CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
590-4 |
573-0 |
-17-4 |
-3.0% |
605-6 |
High |
591-2 |
576-0 |
-15-2 |
-2.6% |
621-0 |
Low |
580-0 |
555-2 |
-24-6 |
-4.3% |
555-2 |
Close |
585-2 |
555-2 |
-30-0 |
-5.1% |
555-2 |
Range |
11-2 |
20-6 |
9-4 |
84.4% |
65-6 |
ATR |
12-7 |
14-0 |
1-2 |
9.6% |
0-0 |
Volume |
22,027 |
27,374 |
5,347 |
24.3% |
137,718 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
624-3 |
610-5 |
566-5 |
|
R3 |
603-5 |
589-7 |
561-0 |
|
R2 |
582-7 |
582-7 |
559-0 |
|
R1 |
569-1 |
569-1 |
557-1 |
565-5 |
PP |
562-1 |
562-1 |
562-1 |
560-4 |
S1 |
548-3 |
548-3 |
553-3 |
544-7 |
S2 |
541-3 |
541-3 |
551-4 |
|
S3 |
520-5 |
527-5 |
549-4 |
|
S4 |
499-7 |
506-7 |
543-7 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774-3 |
730-5 |
591-3 |
|
R3 |
708-5 |
664-7 |
573-3 |
|
R2 |
642-7 |
642-7 |
567-2 |
|
R1 |
599-1 |
599-1 |
561-2 |
588-1 |
PP |
577-1 |
577-1 |
577-1 |
571-6 |
S1 |
533-3 |
533-3 |
549-2 |
522-3 |
S2 |
511-3 |
511-3 |
543-2 |
|
S3 |
445-5 |
467-5 |
537-1 |
|
S4 |
379-7 |
401-7 |
519-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
621-0 |
555-2 |
65-6 |
11.8% |
14-0 |
2.5% |
0% |
False |
True |
27,543 |
10 |
621-0 |
555-2 |
65-6 |
11.8% |
11-0 |
2.0% |
0% |
False |
True |
21,152 |
20 |
621-0 |
555-2 |
65-6 |
11.8% |
11-0 |
2.0% |
0% |
False |
True |
18,830 |
40 |
621-0 |
474-4 |
146-4 |
26.4% |
11-4 |
2.1% |
55% |
False |
False |
18,075 |
60 |
621-0 |
438-0 |
183-0 |
33.0% |
9-6 |
1.8% |
64% |
False |
False |
15,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
664-2 |
2.618 |
630-3 |
1.618 |
609-5 |
1.000 |
596-6 |
0.618 |
588-7 |
HIGH |
576-0 |
0.618 |
568-1 |
0.500 |
565-5 |
0.382 |
563-1 |
LOW |
555-2 |
0.618 |
542-3 |
1.000 |
534-4 |
1.618 |
521-5 |
2.618 |
500-7 |
4.250 |
467-0 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
565-5 |
574-1 |
PP |
562-1 |
567-7 |
S1 |
558-6 |
561-4 |
|