CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
550-0 |
551-0 |
1-0 |
0.2% |
537-0 |
| High |
554-0 |
555-2 |
1-2 |
0.2% |
555-2 |
| Low |
548-0 |
551-0 |
3-0 |
0.5% |
520-6 |
| Close |
553-6 |
553-0 |
-0-6 |
-0.1% |
553-0 |
| Range |
6-0 |
4-2 |
-1-6 |
-29.2% |
34-4 |
| ATR |
16-7 |
16-0 |
-0-7 |
-5.3% |
0-0 |
| Volume |
179,307 |
132,898 |
-46,409 |
-25.9% |
602,912 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565-7 |
563-5 |
555-3 |
|
| R3 |
561-5 |
559-3 |
554-1 |
|
| R2 |
557-3 |
557-3 |
553-6 |
|
| R1 |
555-1 |
555-1 |
553-3 |
556-2 |
| PP |
553-1 |
553-1 |
553-1 |
553-5 |
| S1 |
550-7 |
550-7 |
552-5 |
552-0 |
| S2 |
548-7 |
548-7 |
552-2 |
|
| S3 |
544-5 |
546-5 |
551-7 |
|
| S4 |
540-3 |
542-3 |
550-5 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-4 |
634-2 |
572-0 |
|
| R3 |
612-0 |
599-6 |
562-4 |
|
| R2 |
577-4 |
577-4 |
559-3 |
|
| R1 |
565-2 |
565-2 |
556-1 |
571-3 |
| PP |
543-0 |
543-0 |
543-0 |
546-0 |
| S1 |
530-6 |
530-6 |
549-7 |
536-7 |
| S2 |
508-4 |
508-4 |
546-5 |
|
| S3 |
474-0 |
496-2 |
543-4 |
|
| S4 |
439-4 |
461-6 |
534-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
555-2 |
520-6 |
34-4 |
6.2% |
13-3 |
2.4% |
93% |
True |
False |
144,662 |
| 10 |
579-0 |
520-6 |
58-2 |
10.5% |
14-5 |
2.6% |
55% |
False |
False |
152,355 |
| 20 |
617-4 |
520-6 |
96-6 |
17.5% |
12-6 |
2.3% |
33% |
False |
False |
124,012 |
| 40 |
617-4 |
468-0 |
149-4 |
27.0% |
12-5 |
2.3% |
57% |
False |
False |
96,958 |
| 60 |
617-4 |
456-6 |
160-6 |
29.1% |
12-0 |
2.2% |
60% |
False |
False |
83,521 |
| 80 |
617-4 |
420-0 |
197-4 |
35.7% |
11-1 |
2.0% |
67% |
False |
False |
69,697 |
| 100 |
617-4 |
390-4 |
227-0 |
41.0% |
10-2 |
1.8% |
72% |
False |
False |
58,847 |
| 120 |
617-4 |
356-6 |
260-6 |
47.2% |
9-3 |
1.7% |
75% |
False |
False |
50,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
573-2 |
|
2.618 |
566-3 |
|
1.618 |
562-1 |
|
1.000 |
559-4 |
|
0.618 |
557-7 |
|
HIGH |
555-2 |
|
0.618 |
553-5 |
|
0.500 |
553-1 |
|
0.382 |
552-5 |
|
LOW |
551-0 |
|
0.618 |
548-3 |
|
1.000 |
546-6 |
|
1.618 |
544-1 |
|
2.618 |
539-7 |
|
4.250 |
533-0 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
553-1 |
548-0 |
| PP |
553-1 |
543-0 |
| S1 |
553-0 |
538-0 |
|