CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
583-0 |
583-2 |
0-2 |
0.0% |
599-2 |
High |
586-4 |
583-4 |
-3-0 |
-0.5% |
608-4 |
Low |
579-4 |
573-0 |
-6-4 |
-1.1% |
582-4 |
Close |
581-0 |
578-0 |
-3-0 |
-0.5% |
601-6 |
Range |
7-0 |
10-4 |
3-4 |
50.0% |
26-0 |
ATR |
13-7 |
13-5 |
-0-2 |
-1.7% |
0-0 |
Volume |
193,364 |
141,183 |
-52,181 |
-27.0% |
347,079 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-5 |
604-3 |
583-6 |
|
R3 |
599-1 |
593-7 |
580-7 |
|
R2 |
588-5 |
588-5 |
579-7 |
|
R1 |
583-3 |
583-3 |
579-0 |
580-6 |
PP |
578-1 |
578-1 |
578-1 |
576-7 |
S1 |
572-7 |
572-7 |
577-0 |
570-2 |
S2 |
567-5 |
567-5 |
576-1 |
|
S3 |
557-1 |
562-3 |
575-1 |
|
S4 |
546-5 |
551-7 |
572-2 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
675-5 |
664-5 |
616-0 |
|
R3 |
649-5 |
638-5 |
608-7 |
|
R2 |
623-5 |
623-5 |
606-4 |
|
R1 |
612-5 |
612-5 |
604-1 |
618-1 |
PP |
597-5 |
597-5 |
597-5 |
600-2 |
S1 |
586-5 |
586-5 |
599-3 |
592-1 |
S2 |
571-5 |
571-5 |
597-0 |
|
S3 |
545-5 |
560-5 |
594-5 |
|
S4 |
519-5 |
534-5 |
587-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
617-4 |
573-0 |
44-4 |
7.7% |
12-2 |
2.1% |
11% |
False |
True |
117,874 |
10 |
617-4 |
573-0 |
44-4 |
7.7% |
10-7 |
1.9% |
11% |
False |
True |
95,670 |
20 |
617-4 |
555-0 |
62-4 |
10.8% |
11-0 |
1.9% |
37% |
False |
False |
78,820 |
40 |
617-4 |
468-0 |
149-4 |
25.9% |
12-2 |
2.1% |
74% |
False |
False |
72,622 |
60 |
617-4 |
429-4 |
188-0 |
32.5% |
10-5 |
1.8% |
79% |
False |
False |
62,910 |
80 |
617-4 |
390-4 |
227-0 |
39.3% |
10-2 |
1.8% |
83% |
False |
False |
52,825 |
100 |
617-4 |
356-6 |
260-6 |
45.1% |
9-3 |
1.6% |
85% |
False |
False |
44,366 |
120 |
617-4 |
356-6 |
260-6 |
45.1% |
8-4 |
1.5% |
85% |
False |
False |
37,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
628-1 |
2.618 |
611-0 |
1.618 |
600-4 |
1.000 |
594-0 |
0.618 |
590-0 |
HIGH |
583-4 |
0.618 |
579-4 |
0.500 |
578-2 |
0.382 |
577-0 |
LOW |
573-0 |
0.618 |
566-4 |
1.000 |
562-4 |
1.618 |
556-0 |
2.618 |
545-4 |
4.250 |
528-3 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
578-2 |
595-2 |
PP |
578-1 |
589-4 |
S1 |
578-1 |
583-6 |
|