CME Pit-Traded Corn Future March 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 |
538-0 |
555-4 |
17-4 |
3.3% |
600-2 |
| High |
548-0 |
559-0 |
11-0 |
2.0% |
617-4 |
| Low |
538-0 |
551-4 |
13-4 |
2.5% |
548-0 |
| Close |
539-2 |
555-6 |
16-4 |
3.1% |
548-0 |
| Range |
10-0 |
7-4 |
-2-4 |
-25.0% |
69-4 |
| ATR |
16-4 |
16-6 |
0-2 |
1.4% |
0-0 |
| Volume |
165,020 |
187,237 |
22,217 |
13.5% |
649,736 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577-7 |
574-3 |
559-7 |
|
| R3 |
570-3 |
566-7 |
557-6 |
|
| R2 |
562-7 |
562-7 |
557-1 |
|
| R1 |
559-3 |
559-3 |
556-4 |
561-1 |
| PP |
555-3 |
555-3 |
555-3 |
556-2 |
| S1 |
551-7 |
551-7 |
555-0 |
553-5 |
| S2 |
547-7 |
547-7 |
554-3 |
|
| S3 |
540-3 |
544-3 |
553-6 |
|
| S4 |
532-7 |
536-7 |
551-5 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
779-5 |
733-3 |
586-2 |
|
| R3 |
710-1 |
663-7 |
567-1 |
|
| R2 |
640-5 |
640-5 |
560-6 |
|
| R1 |
594-3 |
594-3 |
554-3 |
582-6 |
| PP |
571-1 |
571-1 |
571-1 |
565-3 |
| S1 |
524-7 |
524-7 |
541-5 |
513-2 |
| S2 |
501-5 |
501-5 |
535-2 |
|
| S3 |
432-1 |
455-3 |
528-7 |
|
| S4 |
362-5 |
385-7 |
509-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
579-0 |
538-0 |
41-0 |
7.4% |
15-6 |
2.8% |
43% |
False |
False |
160,048 |
| 10 |
617-4 |
538-0 |
79-4 |
14.3% |
14-0 |
2.5% |
22% |
False |
False |
138,961 |
| 20 |
617-4 |
538-0 |
79-4 |
14.3% |
12-2 |
2.2% |
22% |
False |
False |
102,401 |
| 40 |
617-4 |
468-0 |
149-4 |
26.9% |
12-6 |
2.3% |
59% |
False |
False |
84,621 |
| 60 |
617-4 |
439-0 |
178-4 |
32.1% |
11-2 |
2.0% |
65% |
False |
False |
74,082 |
| 80 |
617-4 |
402-6 |
214-6 |
38.6% |
10-6 |
1.9% |
71% |
False |
False |
61,989 |
| 100 |
617-4 |
377-6 |
239-6 |
43.1% |
10-0 |
1.8% |
74% |
False |
False |
52,181 |
| 120 |
617-4 |
356-6 |
260-6 |
46.9% |
9-0 |
1.6% |
76% |
False |
False |
44,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
590-7 |
|
2.618 |
578-5 |
|
1.618 |
571-1 |
|
1.000 |
566-4 |
|
0.618 |
563-5 |
|
HIGH |
559-0 |
|
0.618 |
556-1 |
|
0.500 |
555-2 |
|
0.382 |
554-3 |
|
LOW |
551-4 |
|
0.618 |
546-7 |
|
1.000 |
544-0 |
|
1.618 |
539-3 |
|
2.618 |
531-7 |
|
4.250 |
519-5 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
555-5 |
553-3 |
| PP |
555-3 |
550-7 |
| S1 |
555-2 |
548-4 |
|