CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
566-0 |
557-0 |
-9-0 |
-1.6% |
600-2 |
| High |
569-0 |
579-0 |
10-0 |
1.8% |
617-4 |
| Low |
548-0 |
557-0 |
9-0 |
1.6% |
548-0 |
| Close |
548-0 |
569-0 |
21-0 |
3.8% |
548-0 |
| Range |
21-0 |
22-0 |
1-0 |
4.8% |
69-4 |
| ATR |
14-6 |
16-0 |
1-1 |
7.8% |
0-0 |
| Volume |
144,861 |
159,516 |
14,655 |
10.1% |
649,736 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634-3 |
623-5 |
581-1 |
|
| R3 |
612-3 |
601-5 |
575-0 |
|
| R2 |
590-3 |
590-3 |
573-0 |
|
| R1 |
579-5 |
579-5 |
571-0 |
585-0 |
| PP |
568-3 |
568-3 |
568-3 |
571-0 |
| S1 |
557-5 |
557-5 |
567-0 |
563-0 |
| S2 |
546-3 |
546-3 |
565-0 |
|
| S3 |
524-3 |
535-5 |
563-0 |
|
| S4 |
502-3 |
513-5 |
556-7 |
|
|
| 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 |
12.2% |
18-3 |
3.2% |
30% |
False |
False |
144,951 |
| 10 |
617-4 |
548-0 |
69-4 |
12.2% |
13-1 |
2.3% |
30% |
False |
False |
110,799 |
| 20 |
617-4 |
548-0 |
69-4 |
12.2% |
12-4 |
2.2% |
30% |
False |
False |
87,788 |
| 40 |
617-4 |
468-0 |
149-4 |
26.3% |
12-5 |
2.2% |
68% |
False |
False |
76,774 |
| 60 |
617-4 |
429-4 |
188-0 |
33.0% |
11-0 |
1.9% |
74% |
False |
False |
67,070 |
| 80 |
617-4 |
390-4 |
227-0 |
39.9% |
10-5 |
1.9% |
79% |
False |
False |
56,293 |
| 100 |
617-4 |
356-6 |
260-6 |
45.8% |
9-6 |
1.7% |
81% |
False |
False |
47,342 |
| 120 |
617-4 |
356-6 |
260-6 |
45.8% |
8-6 |
1.5% |
81% |
False |
False |
40,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-4 |
|
2.618 |
636-5 |
|
1.618 |
614-5 |
|
1.000 |
601-0 |
|
0.618 |
592-5 |
|
HIGH |
579-0 |
|
0.618 |
570-5 |
|
0.500 |
568-0 |
|
0.382 |
565-3 |
|
LOW |
557-0 |
|
0.618 |
543-3 |
|
1.000 |
535-0 |
|
1.618 |
521-3 |
|
2.618 |
499-3 |
|
4.250 |
463-4 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
568-5 |
567-7 |
| PP |
568-3 |
566-7 |
| S1 |
568-0 |
565-6 |
|