CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
583-2 |
566-0 |
-17-2 |
-3.0% |
600-2 |
| High |
583-4 |
569-0 |
-14-4 |
-2.5% |
617-4 |
| Low |
573-0 |
548-0 |
-25-0 |
-4.4% |
548-0 |
| Close |
578-0 |
548-0 |
-30-0 |
-5.2% |
548-0 |
| Range |
10-4 |
21-0 |
10-4 |
100.0% |
69-4 |
| ATR |
13-5 |
14-6 |
1-1 |
8.6% |
0-0 |
| Volume |
141,183 |
144,861 |
3,678 |
2.6% |
649,736 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-0 |
604-0 |
559-4 |
|
| R3 |
597-0 |
583-0 |
553-6 |
|
| R2 |
576-0 |
576-0 |
551-7 |
|
| R1 |
562-0 |
562-0 |
549-7 |
558-4 |
| PP |
555-0 |
555-0 |
555-0 |
553-2 |
| S1 |
541-0 |
541-0 |
546-1 |
537-4 |
| S2 |
534-0 |
534-0 |
544-1 |
|
| S3 |
513-0 |
520-0 |
542-2 |
|
| S4 |
492-0 |
499-0 |
536-4 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779-5 |
733-3 |
586-2 |
|
| R3 |
710-1 |
663-7 |
567-1 |
|
| R2 |
640-5 |
640-5 |
560-6 |
|
| R1 |
594-3 |
594-3 |
554-3 |
582-6 |
| PP |
571-1 |
571-1 |
571-1 |
565-3 |
| S1 |
524-7 |
524-7 |
541-5 |
513-2 |
| S2 |
501-5 |
501-5 |
535-2 |
|
| S3 |
432-1 |
455-3 |
528-7 |
|
| S4 |
362-5 |
385-7 |
509-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
617-4 |
548-0 |
69-4 |
12.7% |
15-2 |
2.8% |
0% |
False |
True |
129,947 |
| 10 |
617-4 |
548-0 |
69-4 |
12.7% |
12-0 |
2.2% |
0% |
False |
True |
99,681 |
| 20 |
617-4 |
548-0 |
69-4 |
12.7% |
11-6 |
2.1% |
0% |
False |
True |
82,696 |
| 40 |
617-4 |
468-0 |
149-4 |
27.3% |
12-3 |
2.3% |
54% |
False |
False |
74,898 |
| 60 |
617-4 |
429-4 |
188-0 |
34.3% |
10-7 |
2.0% |
63% |
False |
False |
64,960 |
| 80 |
617-4 |
390-4 |
227-0 |
41.4% |
10-3 |
1.9% |
69% |
False |
False |
54,552 |
| 100 |
617-4 |
356-6 |
260-6 |
47.6% |
9-4 |
1.7% |
73% |
False |
False |
45,783 |
| 120 |
617-4 |
356-6 |
260-6 |
47.6% |
8-5 |
1.6% |
73% |
False |
False |
38,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-2 |
|
2.618 |
624-0 |
|
1.618 |
603-0 |
|
1.000 |
590-0 |
|
0.618 |
582-0 |
|
HIGH |
569-0 |
|
0.618 |
561-0 |
|
0.500 |
558-4 |
|
0.382 |
556-0 |
|
LOW |
548-0 |
|
0.618 |
535-0 |
|
1.000 |
527-0 |
|
1.618 |
514-0 |
|
2.618 |
493-0 |
|
4.250 |
458-6 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
558-4 |
567-2 |
| PP |
555-0 |
560-7 |
| S1 |
551-4 |
554-3 |
|