CME Pit-Traded Corn Future July 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	666-0	655-6	-10-2	-1.5%	676-4
High	666-0	656-0	-10-0	-1.5%	683-0
Low	652-6	649-0	-3-6	-0.6%	652-6
Close	656-2	651-2	-5-0	-0.8%	656-2
Range	13-2	7-0	-6-2	-47.2%	30-2
ATR	11-5	11-3	-0-3	-2.7%	0-0
Volume	31,316	22,095	-9,221	-29.4%	131,995

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	673-1	669-1	655-1
R3	666-1	662-1	653-1
R2	659-1	659-1	652-4
R1	655-1	655-1	651-7	653-5
PP	652-1	652-1	652-1	651-2
S1	648-1	648-1	650-5	646-5
S2	645-1	645-1	650-0
S3	638-1	641-1	649-3
S4	631-1	634-1	647-3

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	754-6	735-6	672-7
R3	724-4	705-4	664-5
R2	694-2	694-2	661-6
R1	675-2	675-2	659-0	669-5
PP	664-0	664-0	664-0	661-2
S1	645-0	645-0	653-4	639-3
S2	633-6	633-6	650-6
S3	603-4	614-6	647-7
S4	573-2	584-4	639-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	683-0	649-0	34-0	5.2%	10-4	1.6%	7%	False	True	27,367
10	683-0	649-0	34-0	5.2%	9-7	1.5%	7%	False	True	22,693
20	683-0	649-0	34-0	5.2%	9-5	1.5%	7%	False	True	20,255
40	725-4	606-2	119-2	18.3%	9-7	1.5%	38%	False	False	19,272
60	794-4	606-2	188-2	28.9%	9-6	1.5%	24%	False	False	16,617

Crabel Price Patterns
NR	True
NR4	True
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	0-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	685-6
2.618	674-3
1.618	667-3
1.000	663-0
0.618	660-3
HIGH	656-0
0.618	653-3
0.500	652-4
0.382	651-5
LOW	649-0
0.618	644-5
1.000	642-0
1.618	637-5
2.618	630-5
4.250	619-2

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	652-4	663-3
PP	652-1	659-3
S1	651-5	655-2

Download as Excel Spreadsheet

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

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