CME Pit-Traded Corn Future September 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	574-0	576-6	2-6	0.5%	569-0
High	574-6	576-6	2-0	0.3%	576-6
Low	574-0	571-6	-2-2	-0.4%	564-0
Close	574-6	571-6	-3-0	-0.5%	571-6
Range	0-6	5-0	4-2	566.7%	12-6
ATR	7-7	7-5	-0-2	-2.6%	0-0
Volume	2,051	1,399	-652	-31.8%	7,995

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	588-3	585-1	574-4
R3	583-3	580-1	573-1
R2	578-3	578-3	572-5
R1	575-1	575-1	572-2	574-2
PP	573-3	573-3	573-3	573-0
S1	570-1	570-1	571-2	569-2
S2	568-3	568-3	570-7
S3	563-3	565-1	570-3
S4	558-3	560-1	569-0

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	609-1	603-1	578-6
R3	596-3	590-3	575-2
R2	583-5	583-5	574-1
R1	577-5	577-5	572-7	580-5
PP	570-7	570-7	570-7	572-2
S1	564-7	564-7	570-5	567-7
S2	558-1	558-1	569-3
S3	545-3	552-1	568-2
S4	532-5	539-3	564-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	576-6	564-0	12-6	2.2%	4-2	0.7%	61%	True	False	1,599
10	586-4	557-4	29-0	5.1%	4-5	0.8%	49%	False	False	1,885
20	636-2	557-4	78-6	13.8%	4-6	0.8%	18%	False	False	1,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	598-0
2.618	589-7
1.618	584-7
1.000	581-6
0.618	579-7
HIGH	576-6
0.618	574-7
0.500	574-2
0.382	573-5
LOW	571-6
0.618	568-5
1.000	566-6
1.618	563-5
2.618	558-5
4.250	550-4

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	574-2	574-2
PP	573-3	573-3
S1	572-5	572-5

Download as Excel Spreadsheet

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

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