CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
553-0 |
544-6 |
-8-2 |
-1.5% |
586-0 |
| High |
555-0 |
566-0 |
11-0 |
2.0% |
603-4 |
| Low |
534-0 |
544-4 |
10-4 |
2.0% |
534-0 |
| Close |
534-0 |
555-4 |
21-4 |
4.0% |
534-0 |
| Range |
21-0 |
21-4 |
0-4 |
2.4% |
69-4 |
| ATR |
15-5 |
16-6 |
1-1 |
7.5% |
0-0 |
| Volume |
258,691 |
206,708 |
-51,983 |
-20.1% |
1,259,047 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-7 |
609-1 |
567-3 |
|
| R3 |
598-3 |
587-5 |
561-3 |
|
| R2 |
576-7 |
576-7 |
559-4 |
|
| R1 |
566-1 |
566-1 |
557-4 |
571-4 |
| PP |
555-3 |
555-3 |
555-3 |
558-0 |
| S1 |
544-5 |
544-5 |
553-4 |
550-0 |
| S2 |
533-7 |
533-7 |
551-4 |
|
| S3 |
512-3 |
523-1 |
549-5 |
|
| S4 |
490-7 |
501-5 |
543-5 |
|
|
| 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 |
12.5% |
19-0 |
3.4% |
31% |
False |
False |
257,812 |
| 10 |
603-4 |
534-0 |
69-4 |
12.5% |
13-6 |
2.5% |
31% |
False |
False |
218,615 |
| 20 |
603-4 |
534-0 |
69-4 |
12.5% |
13-0 |
2.3% |
31% |
False |
False |
196,144 |
| 40 |
603-4 |
456-0 |
147-4 |
26.6% |
13-3 |
2.4% |
67% |
False |
False |
199,243 |
| 60 |
603-4 |
415-4 |
188-0 |
33.8% |
11-7 |
2.1% |
74% |
False |
False |
192,736 |
| 80 |
603-4 |
375-6 |
227-6 |
41.0% |
11-5 |
2.1% |
79% |
False |
False |
183,895 |
| 100 |
603-4 |
343-2 |
260-2 |
46.8% |
10-7 |
2.0% |
82% |
False |
False |
170,795 |
| 120 |
603-4 |
343-2 |
260-2 |
46.8% |
10-1 |
1.8% |
82% |
False |
False |
152,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657-3 |
|
2.618 |
622-2 |
|
1.618 |
600-6 |
|
1.000 |
587-4 |
|
0.618 |
579-2 |
|
HIGH |
566-0 |
|
0.618 |
557-6 |
|
0.500 |
555-2 |
|
0.382 |
552-6 |
|
LOW |
544-4 |
|
0.618 |
531-2 |
|
1.000 |
523-0 |
|
1.618 |
509-6 |
|
2.618 |
488-2 |
|
4.250 |
453-1 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
555-3 |
554-5 |
| PP |
555-3 |
553-5 |
| S1 |
555-2 |
552-6 |
|