CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	568-0	561-0	-7-0	-1.2%	601-4
High	570-0	566-0	-4-0	-0.7%	608-4
Low	568-0	561-0	-7-0	-1.2%	577-0
Close	569-6	565-0	-4-6	-0.8%	583-0
Range	2-0	5-0	3-0	150.0%	31-4
ATR	8-4	8-4	0-0	0.2%	0-0
Volume	2,919	1,721	-1,198	-41.0%	11,446

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	579-0	577-0	567-6
R3	574-0	572-0	566-3
R2	569-0	569-0	565-7
R1	567-0	567-0	565-4	568-0
PP	564-0	564-0	564-0	564-4
S1	562-0	562-0	564-4	563-0
S2	559-0	559-0	564-1
S3	554-0	557-0	563-5
S4	549-0	552-0	562-2

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	600-4	561-0	39-4	7.0%	6-4	1.2%	10%	False	True	2,073
10	626-0	561-0	65-0	11.5%	5-3	1.0%	6%	False	True	2,281
20	636-2	561-0	75-2	13.3%	4-0	0.7%	5%	False	True	2,058

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 3 trading days

Fibonacci Retracements and Extensions
4.250	587-2
2.618	579-1
1.618	574-1
1.000	571-0
0.618	569-1
HIGH	566-0
0.618	564-1
0.500	563-4
0.382	562-7
LOW	561-0
0.618	557-7
1.000	556-0
1.618	552-7
2.618	547-7
4.250	539-6

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	564-4	565-4
PP	564-0	565-3
S1	563-4	565-1

Download as Excel Spreadsheet

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

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