CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	561-0	563-2	2-2	0.4%	569-0
High	566-0	566-0	0-0	0.0%	570-0
Low	561-0	557-4	-3-4	-0.6%	557-4
Close	565-0	557-4	-7-4	-1.3%	557-4
Range	5-0	8-4	3-4	70.0%	12-4
ATR	8-4	8-4	0-0	0.0%	0-0
Volume	1,721	1,606	-115	-6.7%	7,921

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	585-7	580-1	562-1
R3	577-3	571-5	559-7
R2	568-7	568-7	559-0
R1	563-1	563-1	558-2	561-6
PP	560-3	560-3	560-3	559-5
S1	554-5	554-5	556-6	553-2
S2	551-7	551-7	556-0
S3	543-3	546-1	555-1
S4	534-7	537-5	552-7

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	599-1	590-7	564-3
R3	586-5	578-3	561-0
R2	574-1	574-1	559-6
R1	565-7	565-7	558-5	563-6
PP	561-5	561-5	561-5	560-5
S1	553-3	553-3	556-3	551-2
S2	549-1	549-1	555-2
S3	536-5	540-7	554-0
S4	524-1	528-3	550-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	586-4	557-4	29-0	5.2%	5-0	0.9%	0%	False	True	2,171
10	608-4	557-4	51-0	9.1%	4-6	0.9%	0%	False	True	2,280
20	636-2	557-4	78-6	14.1%	3-7	0.7%	0%	False	True	2,046

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	602-1
2.618	588-2
1.618	579-6
1.000	574-4
0.618	571-2
HIGH	566-0
0.618	562-6
0.500	561-6
0.382	560-6
LOW	557-4
0.618	552-2
1.000	549-0
1.618	543-6
2.618	535-2
4.250	521-3

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	561-6	563-6
PP	560-3	561-5
S1	558-7	559-5

Download as Excel Spreadsheet

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

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