CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	563-2	569-0	5-6	1.0%	569-0
High	566-0	569-0	3-0	0.5%	570-0
Low	557-4	564-0	6-4	1.2%	557-4
Close	557-4	566-0	8-4	1.5%	557-4
Range	8-4	5-0	-3-4	-41.2%	12-4
ATR	8-4	8-6	0-2	2.5%	0-0
Volume	1,606	1,043	-563	-35.1%	7,921

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	581-3	578-5	568-6
R3	576-3	573-5	567-3
R2	571-3	571-3	566-7
R1	568-5	568-5	566-4	567-4
PP	566-3	566-3	566-3	565-6
S1	563-5	563-5	565-4	562-4
S2	561-3	561-3	565-1
S3	556-3	558-5	564-5
S4	551-3	553-5	563-2

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	570-0	557-4	12-4	2.2%	4-1	0.7%	68%	False	False	1,792
10	608-4	557-4	51-0	9.0%	5-2	0.9%	17%	False	False	2,041
20	636-2	557-4	78-6	13.9%	4-1	0.7%	11%	False	False	2,002

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	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	590-2
2.618	582-1
1.618	577-1
1.000	574-0
0.618	572-1
HIGH	569-0
0.618	567-1
0.500	566-4
0.382	565-7
LOW	564-0
0.618	560-7
1.000	559-0
1.618	555-7
2.618	550-7
4.250	542-6

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	566-4	565-1
PP	566-3	564-1
S1	566-1	563-2

Download as Excel Spreadsheet

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

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