CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
577-4 |
567-2 |
-10-2 |
-1.8% |
609-4 |
High |
577-4 |
586-0 |
8-4 |
1.5% |
625-0 |
Low |
558-6 |
567-2 |
8-4 |
1.5% |
558-6 |
Close |
558-6 |
579-2 |
20-4 |
3.7% |
558-6 |
Range |
18-6 |
18-6 |
0-0 |
0.0% |
66-2 |
ATR |
13-5 |
14-5 |
1-0 |
7.2% |
0-0 |
Volume |
46,082 |
43,687 |
-2,395 |
-5.2% |
238,851 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-6 |
625-2 |
589-4 |
|
R3 |
615-0 |
606-4 |
584-3 |
|
R2 |
596-2 |
596-2 |
582-6 |
|
R1 |
587-6 |
587-6 |
581-0 |
592-0 |
PP |
577-4 |
577-4 |
577-4 |
579-5 |
S1 |
569-0 |
569-0 |
577-4 |
573-2 |
S2 |
558-6 |
558-6 |
575-6 |
|
S3 |
540-0 |
550-2 |
574-1 |
|
S4 |
521-2 |
531-4 |
569-0 |
|
|
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 |
11.4% |
15-7 |
2.7% |
31% |
False |
False |
50,313 |
10 |
625-0 |
558-6 |
66-2 |
11.4% |
10-6 |
1.9% |
31% |
False |
False |
40,582 |
20 |
625-0 |
558-6 |
66-2 |
11.4% |
10-6 |
1.9% |
31% |
False |
False |
34,787 |
40 |
625-0 |
479-0 |
146-0 |
25.2% |
11-1 |
1.9% |
69% |
False |
False |
32,795 |
60 |
625-0 |
444-4 |
180-4 |
31.2% |
9-3 |
1.6% |
75% |
False |
False |
29,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
665-6 |
2.618 |
635-1 |
1.618 |
616-3 |
1.000 |
604-6 |
0.618 |
597-5 |
HIGH |
586-0 |
0.618 |
578-7 |
0.500 |
576-5 |
0.382 |
574-3 |
LOW |
567-2 |
0.618 |
555-5 |
1.000 |
548-4 |
1.618 |
536-7 |
2.618 |
518-1 |
4.250 |
487-4 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
578-3 |
578-5 |
PP |
577-4 |
577-7 |
S1 |
576-5 |
577-2 |
|