CME Pit-Traded Corn Future May 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 |
562-2 |
561-2 |
-1-0 |
-0.2% |
537-0 |
High |
562-2 |
562-4 |
0-2 |
0.0% |
562-2 |
Low |
562-0 |
560-0 |
-2-0 |
-0.4% |
530-6 |
Close |
560-6 |
561-2 |
0-4 |
0.1% |
560-6 |
Range |
0-2 |
2-4 |
2-2 |
900.0% |
31-4 |
ATR |
14-4 |
13-5 |
-0-7 |
-5.9% |
0-0 |
Volume |
25,153 |
7,840 |
-17,313 |
-68.8% |
92,582 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
568-6 |
567-4 |
562-5 |
|
R3 |
566-2 |
565-0 |
562-0 |
|
R2 |
563-6 |
563-6 |
561-6 |
|
R1 |
562-4 |
562-4 |
561-4 |
562-4 |
PP |
561-2 |
561-2 |
561-2 |
561-2 |
S1 |
560-0 |
560-0 |
561-0 |
560-0 |
S2 |
558-6 |
558-6 |
560-6 |
|
S3 |
556-2 |
557-4 |
560-4 |
|
S4 |
553-6 |
555-0 |
559-7 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-6 |
634-6 |
578-1 |
|
R3 |
614-2 |
603-2 |
569-3 |
|
R2 |
582-6 |
582-6 |
566-4 |
|
R1 |
571-6 |
571-6 |
563-5 |
577-2 |
PP |
551-2 |
551-2 |
551-2 |
554-0 |
S1 |
540-2 |
540-2 |
557-7 |
545-6 |
S2 |
519-6 |
519-6 |
555-0 |
|
S3 |
488-2 |
508-6 |
552-1 |
|
S4 |
456-6 |
477-2 |
543-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
562-4 |
530-6 |
31-6 |
5.7% |
6-1 |
1.1% |
96% |
True |
False |
20,084 |
10 |
583-2 |
530-6 |
52-4 |
9.4% |
10-2 |
1.8% |
58% |
False |
False |
21,851 |
20 |
621-0 |
530-6 |
90-2 |
16.1% |
10-5 |
1.9% |
34% |
False |
False |
21,502 |
40 |
621-0 |
474-4 |
146-4 |
26.1% |
11-0 |
2.0% |
59% |
False |
False |
19,752 |
60 |
621-0 |
466-4 |
154-4 |
27.5% |
10-5 |
1.9% |
61% |
False |
False |
17,925 |
80 |
621-0 |
428-2 |
192-6 |
34.3% |
9-3 |
1.7% |
69% |
False |
False |
14,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
573-1 |
2.618 |
569-0 |
1.618 |
566-4 |
1.000 |
565-0 |
0.618 |
564-0 |
HIGH |
562-4 |
0.618 |
561-4 |
0.500 |
561-2 |
0.382 |
561-0 |
LOW |
560-0 |
0.618 |
558-4 |
1.000 |
557-4 |
1.618 |
556-0 |
2.618 |
553-4 |
4.250 |
549-3 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
561-2 |
560-7 |
PP |
561-2 |
560-3 |
S1 |
561-2 |
560-0 |
|