CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
564-4 |
555-4 |
-9-0 |
-1.6% |
547-0 |
High |
566-4 |
555-4 |
-11-0 |
-1.9% |
566-0 |
Low |
563-4 |
555-4 |
-8-0 |
-1.4% |
534-6 |
Close |
565-2 |
555-4 |
-9-6 |
-1.7% |
564-2 |
Range |
3-0 |
0-0 |
-3-0 |
-100.0% |
31-2 |
ATR |
13-6 |
13-4 |
-0-2 |
-2.1% |
0-0 |
Volume |
11,056 |
23,423 |
12,367 |
111.9% |
149,286 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-4 |
555-4 |
555-4 |
|
R3 |
555-4 |
555-4 |
555-4 |
|
R2 |
555-4 |
555-4 |
555-4 |
|
R1 |
555-4 |
555-4 |
555-4 |
555-4 |
PP |
555-4 |
555-4 |
555-4 |
555-4 |
S1 |
555-4 |
555-4 |
555-4 |
555-4 |
S2 |
555-4 |
555-4 |
555-4 |
|
S3 |
555-4 |
555-4 |
555-4 |
|
S4 |
555-4 |
555-4 |
555-4 |
|
|
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 |
5.7% |
6-7 |
1.2% |
65% |
False |
False |
28,474 |
10 |
567-4 |
534-6 |
32-6 |
5.9% |
9-2 |
1.7% |
63% |
False |
False |
34,736 |
20 |
625-0 |
534-6 |
90-2 |
16.2% |
10-0 |
1.8% |
23% |
False |
False |
37,659 |
40 |
625-0 |
500-4 |
124-4 |
22.4% |
10-2 |
1.8% |
44% |
False |
False |
35,000 |
60 |
625-0 |
479-0 |
146-0 |
26.3% |
10-1 |
1.8% |
52% |
False |
False |
32,682 |
80 |
625-0 |
436-0 |
189-0 |
34.0% |
9-1 |
1.6% |
63% |
False |
False |
28,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
555-4 |
2.618 |
555-4 |
1.618 |
555-4 |
1.000 |
555-4 |
0.618 |
555-4 |
HIGH |
555-4 |
0.618 |
555-4 |
0.500 |
555-4 |
0.382 |
555-4 |
LOW |
555-4 |
0.618 |
555-4 |
1.000 |
555-4 |
1.618 |
555-4 |
2.618 |
555-4 |
4.250 |
555-4 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
555-4 |
561-0 |
PP |
555-4 |
559-1 |
S1 |
555-4 |
557-3 |
|