CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
562-4 |
564-4 |
2-0 |
0.4% |
547-0 |
High |
566-0 |
566-4 |
0-4 |
0.1% |
566-0 |
Low |
562-4 |
563-4 |
1-0 |
0.2% |
534-6 |
Close |
564-2 |
565-2 |
1-0 |
0.2% |
564-2 |
Range |
3-4 |
3-0 |
-0-4 |
-14.3% |
31-2 |
ATR |
14-5 |
13-6 |
-0-7 |
-5.7% |
0-0 |
Volume |
34,776 |
11,056 |
-23,720 |
-68.2% |
149,286 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574-1 |
572-5 |
566-7 |
|
R3 |
571-1 |
569-5 |
566-1 |
|
R2 |
568-1 |
568-1 |
565-6 |
|
R1 |
566-5 |
566-5 |
565-4 |
567-3 |
PP |
565-1 |
565-1 |
565-1 |
565-4 |
S1 |
563-5 |
563-5 |
565-0 |
564-3 |
S2 |
562-1 |
562-1 |
564-6 |
|
S3 |
559-1 |
560-5 |
564-3 |
|
S4 |
556-1 |
557-5 |
563-5 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-6 |
637-6 |
581-4 |
|
R3 |
617-4 |
606-4 |
572-7 |
|
R2 |
586-2 |
586-2 |
570-0 |
|
R1 |
575-2 |
575-2 |
567-1 |
580-6 |
PP |
555-0 |
555-0 |
555-0 |
557-6 |
S1 |
544-0 |
544-0 |
561-3 |
549-4 |
S2 |
523-6 |
523-6 |
558-4 |
|
S3 |
492-4 |
512-6 |
555-5 |
|
S4 |
461-2 |
481-4 |
547-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
566-4 |
534-6 |
31-6 |
5.6% |
8-6 |
1.5% |
96% |
True |
False |
32,068 |
10 |
586-0 |
534-6 |
51-2 |
9.1% |
11-1 |
2.0% |
60% |
False |
False |
36,763 |
20 |
625-0 |
534-6 |
90-2 |
16.0% |
10-4 |
1.9% |
34% |
False |
False |
37,345 |
40 |
625-0 |
479-0 |
146-0 |
25.8% |
10-5 |
1.9% |
59% |
False |
False |
35,518 |
60 |
625-0 |
473-0 |
152-0 |
26.9% |
10-2 |
1.8% |
61% |
False |
False |
32,543 |
80 |
625-0 |
436-0 |
189-0 |
33.4% |
9-2 |
1.6% |
68% |
False |
False |
28,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
579-2 |
2.618 |
574-3 |
1.618 |
571-3 |
1.000 |
569-4 |
0.618 |
568-3 |
HIGH |
566-4 |
0.618 |
565-3 |
0.500 |
565-0 |
0.382 |
564-5 |
LOW |
563-4 |
0.618 |
561-5 |
1.000 |
560-4 |
1.618 |
558-5 |
2.618 |
555-5 |
4.250 |
550-6 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
565-1 |
564-5 |
PP |
565-1 |
563-7 |
S1 |
565-0 |
563-2 |
|