CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
566-6 |
548-6 |
-18-0 |
-3.2% |
609-4 |
High |
566-6 |
558-4 |
-8-2 |
-1.5% |
625-0 |
Low |
549-2 |
548-6 |
-0-4 |
-0.1% |
558-6 |
Close |
549-2 |
550-0 |
0-6 |
0.1% |
558-6 |
Range |
17-4 |
9-6 |
-7-6 |
-44.3% |
66-2 |
ATR |
15-5 |
15-2 |
-0-3 |
-2.7% |
0-0 |
Volume |
38,239 |
45,839 |
7,600 |
19.9% |
238,851 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
581-5 |
575-5 |
555-3 |
|
R3 |
571-7 |
565-7 |
552-5 |
|
R2 |
562-1 |
562-1 |
551-6 |
|
R1 |
556-1 |
556-1 |
550-7 |
559-1 |
PP |
552-3 |
552-3 |
552-3 |
554-0 |
S1 |
546-3 |
546-3 |
549-1 |
549-3 |
S2 |
542-5 |
542-5 |
548-2 |
|
S3 |
532-7 |
536-5 |
547-3 |
|
S4 |
523-1 |
526-7 |
544-5 |
|
|
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 |
595-6 |
548-6 |
47-0 |
8.5% |
14-7 |
2.7% |
3% |
False |
True |
45,334 |
10 |
625-0 |
548-6 |
76-2 |
13.9% |
11-7 |
2.2% |
2% |
False |
True |
43,094 |
20 |
625-0 |
548-6 |
76-2 |
13.9% |
10-6 |
2.0% |
2% |
False |
True |
36,545 |
40 |
625-0 |
479-0 |
146-0 |
26.5% |
11-2 |
2.0% |
49% |
False |
False |
33,704 |
60 |
625-0 |
444-4 |
180-4 |
32.8% |
9-5 |
1.8% |
58% |
False |
False |
30,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
600-0 |
2.618 |
584-0 |
1.618 |
574-2 |
1.000 |
568-2 |
0.618 |
564-4 |
HIGH |
558-4 |
0.618 |
554-6 |
0.500 |
553-5 |
0.382 |
552-4 |
LOW |
548-6 |
0.618 |
542-6 |
1.000 |
539-0 |
1.618 |
533-0 |
2.618 |
523-2 |
4.250 |
507-2 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
553-5 |
567-3 |
PP |
552-3 |
561-5 |
S1 |
551-2 |
555-6 |
|