CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
551-0 |
553-2 |
2-2 |
0.4% |
537-0 |
High |
555-2 |
555-6 |
0-4 |
0.1% |
555-2 |
Low |
551-0 |
550-4 |
-0-4 |
-0.1% |
520-6 |
Close |
553-0 |
553-2 |
0-2 |
0.0% |
553-0 |
Range |
4-2 |
5-2 |
1-0 |
23.5% |
34-4 |
ATR |
16-0 |
15-1 |
-0-6 |
-4.8% |
0-0 |
Volume |
132,898 |
77,878 |
-55,020 |
-41.4% |
602,912 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
568-7 |
566-3 |
556-1 |
|
R3 |
563-5 |
561-1 |
554-6 |
|
R2 |
558-3 |
558-3 |
554-2 |
|
R1 |
555-7 |
555-7 |
553-6 |
555-7 |
PP |
553-1 |
553-1 |
553-1 |
553-2 |
S1 |
550-5 |
550-5 |
552-6 |
550-5 |
S2 |
547-7 |
547-7 |
552-2 |
|
S3 |
542-5 |
545-3 |
551-6 |
|
S4 |
537-3 |
540-1 |
550-3 |
|
|
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 |
555-6 |
520-6 |
35-0 |
6.3% |
10-2 |
1.9% |
93% |
True |
False |
136,158 |
10 |
579-0 |
520-6 |
58-2 |
10.5% |
13-0 |
2.3% |
56% |
False |
False |
145,657 |
20 |
617-4 |
520-6 |
96-6 |
17.5% |
12-4 |
2.3% |
34% |
False |
False |
122,669 |
40 |
617-4 |
468-0 |
149-4 |
27.0% |
12-2 |
2.2% |
57% |
False |
False |
96,954 |
60 |
617-4 |
460-6 |
156-6 |
28.3% |
12-0 |
2.2% |
59% |
False |
False |
84,323 |
80 |
617-4 |
420-0 |
197-4 |
35.7% |
10-7 |
2.0% |
67% |
False |
False |
70,435 |
100 |
617-4 |
390-4 |
227-0 |
41.0% |
10-2 |
1.8% |
72% |
False |
False |
59,510 |
120 |
617-4 |
356-6 |
260-6 |
47.1% |
9-3 |
1.7% |
75% |
False |
False |
50,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
578-0 |
2.618 |
569-4 |
1.618 |
564-2 |
1.000 |
561-0 |
0.618 |
559-0 |
HIGH |
555-6 |
0.618 |
553-6 |
0.500 |
553-1 |
0.382 |
552-4 |
LOW |
550-4 |
0.618 |
547-2 |
1.000 |
545-2 |
1.618 |
542-0 |
2.618 |
536-6 |
4.250 |
528-2 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
553-2 |
552-6 |
PP |
553-1 |
552-3 |
S1 |
553-1 |
551-7 |
|