CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
567-2 |
566-6 |
-0-4 |
-0.1% |
609-4 |
High |
586-0 |
566-6 |
-19-2 |
-3.3% |
625-0 |
Low |
567-2 |
549-2 |
-18-0 |
-3.2% |
558-6 |
Close |
579-2 |
549-2 |
-30-0 |
-5.2% |
558-6 |
Range |
18-6 |
17-4 |
-1-2 |
-6.7% |
66-2 |
ATR |
14-5 |
15-5 |
1-1 |
7.6% |
0-0 |
Volume |
43,687 |
38,239 |
-5,448 |
-12.5% |
238,851 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-5 |
595-7 |
558-7 |
|
R3 |
590-1 |
578-3 |
554-0 |
|
R2 |
572-5 |
572-5 |
552-4 |
|
R1 |
560-7 |
560-7 |
550-7 |
558-0 |
PP |
555-1 |
555-1 |
555-1 |
553-5 |
S1 |
543-3 |
543-3 |
547-5 |
540-4 |
S2 |
537-5 |
537-5 |
546-0 |
|
S3 |
520-1 |
525-7 |
544-4 |
|
S4 |
502-5 |
508-3 |
539-5 |
|
|
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 |
597-4 |
549-2 |
48-2 |
8.8% |
14-1 |
2.6% |
0% |
False |
True |
50,763 |
10 |
625-0 |
549-2 |
75-6 |
13.8% |
11-7 |
2.2% |
0% |
False |
True |
41,488 |
20 |
625-0 |
549-2 |
75-6 |
13.8% |
11-2 |
2.1% |
0% |
False |
True |
35,956 |
40 |
625-0 |
479-0 |
146-0 |
26.6% |
11-2 |
2.0% |
48% |
False |
False |
33,135 |
60 |
625-0 |
444-4 |
180-4 |
32.9% |
9-5 |
1.7% |
58% |
False |
False |
29,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
641-1 |
2.618 |
612-5 |
1.618 |
595-1 |
1.000 |
584-2 |
0.618 |
577-5 |
HIGH |
566-6 |
0.618 |
560-1 |
0.500 |
558-0 |
0.382 |
555-7 |
LOW |
549-2 |
0.618 |
538-3 |
1.000 |
531-6 |
1.618 |
520-7 |
2.618 |
503-3 |
4.250 |
474-7 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
558-0 |
567-5 |
PP |
555-1 |
561-4 |
S1 |
552-1 |
555-3 |
|