CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
563-2 |
545-0 |
-18-2 |
-3.2% |
605-6 |
High |
563-2 |
554-4 |
-8-6 |
-1.6% |
621-0 |
Low |
545-4 |
544-6 |
-0-6 |
-0.1% |
555-2 |
Close |
546-0 |
546-2 |
0-2 |
0.0% |
555-2 |
Range |
17-6 |
9-6 |
-8-0 |
-45.1% |
65-6 |
ATR |
16-1 |
15-5 |
-0-4 |
-2.8% |
0-0 |
Volume |
20,647 |
23,425 |
2,778 |
13.5% |
137,718 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
577-6 |
571-6 |
551-5 |
|
R3 |
568-0 |
562-0 |
548-7 |
|
R2 |
558-2 |
558-2 |
548-0 |
|
R1 |
552-2 |
552-2 |
547-1 |
555-2 |
PP |
548-4 |
548-4 |
548-4 |
550-0 |
S1 |
542-4 |
542-4 |
545-3 |
545-4 |
S2 |
538-6 |
538-6 |
544-4 |
|
S3 |
529-0 |
532-6 |
543-5 |
|
S4 |
519-2 |
523-0 |
540-7 |
|
|
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 |
591-2 |
544-6 |
46-4 |
8.5% |
15-6 |
2.9% |
3% |
False |
True |
23,858 |
10 |
621-0 |
544-6 |
76-2 |
14.0% |
12-5 |
2.3% |
2% |
False |
True |
24,063 |
20 |
621-0 |
544-6 |
76-2 |
14.0% |
11-3 |
2.1% |
2% |
False |
True |
19,589 |
40 |
621-0 |
474-4 |
146-4 |
26.8% |
11-7 |
2.2% |
49% |
False |
False |
18,682 |
60 |
621-0 |
441-0 |
180-0 |
33.0% |
10-1 |
1.9% |
58% |
False |
False |
16,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-0 |
2.618 |
580-0 |
1.618 |
570-2 |
1.000 |
564-2 |
0.618 |
560-4 |
HIGH |
554-4 |
0.618 |
550-6 |
0.500 |
549-5 |
0.382 |
548-4 |
LOW |
544-6 |
0.618 |
538-6 |
1.000 |
535-0 |
1.618 |
529-0 |
2.618 |
519-2 |
4.250 |
503-2 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
549-5 |
564-0 |
PP |
548-4 |
558-1 |
S1 |
547-3 |
552-1 |
|