CME Pit-Traded Corn Future September 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	604-4	600-4	-4-0	-0.7%	632-0
High	607-6	600-4	-7-2	-1.2%	636-2
Low	603-4	584-2	-19-2	-3.2%	603-2
Close	607-6	584-2	-23-4	-3.9%	603-2
Range	4-2	16-2	12-0	282.4%	33-0
ATR	7-3	8-5	1-1	15.5%	0-0
Volume	3,314	1,115	-2,199	-66.4%	10,027

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	638-3	627-5	593-2
R3	622-1	611-3	588-6
R2	605-7	605-7	587-2
R1	595-1	595-1	585-6	592-3
PP	589-5	589-5	589-5	588-2
S1	578-7	578-7	582-6	576-1
S2	573-3	573-3	581-2
S3	557-1	562-5	579-6
S4	540-7	546-3	575-2

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	608-4	584-2	24-2	4.2%	4-4	0.8%	0%	False	True	2,390
10	636-2	584-2	52-0	8.9%	4-7	0.8%	0%	False	True	2,052

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	0-1
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	669-4
2.618	643-0
1.618	626-6
1.000	616-6
0.618	610-4
HIGH	600-4
0.618	594-2
0.500	592-3
0.382	590-4
LOW	584-2
0.618	574-2
1.000	568-0
1.618	558-0
2.618	541-6
4.250	515-2

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	592-3	596-3
PP	589-5	592-3
S1	587-0	588-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols