CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
564-0 |
563-2 |
-0-6 |
-0.1% |
605-6 |
High |
583-2 |
563-2 |
-20-0 |
-3.4% |
621-0 |
Low |
564-0 |
545-4 |
-18-4 |
-3.3% |
555-2 |
Close |
575-4 |
546-0 |
-29-4 |
-5.1% |
555-2 |
Range |
19-2 |
17-6 |
-1-4 |
-7.8% |
65-6 |
ATR |
15-0 |
16-1 |
1-1 |
7.1% |
0-0 |
Volume |
25,818 |
20,647 |
-5,171 |
-20.0% |
137,718 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-7 |
593-1 |
555-6 |
|
R3 |
587-1 |
575-3 |
550-7 |
|
R2 |
569-3 |
569-3 |
549-2 |
|
R1 |
557-5 |
557-5 |
547-5 |
554-5 |
PP |
551-5 |
551-5 |
551-5 |
550-0 |
S1 |
539-7 |
539-7 |
544-3 |
536-7 |
S2 |
533-7 |
533-7 |
542-6 |
|
S3 |
516-1 |
522-1 |
541-1 |
|
S4 |
498-3 |
504-3 |
536-2 |
|
|
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 |
593-0 |
545-4 |
47-4 |
8.7% |
15-0 |
2.7% |
1% |
False |
True |
27,836 |
10 |
621-0 |
545-4 |
75-4 |
13.8% |
12-7 |
2.4% |
1% |
False |
True |
23,283 |
20 |
621-0 |
545-4 |
75-4 |
13.8% |
11-7 |
2.2% |
1% |
False |
True |
19,963 |
40 |
621-0 |
474-4 |
146-4 |
26.8% |
11-6 |
2.1% |
49% |
False |
False |
18,363 |
60 |
621-0 |
438-0 |
183-0 |
33.5% |
10-1 |
1.8% |
59% |
False |
False |
15,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-6 |
2.618 |
609-6 |
1.618 |
592-0 |
1.000 |
581-0 |
0.618 |
574-2 |
HIGH |
563-2 |
0.618 |
556-4 |
0.500 |
554-3 |
0.382 |
552-2 |
LOW |
545-4 |
0.618 |
534-4 |
1.000 |
527-6 |
1.618 |
516-6 |
2.618 |
499-0 |
4.250 |
470-0 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
554-3 |
564-3 |
PP |
551-5 |
558-2 |
S1 |
548-6 |
552-1 |
|