CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
544-6 |
544-0 |
-0-6 |
-0.1% |
586-0 |
High |
566-0 |
544-4 |
-21-4 |
-3.8% |
603-4 |
Low |
544-4 |
525-4 |
-19-0 |
-3.5% |
534-0 |
Close |
555-4 |
526-4 |
-29-0 |
-5.2% |
534-0 |
Range |
21-4 |
19-0 |
-2-4 |
-11.6% |
69-4 |
ATR |
16-6 |
17-6 |
1-0 |
5.6% |
0-0 |
Volume |
206,708 |
255,211 |
48,503 |
23.5% |
1,259,047 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589-1 |
576-7 |
537-0 |
|
R3 |
570-1 |
557-7 |
531-6 |
|
R2 |
551-1 |
551-1 |
530-0 |
|
R1 |
538-7 |
538-7 |
528-2 |
535-4 |
PP |
532-1 |
532-1 |
532-1 |
530-4 |
S1 |
519-7 |
519-7 |
524-6 |
516-4 |
S2 |
513-1 |
513-1 |
523-0 |
|
S3 |
494-1 |
500-7 |
521-2 |
|
S4 |
475-1 |
481-7 |
516-0 |
|
|
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 |
572-6 |
525-4 |
47-2 |
9.0% |
16-4 |
3.1% |
2% |
False |
True |
239,166 |
10 |
603-4 |
525-4 |
78-0 |
14.8% |
14-5 |
2.8% |
1% |
False |
True |
227,103 |
20 |
603-4 |
525-4 |
78-0 |
14.8% |
13-3 |
2.5% |
1% |
False |
True |
197,601 |
40 |
603-4 |
456-0 |
147-4 |
28.0% |
13-4 |
2.6% |
48% |
False |
False |
200,916 |
60 |
603-4 |
415-4 |
188-0 |
35.7% |
12-1 |
2.3% |
59% |
False |
False |
194,597 |
80 |
603-4 |
376-4 |
227-0 |
43.1% |
11-6 |
2.2% |
66% |
False |
False |
185,705 |
100 |
603-4 |
343-2 |
260-2 |
49.4% |
11-0 |
2.1% |
70% |
False |
False |
172,442 |
120 |
603-4 |
343-2 |
260-2 |
49.4% |
10-2 |
1.9% |
70% |
False |
False |
154,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
625-2 |
2.618 |
594-2 |
1.618 |
575-2 |
1.000 |
563-4 |
0.618 |
556-2 |
HIGH |
544-4 |
0.618 |
537-2 |
0.500 |
535-0 |
0.382 |
532-6 |
LOW |
525-4 |
0.618 |
513-6 |
1.000 |
506-4 |
1.618 |
494-6 |
2.618 |
475-6 |
4.250 |
444-6 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
535-0 |
545-6 |
PP |
532-1 |
539-3 |
S1 |
529-3 |
532-7 |
|