CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
525-4 |
542-4 |
17-0 |
3.2% |
586-0 |
| High |
536-0 |
545-0 |
9-0 |
1.7% |
603-4 |
| Low |
524-4 |
537-4 |
13-0 |
2.5% |
534-0 |
| Close |
525-6 |
541-6 |
16-0 |
3.0% |
534-0 |
| Range |
11-4 |
7-4 |
-4-0 |
-34.8% |
69-4 |
| ATR |
17-2 |
17-3 |
0-1 |
0.8% |
0-0 |
| Volume |
239,609 |
148,729 |
-90,880 |
-37.9% |
1,259,047 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563-7 |
560-3 |
545-7 |
|
| R3 |
556-3 |
552-7 |
543-6 |
|
| R2 |
548-7 |
548-7 |
543-1 |
|
| R1 |
545-3 |
545-3 |
542-4 |
543-3 |
| PP |
541-3 |
541-3 |
541-3 |
540-4 |
| S1 |
537-7 |
537-7 |
541-0 |
535-7 |
| S2 |
533-7 |
533-7 |
540-3 |
|
| S3 |
526-3 |
530-3 |
539-6 |
|
| S4 |
518-7 |
522-7 |
537-5 |
|
|
| 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 |
566-0 |
524-4 |
41-4 |
7.7% |
16-1 |
3.0% |
42% |
False |
False |
221,789 |
| 10 |
603-4 |
524-4 |
79-0 |
14.6% |
14-5 |
2.7% |
22% |
False |
False |
228,935 |
| 20 |
603-4 |
524-4 |
79-0 |
14.6% |
12-7 |
2.4% |
22% |
False |
False |
196,359 |
| 40 |
603-4 |
456-0 |
147-4 |
27.2% |
13-4 |
2.5% |
58% |
False |
False |
200,961 |
| 60 |
603-4 |
425-4 |
178-0 |
32.9% |
12-1 |
2.2% |
65% |
False |
False |
196,362 |
| 80 |
603-4 |
390-2 |
213-2 |
39.4% |
11-6 |
2.2% |
71% |
False |
False |
188,061 |
| 100 |
603-4 |
367-2 |
236-2 |
43.6% |
11-1 |
2.0% |
74% |
False |
False |
174,858 |
| 120 |
603-4 |
343-2 |
260-2 |
48.0% |
10-2 |
1.9% |
76% |
False |
False |
156,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
576-7 |
|
2.618 |
564-5 |
|
1.618 |
557-1 |
|
1.000 |
552-4 |
|
0.618 |
549-5 |
|
HIGH |
545-0 |
|
0.618 |
542-1 |
|
0.500 |
541-2 |
|
0.382 |
540-3 |
|
LOW |
537-4 |
|
0.618 |
532-7 |
|
1.000 |
530-0 |
|
1.618 |
525-3 |
|
2.618 |
517-7 |
|
4.250 |
505-5 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
541-5 |
539-3 |
| PP |
541-3 |
537-1 |
| S1 |
541-2 |
534-6 |
|