CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	569-0	566-6	-2-2	-0.4%	569-0
High	569-0	576-4	7-4	1.3%	570-0
Low	564-0	566-6	2-6	0.5%	557-4
Close	566-0	572-6	6-6	1.2%	557-4
Range	5-0	9-6	4-6	95.0%	12-4
ATR	8-6	8-7	0-1	1.4%	0-0
Volume	1,043	1,435	392	37.6%	7,921

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	601-2	596-6	578-1
R3	591-4	587-0	575-3
R2	581-6	581-6	574-4
R1	577-2	577-2	573-5	579-4
PP	572-0	572-0	572-0	573-1
S1	567-4	567-4	571-7	569-6
S2	562-2	562-2	571-0
S3	552-4	557-6	570-1
S4	542-6	548-0	567-3

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	576-4	557-4	19-0	3.3%	6-0	1.1%	80%	True	False	1,744
10	608-4	557-4	51-0	8.9%	6-0	1.1%	30%	False	False	1,967
20	636-2	557-4	78-6	13.7%	4-5	0.8%	19%	False	False	2,008

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	0-3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	618-0
2.618	602-0
1.618	592-2
1.000	586-2
0.618	582-4
HIGH	576-4
0.618	572-6
0.500	571-5
0.382	570-4
LOW	566-6
0.618	560-6
1.000	557-0
1.618	551-0
2.618	541-2
4.250	525-2

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	572-3	570-7
PP	572-0	568-7
S1	571-5	567-0

Download as Excel Spreadsheet

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

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