CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
544-0 |
525-4 |
-18-4 |
-3.4% |
586-0 |
High |
544-4 |
536-0 |
-8-4 |
-1.6% |
603-4 |
Low |
525-4 |
524-4 |
-1-0 |
-0.2% |
534-0 |
Close |
526-4 |
525-6 |
-0-6 |
-0.1% |
534-0 |
Range |
19-0 |
11-4 |
-7-4 |
-39.5% |
69-4 |
ATR |
17-6 |
17-2 |
-0-4 |
-2.5% |
0-0 |
Volume |
255,211 |
239,609 |
-15,602 |
-6.1% |
1,259,047 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
563-2 |
556-0 |
532-1 |
|
R3 |
551-6 |
544-4 |
528-7 |
|
R2 |
540-2 |
540-2 |
527-7 |
|
R1 |
533-0 |
533-0 |
526-6 |
536-5 |
PP |
528-6 |
528-6 |
528-6 |
530-4 |
S1 |
521-4 |
521-4 |
524-6 |
525-1 |
S2 |
517-2 |
517-2 |
523-5 |
|
S3 |
505-6 |
510-0 |
522-5 |
|
S4 |
494-2 |
498-4 |
519-3 |
|
|
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 |
571-4 |
524-4 |
47-0 |
8.9% |
17-2 |
3.3% |
3% |
False |
True |
240,297 |
10 |
603-4 |
524-4 |
79-0 |
15.0% |
14-4 |
2.8% |
2% |
False |
True |
232,469 |
20 |
603-4 |
524-4 |
79-0 |
15.0% |
13-0 |
2.5% |
2% |
False |
True |
198,379 |
40 |
603-4 |
456-0 |
147-4 |
28.1% |
13-4 |
2.6% |
47% |
False |
False |
202,112 |
60 |
603-4 |
415-4 |
188-0 |
35.8% |
12-1 |
2.3% |
59% |
False |
False |
196,863 |
80 |
603-4 |
382-2 |
221-2 |
42.1% |
11-7 |
2.3% |
65% |
False |
False |
187,256 |
100 |
603-4 |
343-2 |
260-2 |
49.5% |
11-0 |
2.1% |
70% |
False |
False |
174,323 |
120 |
603-4 |
343-2 |
260-2 |
49.5% |
10-2 |
1.9% |
70% |
False |
False |
155,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
584-7 |
2.618 |
566-1 |
1.618 |
554-5 |
1.000 |
547-4 |
0.618 |
543-1 |
HIGH |
536-0 |
0.618 |
531-5 |
0.500 |
530-2 |
0.382 |
528-7 |
LOW |
524-4 |
0.618 |
517-3 |
1.000 |
513-0 |
1.618 |
505-7 |
2.618 |
494-3 |
4.250 |
475-5 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
530-2 |
545-2 |
PP |
528-6 |
538-6 |
S1 |
527-2 |
532-2 |
|