CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
557-0 |
556-0 |
-1-0 |
-0.2% |
600-2 |
| High |
579-0 |
557-2 |
-21-6 |
-3.8% |
617-4 |
| Low |
557-0 |
539-0 |
-18-0 |
-3.2% |
548-0 |
| Close |
569-0 |
540-0 |
-29-0 |
-5.1% |
548-0 |
| Range |
22-0 |
18-2 |
-3-6 |
-17.0% |
69-4 |
| ATR |
16-0 |
17-0 |
1-0 |
6.3% |
0-0 |
| Volume |
159,516 |
143,608 |
-15,908 |
-10.0% |
649,736 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
600-1 |
588-3 |
550-0 |
|
| R3 |
581-7 |
570-1 |
545-0 |
|
| R2 |
563-5 |
563-5 |
543-3 |
|
| R1 |
551-7 |
551-7 |
541-5 |
548-5 |
| PP |
545-3 |
545-3 |
545-3 |
543-6 |
| S1 |
533-5 |
533-5 |
538-3 |
530-3 |
| S2 |
527-1 |
527-1 |
536-5 |
|
| S3 |
508-7 |
515-3 |
535-0 |
|
| S4 |
490-5 |
497-1 |
530-0 |
|
|
| 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 |
586-4 |
539-0 |
47-4 |
8.8% |
15-6 |
2.9% |
2% |
False |
True |
156,506 |
| 10 |
617-4 |
539-0 |
78-4 |
14.5% |
14-0 |
2.6% |
1% |
False |
True |
118,317 |
| 20 |
617-4 |
539-0 |
78-4 |
14.5% |
12-6 |
2.4% |
1% |
False |
True |
93,098 |
| 40 |
617-4 |
468-0 |
149-4 |
27.7% |
12-6 |
2.4% |
48% |
False |
False |
78,289 |
| 60 |
617-4 |
429-4 |
188-0 |
34.8% |
11-2 |
2.1% |
59% |
False |
False |
69,123 |
| 80 |
617-4 |
390-4 |
227-0 |
42.0% |
10-6 |
2.0% |
66% |
False |
False |
57,920 |
| 100 |
617-4 |
356-6 |
260-6 |
48.3% |
9-7 |
1.8% |
70% |
False |
False |
48,727 |
| 120 |
617-4 |
356-6 |
260-6 |
48.3% |
8-7 |
1.7% |
70% |
False |
False |
41,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
634-6 |
|
2.618 |
605-0 |
|
1.618 |
586-6 |
|
1.000 |
575-4 |
|
0.618 |
568-4 |
|
HIGH |
557-2 |
|
0.618 |
550-2 |
|
0.500 |
548-1 |
|
0.382 |
546-0 |
|
LOW |
539-0 |
|
0.618 |
527-6 |
|
1.000 |
520-6 |
|
1.618 |
509-4 |
|
2.618 |
491-2 |
|
4.250 |
461-4 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
548-1 |
559-0 |
| PP |
545-3 |
552-5 |
| S1 |
542-6 |
546-3 |
|