CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
573-0 |
564-0 |
-9-0 |
-1.6% |
605-6 |
High |
576-0 |
583-2 |
7-2 |
1.3% |
621-0 |
Low |
555-2 |
564-0 |
8-6 |
1.6% |
555-2 |
Close |
555-2 |
575-4 |
20-2 |
3.6% |
555-2 |
Range |
20-6 |
19-2 |
-1-4 |
-7.2% |
65-6 |
ATR |
14-0 |
15-0 |
1-0 |
7.1% |
0-0 |
Volume |
27,374 |
25,818 |
-1,556 |
-5.7% |
137,718 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-0 |
623-0 |
586-1 |
|
R3 |
612-6 |
603-6 |
580-6 |
|
R2 |
593-4 |
593-4 |
579-0 |
|
R1 |
584-4 |
584-4 |
577-2 |
589-0 |
PP |
574-2 |
574-2 |
574-2 |
576-4 |
S1 |
565-2 |
565-2 |
573-6 |
569-6 |
S2 |
555-0 |
555-0 |
572-0 |
|
S3 |
535-6 |
546-0 |
570-2 |
|
S4 |
516-4 |
526-6 |
564-7 |
|
|
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 |
11.4% |
16-7 |
2.9% |
31% |
False |
False |
28,672 |
10 |
621-0 |
555-2 |
65-6 |
11.4% |
11-7 |
2.1% |
31% |
False |
False |
22,567 |
20 |
621-0 |
555-2 |
65-6 |
11.4% |
11-4 |
2.0% |
31% |
False |
False |
19,419 |
40 |
621-0 |
474-4 |
146-4 |
25.5% |
11-5 |
2.0% |
69% |
False |
False |
18,198 |
60 |
621-0 |
438-0 |
183-0 |
31.8% |
9-7 |
1.7% |
75% |
False |
False |
15,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
665-0 |
2.618 |
633-5 |
1.618 |
614-3 |
1.000 |
602-4 |
0.618 |
595-1 |
HIGH |
583-2 |
0.618 |
575-7 |
0.500 |
573-5 |
0.382 |
571-3 |
LOW |
564-0 |
0.618 |
552-1 |
1.000 |
544-6 |
1.618 |
532-7 |
2.618 |
513-5 |
4.250 |
482-2 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
574-7 |
574-6 |
PP |
574-2 |
574-0 |
S1 |
573-5 |
573-2 |
|