CME Pit-Traded Corn Future July 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	659-4	654-6	-4-6	-0.7%	676-4
High	660-4	654-6	-5-6	-0.9%	683-0
Low	659-4	630-6	-28-6	-4.4%	652-6
Close	660-4	633-4	-27-0	-4.1%	656-2
Range	1-0	24-0	23-0	2,300.0%	30-2
ATR	10-6	12-1	1-3	12.7%	0-0
Volume	22,474	18,084	-4,390	-19.5%	131,995

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	711-5	696-5	646-6
R3	687-5	672-5	640-1
R2	663-5	663-5	637-7
R1	648-5	648-5	635-6	644-1
PP	639-5	639-5	639-5	637-4
S1	624-5	624-5	631-2	620-1
S2	615-5	615-5	629-1
S3	591-5	600-5	626-7
S4	567-5	576-5	620-2

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	666-0	630-6	35-2	5.6%	9-2	1.5%	8%	False	True	23,674
10	683-0	630-6	52-2	8.2%	9-0	1.4%	5%	False	True	23,899
20	683-0	630-6	52-2	8.2%	9-4	1.5%	5%	False	True	20,206
40	689-6	606-2	83-4	13.2%	9-5	1.5%	33%	False	False	20,196
60	794-4	606-2	188-2	29.7%	9-7	1.6%	14%	False	False	17,339

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	756-6
2.618	717-5
1.618	693-5
1.000	678-6
0.618	669-5
HIGH	654-6
0.618	645-5
0.500	642-6
0.382	639-7
LOW	630-6
0.618	615-7
1.000	606-6
1.618	591-7
2.618	567-7
4.250	528-6

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	642-6	646-2
PP	639-5	642-0
S1	636-5	637-6

Download as Excel Spreadsheet

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

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