CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
542-4 |
535-0 |
-7-4 |
-1.4% |
544-6 |
| High |
545-0 |
539-0 |
-6-0 |
-1.1% |
566-0 |
| Low |
537-4 |
518-4 |
-19-0 |
-3.5% |
518-4 |
| Close |
541-6 |
520-6 |
-21-0 |
-3.9% |
520-6 |
| Range |
7-4 |
20-4 |
13-0 |
173.3% |
47-4 |
| ATR |
17-3 |
17-7 |
0-3 |
2.4% |
0-0 |
| Volume |
148,729 |
187,918 |
39,189 |
26.3% |
1,038,175 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
587-5 |
574-5 |
532-0 |
|
| R3 |
567-1 |
554-1 |
526-3 |
|
| R2 |
546-5 |
546-5 |
524-4 |
|
| R1 |
533-5 |
533-5 |
522-5 |
529-7 |
| PP |
526-1 |
526-1 |
526-1 |
524-2 |
| S1 |
513-1 |
513-1 |
518-7 |
509-3 |
| S2 |
505-5 |
505-5 |
517-0 |
|
| S3 |
485-1 |
492-5 |
515-1 |
|
| S4 |
464-5 |
472-1 |
509-4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-5 |
646-5 |
546-7 |
|
| R3 |
630-1 |
599-1 |
533-6 |
|
| R2 |
582-5 |
582-5 |
529-4 |
|
| R1 |
551-5 |
551-5 |
525-1 |
543-3 |
| PP |
535-1 |
535-1 |
535-1 |
531-0 |
| S1 |
504-1 |
504-1 |
516-3 |
495-7 |
| S2 |
487-5 |
487-5 |
512-0 |
|
| S3 |
440-1 |
456-5 |
507-6 |
|
| S4 |
392-5 |
409-1 |
494-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
566-0 |
518-4 |
47-4 |
9.1% |
16-0 |
3.1% |
5% |
False |
True |
207,635 |
| 10 |
603-4 |
518-4 |
85-0 |
16.3% |
16-1 |
3.1% |
3% |
False |
True |
229,722 |
| 20 |
603-4 |
518-4 |
85-0 |
16.3% |
13-2 |
2.5% |
3% |
False |
True |
198,969 |
| 40 |
603-4 |
456-0 |
147-4 |
28.3% |
13-5 |
2.6% |
44% |
False |
False |
200,618 |
| 60 |
603-4 |
434-2 |
169-2 |
32.5% |
12-3 |
2.4% |
51% |
False |
False |
197,410 |
| 80 |
603-4 |
396-6 |
206-6 |
39.7% |
12-0 |
2.3% |
60% |
False |
False |
188,736 |
| 100 |
603-4 |
371-0 |
232-4 |
44.6% |
11-2 |
2.2% |
64% |
False |
False |
175,575 |
| 120 |
603-4 |
343-2 |
260-2 |
50.0% |
10-3 |
2.0% |
68% |
False |
False |
157,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626-1 |
|
2.618 |
592-5 |
|
1.618 |
572-1 |
|
1.000 |
559-4 |
|
0.618 |
551-5 |
|
HIGH |
539-0 |
|
0.618 |
531-1 |
|
0.500 |
528-6 |
|
0.382 |
526-3 |
|
LOW |
518-4 |
|
0.618 |
505-7 |
|
1.000 |
498-0 |
|
1.618 |
485-3 |
|
2.618 |
464-7 |
|
4.250 |
431-3 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
528-6 |
531-6 |
| PP |
526-1 |
528-1 |
| S1 |
523-3 |
524-3 |
|