CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	575-2	574-0	-1-2	-0.2%	569-0
High	575-2	574-6	-0-4	-0.1%	570-0
Low	574-6	574-0	-0-6	-0.1%	557-4
Close	574-6	574-6	0-0	0.0%	557-4
Range	0-4	0-6	0-2	50.0%	12-4
ATR	8-3	7-7	-0-4	-6.5%	0-0
Volume	2,067	2,051	-16	-0.8%	7,921

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	576-6	576-4	575-1
R3	576-0	575-6	575-0
R2	575-2	575-2	574-7
R1	575-0	575-0	574-7	575-1
PP	574-4	574-4	574-4	574-4
S1	574-2	574-2	574-5	574-3
S2	573-6	573-6	574-5
S3	573-0	573-4	574-4
S4	572-2	572-6	574-3

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%	4-7	0.9%	91%	False	False	1,640
10	600-4	557-4	43-0	7.5%	5-6	1.0%	40%	False	False	1,856
20	636-2	557-4	78-6	13.7%	4-5	0.8%	22%	False	False	2,045

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	578-0
2.618	576-6
1.618	576-0
1.000	575-4
0.618	575-2
HIGH	574-6
0.618	574-4
0.500	574-3
0.382	574-2
LOW	574-0
0.618	573-4
1.000	573-2
1.618	572-6
2.618	572-0
4.250	570-6

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	574-5	573-6
PP	574-4	572-5
S1	574-3	571-5

Download as Excel Spreadsheet

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

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