CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
561-2 |
559-2 |
-2-0 |
-0.4% |
537-0 |
High |
562-4 |
559-2 |
-3-2 |
-0.6% |
562-2 |
Low |
560-0 |
551-2 |
-8-6 |
-1.6% |
530-6 |
Close |
561-2 |
551-4 |
-9-6 |
-1.7% |
560-6 |
Range |
2-4 |
8-0 |
5-4 |
220.0% |
31-4 |
ATR |
13-5 |
13-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
7,840 |
17,444 |
9,604 |
122.5% |
92,582 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
578-0 |
572-6 |
555-7 |
|
R3 |
570-0 |
564-6 |
553-6 |
|
R2 |
562-0 |
562-0 |
553-0 |
|
R1 |
556-6 |
556-6 |
552-2 |
555-3 |
PP |
554-0 |
554-0 |
554-0 |
553-2 |
S1 |
548-6 |
548-6 |
550-6 |
547-3 |
S2 |
546-0 |
546-0 |
550-0 |
|
S3 |
538-0 |
540-6 |
549-2 |
|
S4 |
530-0 |
532-6 |
547-1 |
|
|
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 |
5.8% |
7-4 |
1.4% |
65% |
False |
False |
17,532 |
10 |
565-0 |
530-6 |
34-2 |
6.2% |
9-1 |
1.7% |
61% |
False |
False |
21,014 |
20 |
621-0 |
530-6 |
90-2 |
16.4% |
10-4 |
1.9% |
23% |
False |
False |
21,790 |
40 |
621-0 |
497-0 |
124-0 |
22.5% |
10-6 |
2.0% |
44% |
False |
False |
19,711 |
60 |
621-0 |
474-4 |
146-4 |
26.6% |
10-4 |
1.9% |
53% |
False |
False |
18,109 |
80 |
621-0 |
428-2 |
192-6 |
35.0% |
9-3 |
1.7% |
64% |
False |
False |
15,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
593-2 |
2.618 |
580-2 |
1.618 |
572-2 |
1.000 |
567-2 |
0.618 |
564-2 |
HIGH |
559-2 |
0.618 |
556-2 |
0.500 |
555-2 |
0.382 |
554-2 |
LOW |
551-2 |
0.618 |
546-2 |
1.000 |
543-2 |
1.618 |
538-2 |
2.618 |
530-2 |
4.250 |
517-2 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
555-2 |
556-7 |
PP |
554-0 |
555-1 |
S1 |
552-6 |
553-2 |
|