CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
556-0 |
538-0 |
-18-0 |
-3.2% |
600-2 |
High |
557-2 |
548-0 |
-9-2 |
-1.7% |
617-4 |
Low |
539-0 |
538-0 |
-1-0 |
-0.2% |
548-0 |
Close |
540-0 |
539-2 |
-0-6 |
-0.1% |
548-0 |
Range |
18-2 |
10-0 |
-8-2 |
-45.2% |
69-4 |
ATR |
17-0 |
16-4 |
-0-4 |
-2.9% |
0-0 |
Volume |
143,608 |
165,020 |
21,412 |
14.9% |
649,736 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
571-6 |
565-4 |
544-6 |
|
R3 |
561-6 |
555-4 |
542-0 |
|
R2 |
551-6 |
551-6 |
541-1 |
|
R1 |
545-4 |
545-4 |
540-1 |
548-5 |
PP |
541-6 |
541-6 |
541-6 |
543-2 |
S1 |
535-4 |
535-4 |
538-3 |
538-5 |
S2 |
531-6 |
531-6 |
537-3 |
|
S3 |
521-6 |
525-4 |
536-4 |
|
S4 |
511-6 |
515-4 |
533-6 |
|
|
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 |
583-4 |
538-0 |
45-4 |
8.4% |
16-3 |
3.0% |
3% |
False |
True |
150,837 |
10 |
617-4 |
538-0 |
79-4 |
14.7% |
13-7 |
2.6% |
2% |
False |
True |
127,911 |
20 |
617-4 |
538-0 |
79-4 |
14.7% |
12-3 |
2.3% |
2% |
False |
True |
96,905 |
40 |
617-4 |
468-0 |
149-4 |
27.7% |
12-6 |
2.4% |
48% |
False |
False |
81,359 |
60 |
617-4 |
431-4 |
186-0 |
34.5% |
11-2 |
2.1% |
58% |
False |
False |
71,436 |
80 |
617-4 |
396-6 |
220-6 |
40.9% |
10-7 |
2.0% |
65% |
False |
False |
59,823 |
100 |
617-4 |
356-6 |
260-6 |
48.4% |
10-0 |
1.8% |
70% |
False |
False |
50,354 |
120 |
617-4 |
356-6 |
260-6 |
48.4% |
8-7 |
1.7% |
70% |
False |
False |
42,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
590-4 |
2.618 |
574-1 |
1.618 |
564-1 |
1.000 |
558-0 |
0.618 |
554-1 |
HIGH |
548-0 |
0.618 |
544-1 |
0.500 |
543-0 |
0.382 |
541-7 |
LOW |
538-0 |
0.618 |
531-7 |
1.000 |
528-0 |
1.618 |
521-7 |
2.618 |
511-7 |
4.250 |
495-4 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
543-0 |
558-4 |
PP |
541-6 |
552-1 |
S1 |
540-4 |
545-5 |
|