CME Pit-Traded Corn Future September 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	603-2	601-4	-1-6	-0.3%	632-0
High	603-2	601-4	-1-6	-0.3%	636-2
Low	603-2	599-2	-4-0	-0.7%	603-2
Close	603-2	600-0	-3-2	-0.5%	603-2
Range	0-0	2-2	2-2		33-0
ATR	0-0	7-4	7-4		0-0
Volume	3,441	2,166	-1,275	-37.1%	10,027

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	607-0	605-6	601-2
R3	604-6	603-4	600-5
R2	602-4	602-4	600-3
R1	601-2	601-2	600-2	600-6
PP	600-2	600-2	600-2	600-0
S1	599-0	599-0	599-6	598-4
S2	598-0	598-0	599-5
S3	595-6	596-6	599-3
S4	593-4	594-4	598-6

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	599-2	37-0	6.2%	3-4	0.6%	2%	False	True	2,172
10	636-2	599-2	37-0	6.2%	3-2	0.5%	2%	False	True	2,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	611-0
2.618	607-3
1.618	605-1
1.000	603-6
0.618	602-7
HIGH	601-4
0.618	600-5
0.500	600-3
0.382	600-1
LOW	599-2
0.618	597-7
1.000	597-0
1.618	595-5
2.618	593-3
4.250	589-6

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	600-3	612-5
PP	600-2	608-3
S1	600-1	604-2

Download as Excel Spreadsheet

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

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