CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
595-6 |
577-4 |
-18-2 |
-3.1% |
609-4 |
High |
595-6 |
577-4 |
-18-2 |
-3.1% |
625-0 |
Low |
586-0 |
558-6 |
-27-2 |
-4.7% |
558-6 |
Close |
588-6 |
558-6 |
-30-0 |
-5.1% |
558-6 |
Range |
9-6 |
18-6 |
9-0 |
92.3% |
66-2 |
ATR |
12-3 |
13-5 |
1-2 |
10.2% |
0-0 |
Volume |
52,827 |
46,082 |
-6,745 |
-12.8% |
238,851 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-2 |
608-6 |
569-0 |
|
R3 |
602-4 |
590-0 |
563-7 |
|
R2 |
583-6 |
583-6 |
562-2 |
|
R1 |
571-2 |
571-2 |
560-4 |
568-1 |
PP |
565-0 |
565-0 |
565-0 |
563-4 |
S1 |
552-4 |
552-4 |
557-0 |
549-3 |
S2 |
546-2 |
546-2 |
555-2 |
|
S3 |
527-4 |
533-6 |
553-5 |
|
S4 |
508-6 |
515-0 |
548-4 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
779-5 |
735-3 |
595-2 |
|
R3 |
713-3 |
669-1 |
577-0 |
|
R2 |
647-1 |
647-1 |
570-7 |
|
R1 |
602-7 |
602-7 |
564-7 |
591-7 |
PP |
580-7 |
580-7 |
580-7 |
575-2 |
S1 |
536-5 |
536-5 |
552-5 |
525-5 |
S2 |
514-5 |
514-5 |
546-5 |
|
S3 |
448-3 |
470-3 |
540-4 |
|
S4 |
382-1 |
404-1 |
522-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
625-0 |
558-6 |
66-2 |
11.9% |
13-0 |
2.3% |
0% |
False |
True |
47,770 |
10 |
625-0 |
558-6 |
66-2 |
11.9% |
9-7 |
1.8% |
0% |
False |
True |
37,927 |
20 |
625-0 |
558-6 |
66-2 |
11.9% |
10-1 |
1.8% |
0% |
False |
True |
33,845 |
40 |
625-0 |
479-0 |
146-0 |
26.1% |
10-7 |
2.0% |
55% |
False |
False |
32,594 |
60 |
625-0 |
444-4 |
180-4 |
32.3% |
9-2 |
1.7% |
63% |
False |
False |
28,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
657-2 |
2.618 |
626-5 |
1.618 |
607-7 |
1.000 |
596-2 |
0.618 |
589-1 |
HIGH |
577-4 |
0.618 |
570-3 |
0.500 |
568-1 |
0.382 |
565-7 |
LOW |
558-6 |
0.618 |
547-1 |
1.000 |
540-0 |
1.618 |
528-3 |
2.618 |
509-5 |
4.250 |
479-0 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
568-1 |
578-1 |
PP |
565-0 |
571-5 |
S1 |
561-7 |
565-2 |
|