CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
548-6 |
567-0 |
18-2 |
3.3% |
609-4 |
High |
558-4 |
567-4 |
9-0 |
1.6% |
625-0 |
Low |
548-6 |
562-0 |
13-2 |
2.4% |
558-6 |
Close |
550-0 |
565-6 |
15-6 |
2.9% |
558-6 |
Range |
9-6 |
5-4 |
-4-2 |
-43.6% |
66-2 |
ATR |
15-2 |
15-3 |
0-1 |
1.1% |
0-0 |
Volume |
45,839 |
44,053 |
-1,786 |
-3.9% |
238,851 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
581-5 |
579-1 |
568-6 |
|
R3 |
576-1 |
573-5 |
567-2 |
|
R2 |
570-5 |
570-5 |
566-6 |
|
R1 |
568-1 |
568-1 |
566-2 |
566-5 |
PP |
565-1 |
565-1 |
565-1 |
564-2 |
S1 |
562-5 |
562-5 |
565-2 |
561-1 |
S2 |
559-5 |
559-5 |
564-6 |
|
S3 |
554-1 |
557-1 |
564-2 |
|
S4 |
548-5 |
551-5 |
562-6 |
|
|
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 |
586-0 |
548-6 |
37-2 |
6.6% |
14-0 |
2.5% |
46% |
False |
False |
43,580 |
10 |
625-0 |
548-6 |
76-2 |
13.5% |
12-0 |
2.1% |
22% |
False |
False |
44,164 |
20 |
625-0 |
548-6 |
76-2 |
13.5% |
10-4 |
1.9% |
22% |
False |
False |
36,305 |
40 |
625-0 |
479-0 |
146-0 |
25.8% |
11-2 |
2.0% |
59% |
False |
False |
34,081 |
60 |
625-0 |
454-6 |
170-2 |
30.1% |
9-6 |
1.7% |
65% |
False |
False |
30,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
590-7 |
2.618 |
581-7 |
1.618 |
576-3 |
1.000 |
573-0 |
0.618 |
570-7 |
HIGH |
567-4 |
0.618 |
565-3 |
0.500 |
564-6 |
0.382 |
564-1 |
LOW |
562-0 |
0.618 |
558-5 |
1.000 |
556-4 |
1.618 |
553-1 |
2.618 |
547-5 |
4.250 |
538-5 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
565-3 |
563-2 |
PP |
565-1 |
560-5 |
S1 |
564-6 |
558-1 |
|