CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
570-0 |
569-4 |
-0-4 |
-0.1% |
586-2 |
High |
572-6 |
571-4 |
-1-2 |
-0.2% |
595-2 |
Low |
565-0 |
558-0 |
-7-0 |
-1.2% |
569-0 |
Close |
566-6 |
564-0 |
-2-6 |
-0.5% |
587-6 |
Range |
7-6 |
13-4 |
5-6 |
74.2% |
26-2 |
ATR |
14-4 |
14-4 |
-0-1 |
-0.5% |
0-0 |
Volume |
233,954 |
241,269 |
7,315 |
3.1% |
874,269 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-0 |
598-0 |
571-3 |
|
R3 |
591-4 |
584-4 |
567-6 |
|
R2 |
578-0 |
578-0 |
566-4 |
|
R1 |
571-0 |
571-0 |
565-2 |
567-6 |
PP |
564-4 |
564-4 |
564-4 |
562-7 |
S1 |
557-4 |
557-4 |
562-6 |
554-2 |
S2 |
551-0 |
551-0 |
561-4 |
|
S3 |
537-4 |
544-0 |
560-2 |
|
S4 |
524-0 |
530-4 |
556-5 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-6 |
651-4 |
602-2 |
|
R3 |
636-4 |
625-2 |
595-0 |
|
R2 |
610-2 |
610-2 |
592-4 |
|
R1 |
599-0 |
599-0 |
590-1 |
604-5 |
PP |
584-0 |
584-0 |
584-0 |
586-6 |
S1 |
572-6 |
572-6 |
585-3 |
578-3 |
S2 |
557-6 |
557-6 |
583-0 |
|
S3 |
531-4 |
546-4 |
580-4 |
|
S4 |
505-2 |
520-2 |
573-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
603-4 |
558-0 |
45-4 |
8.1% |
13-1 |
2.3% |
13% |
False |
True |
236,082 |
10 |
603-4 |
558-0 |
45-4 |
8.1% |
11-5 |
2.1% |
13% |
False |
True |
200,272 |
20 |
603-4 |
543-0 |
60-4 |
10.7% |
11-7 |
2.1% |
35% |
False |
False |
187,938 |
40 |
603-4 |
456-0 |
147-4 |
26.2% |
13-1 |
2.3% |
73% |
False |
False |
199,977 |
60 |
603-4 |
415-4 |
188-0 |
33.3% |
11-5 |
2.1% |
79% |
False |
False |
190,546 |
80 |
603-4 |
375-6 |
227-6 |
40.4% |
11-3 |
2.0% |
83% |
False |
False |
180,588 |
100 |
603-4 |
343-2 |
260-2 |
46.1% |
10-5 |
1.9% |
85% |
False |
False |
167,448 |
120 |
603-4 |
343-2 |
260-2 |
46.1% |
9-6 |
1.7% |
85% |
False |
False |
149,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
628-7 |
2.618 |
606-7 |
1.618 |
593-3 |
1.000 |
585-0 |
0.618 |
579-7 |
HIGH |
571-4 |
0.618 |
566-3 |
0.500 |
564-6 |
0.382 |
563-1 |
LOW |
558-0 |
0.618 |
549-5 |
1.000 |
544-4 |
1.618 |
536-1 |
2.618 |
522-5 |
4.250 |
500-5 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
564-6 |
580-6 |
PP |
564-4 |
575-1 |
S1 |
564-2 |
569-5 |
|