CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	623-4	626-0	2-4	0.4%	626-0
High	623-4	626-0	2-4	0.4%	634-0
Low	623-4	611-0	-12-4	-2.0%	624-4
Close	623-4	608-4	-15-0	-2.4%	633-6
Range	0-0	15-0	15-0		9-4
ATR
Volume	1,368	1,614	246	18.0%	9,612

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	660-1	649-3	616-6
R3	645-1	634-3	612-5
R2	630-1	630-1	611-2
R1	619-3	619-3	609-7	617-2
PP	615-1	615-1	615-1	614-1
S1	604-3	604-3	607-1	602-2
S2	600-1	600-1	605-6
S3	585-1	589-3	604-3
S4	570-1	574-3	600-2

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	659-2	656-0	639-0
R3	649-6	646-4	636-3
R2	640-2	640-2	635-4
R1	637-0	637-0	634-5	638-5
PP	630-6	630-6	630-6	631-4
S1	627-4	627-4	632-7	629-1
S2	621-2	621-2	632-0
S3	611-6	618-0	631-1
S4	602-2	608-4	628-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	636-2	611-0	25-2	4.1%	5-1	0.8%	-10%	False	True	1,714
10	636-2	611-0	25-2	4.1%	3-0	0.5%	-10%	False	True	1,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	689-6
2.618	665-2
1.618	650-2
1.000	641-0
0.618	635-2
HIGH	626-0
0.618	620-2
0.500	618-4
0.382	616-6
LOW	611-0
0.618	601-6
1.000	596-0
1.618	586-6
2.618	571-6
4.250	547-2

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	618-4	623-5
PP	615-1	618-5
S1	611-7	613-4

Download as Excel Spreadsheet

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

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