CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
569-4 |
553-0 |
-16-4 |
-2.9% |
586-0 |
High |
571-4 |
555-0 |
-16-4 |
-2.9% |
603-4 |
Low |
558-0 |
534-0 |
-24-0 |
-4.3% |
534-0 |
Close |
564-0 |
534-0 |
-30-0 |
-5.3% |
534-0 |
Range |
13-4 |
21-0 |
7-4 |
55.6% |
69-4 |
ATR |
14-4 |
15-5 |
1-1 |
7.7% |
0-0 |
Volume |
241,269 |
258,691 |
17,422 |
7.2% |
1,259,047 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-0 |
590-0 |
545-4 |
|
R3 |
583-0 |
569-0 |
539-6 |
|
R2 |
562-0 |
562-0 |
537-7 |
|
R1 |
548-0 |
548-0 |
535-7 |
544-4 |
PP |
541-0 |
541-0 |
541-0 |
539-2 |
S1 |
527-0 |
527-0 |
532-1 |
523-4 |
S2 |
520-0 |
520-0 |
530-1 |
|
S3 |
499-0 |
506-0 |
528-2 |
|
S4 |
478-0 |
485-0 |
522-4 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765-5 |
719-3 |
572-2 |
|
R3 |
696-1 |
649-7 |
553-1 |
|
R2 |
626-5 |
626-5 |
546-6 |
|
R1 |
580-3 |
580-3 |
540-3 |
568-6 |
PP |
557-1 |
557-1 |
557-1 |
551-3 |
S1 |
510-7 |
510-7 |
527-5 |
499-2 |
S2 |
487-5 |
487-5 |
521-2 |
|
S3 |
418-1 |
441-3 |
514-7 |
|
S4 |
348-5 |
371-7 |
495-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
603-4 |
534-0 |
69-4 |
13.0% |
16-2 |
3.0% |
0% |
False |
True |
251,809 |
10 |
603-4 |
534-0 |
69-4 |
13.0% |
12-6 |
2.4% |
0% |
False |
True |
213,331 |
20 |
603-4 |
534-0 |
69-4 |
13.0% |
12-4 |
2.3% |
0% |
False |
True |
192,881 |
40 |
603-4 |
456-0 |
147-4 |
27.6% |
13-2 |
2.5% |
53% |
False |
False |
199,816 |
60 |
603-4 |
415-4 |
188-0 |
35.2% |
11-6 |
2.2% |
63% |
False |
False |
192,245 |
80 |
603-4 |
375-6 |
227-6 |
42.6% |
11-4 |
2.1% |
69% |
False |
False |
182,863 |
100 |
603-4 |
343-2 |
260-2 |
48.7% |
10-6 |
2.0% |
73% |
False |
False |
169,386 |
120 |
603-4 |
343-2 |
260-2 |
48.7% |
9-7 |
1.9% |
73% |
False |
False |
150,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-2 |
2.618 |
610-0 |
1.618 |
589-0 |
1.000 |
576-0 |
0.618 |
568-0 |
HIGH |
555-0 |
0.618 |
547-0 |
0.500 |
544-4 |
0.382 |
542-0 |
LOW |
534-0 |
0.618 |
521-0 |
1.000 |
513-0 |
1.618 |
500-0 |
2.618 |
479-0 |
4.250 |
444-6 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
544-4 |
553-3 |
PP |
541-0 |
546-7 |
S1 |
537-4 |
540-4 |
|