CME Pit-Traded Corn Future May 2012

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

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	663-2	652-4	-10-6	-1.6%	670-4
High	663-6	653-0	-10-6	-1.6%	681-0
Low	653-0	647-0	-6-0	-0.9%	653-0
Close	654-4	649-2	-5-2	-0.8%	654-4
Range	10-6	6-0	-4-6	-44.2%	28-0
ATR	11-3	11-0	-0-2	-2.4%	0-0
Volume	29,294	32,820	3,526	12.0%	165,622

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	667-6	664-4	652-4
R3	661-6	658-4	650-7
R2	655-6	655-6	650-3
R1	652-4	652-4	649-6	651-1
PP	649-6	649-6	649-6	649-0
S1	646-4	646-4	648-6	645-1
S2	643-6	643-6	648-1
S3	637-6	640-4	647-5
S4	631-6	634-4	646-0

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	681-0	647-0	34-0	5.2%	8-6	1.3%	7%	False	True	36,227
10	681-0	647-0	34-0	5.2%	8-7	1.4%	7%	False	True	26,813
20	681-0	647-0	34-0	5.2%	7-7	1.2%	7%	False	True	19,822
40	722-4	599-6	122-6	18.9%	9-5	1.5%	40%	False	False	17,091
60	792-0	599-6	192-2	29.6%	9-7	1.5%	26%	False	False	14,191

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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	678-4
2.618	668-6
1.618	662-6
1.000	659-0
0.618	656-6
HIGH	653-0
0.618	650-6
0.500	650-0
0.382	649-2
LOW	647-0
0.618	643-2
1.000	641-0
1.618	637-2
2.618	631-2
4.250	621-4

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	650-0	655-4
PP	649-6	653-3
S1	649-4	651-3

Download as Excel Spreadsheet

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

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