CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	600-4	586-4	-14-0	-2.3%	601-4
High	600-4	586-4	-14-0	-2.3%	608-4
Low	584-2	577-0	-7-2	-1.2%	577-0
Close	584-2	583-0	-1-2	-0.2%	583-0
Range	16-2	9-4	-6-6	-41.5%	31-4
ATR	8-5	8-5	0-1	0.8%	0-0
Volume	1,115	2,936	1,821	163.3%	11,446

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	610-5	606-3	588-2
R3	601-1	596-7	585-5
R2	591-5	591-5	584-6
R1	587-3	587-3	583-7	584-6
PP	582-1	582-1	582-1	580-7
S1	577-7	577-7	582-1	575-2
S2	572-5	572-5	581-2
S3	563-1	568-3	580-3
S4	553-5	558-7	577-6

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	684-0	665-0	600-3
R3	652-4	633-4	591-5
R2	621-0	621-0	588-6
R1	602-0	602-0	585-7	595-6
PP	589-4	589-4	589-4	586-3
S1	570-4	570-4	580-1	564-2
S2	558-0	558-0	577-2
S3	526-4	539-0	574-3
S4	495-0	507-4	565-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	608-4	577-0	31-4	5.4%	6-4	1.1%	19%	False	True	2,289
10	636-2	577-0	59-2	10.2%	4-7	0.8%	10%	False	True	2,147

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	626-7
2.618	611-3
1.618	601-7
1.000	596-0
0.618	592-3
HIGH	586-4
0.618	582-7
0.500	581-6
0.382	580-5
LOW	577-0
0.618	571-1
1.000	567-4
1.618	561-5
2.618	552-1
4.250	536-5

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	582-5	592-3
PP	582-1	589-2
S1	581-6	586-1

Download as Excel Spreadsheet

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

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