CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	626-0	603-2	-22-6	-3.6%	632-0
High	626-0	603-2	-22-6	-3.6%	636-2
Low	611-0	603-2	-7-6	-1.3%	603-2
Close	608-4	603-2	-5-2	-0.9%	603-2
Range	15-0	0-0	-15-0	-100.0%	33-0
ATR
Volume	1,614	3,441	1,827	113.2%	10,027

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	603-2	603-2	603-2
R3	603-2	603-2	603-2
R2	603-2	603-2	603-2
R1	603-2	603-2	603-2	603-2
PP	603-2	603-2	603-2	603-2
S1	603-2	603-2	603-2	603-2
S2	603-2	603-2	603-2
S3	603-2	603-2	603-2
S4	603-2	603-2	603-2

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	713-2	691-2	621-3
R3	680-2	658-2	612-3
R2	647-2	647-2	609-2
R1	625-2	625-2	606-2	619-6
PP	614-2	614-2	614-2	611-4
S1	592-2	592-2	600-2	586-6
S2	581-2	581-2	597-2
S3	548-2	559-2	594-1
S4	515-2	526-2	585-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	636-2	603-2	33-0	5.5%	3-3	0.6%	0%	False	True	2,005
10	636-2	603-2	33-0	5.5%	3-0	0.5%	0%	False	True	1,963

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	603-2
2.618	603-2
1.618	603-2
1.000	603-2
0.618	603-2
HIGH	603-2
0.618	603-2
0.500	603-2
0.382	603-2
LOW	603-2
0.618	603-2
1.000	603-2
1.618	603-2
2.618	603-2
4.250	603-2

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	603-2	614-5
PP	603-2	610-7
S1	603-2	607-0

Download as Excel Spreadsheet

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

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