NR	False
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	0-3

Fibonacci Retracements and Extensions
4.250	532-0
2.618	532-0
1.618	532-0
1.000	532-0
0.618	532-0
HIGH	532-0
0.618	532-0
0.500	532-0
0.382	532-0
LOW	532-0
0.618	532-0
1.000	532-0
1.618	532-0
2.618	532-0
4.250	532-0

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	532-0	526-3
PP	531-5	521-6
S1	531-3	517-1

Download as Excel Spreadsheet

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

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