CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
510-0 |
534-4 |
24-4 |
4.8% |
544-6 |
| High |
531-0 |
539-4 |
8-4 |
1.6% |
566-0 |
| Low |
507-0 |
533-6 |
26-6 |
5.3% |
518-4 |
| Close |
528-4 |
538-6 |
10-2 |
1.9% |
520-6 |
| Range |
24-0 |
5-6 |
-18-2 |
-76.0% |
47-4 |
| ATR |
17-6 |
17-3 |
-0-4 |
-2.7% |
0-0 |
| Volume |
191,024 |
124,891 |
-66,133 |
-34.6% |
1,038,175 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
554-5 |
552-3 |
541-7 |
|
| R3 |
548-7 |
546-5 |
540-3 |
|
| R2 |
543-1 |
543-1 |
539-6 |
|
| R1 |
540-7 |
540-7 |
539-2 |
542-0 |
| PP |
537-3 |
537-3 |
537-3 |
537-7 |
| S1 |
535-1 |
535-1 |
538-2 |
536-2 |
| S2 |
531-5 |
531-5 |
537-6 |
|
| S3 |
525-7 |
529-3 |
537-1 |
|
| S4 |
520-1 |
523-5 |
535-5 |
|
|
| 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 |
545-0 |
507-0 |
38-0 |
7.1% |
13-6 |
2.6% |
84% |
False |
False |
168,881 |
| 10 |
571-4 |
507-0 |
64-4 |
12.0% |
15-4 |
2.9% |
49% |
False |
False |
204,589 |
| 20 |
603-4 |
507-0 |
96-4 |
17.9% |
13-2 |
2.5% |
33% |
False |
False |
199,750 |
| 40 |
603-4 |
456-0 |
147-4 |
27.4% |
13-4 |
2.5% |
56% |
False |
False |
199,920 |
| 60 |
603-4 |
442-0 |
161-4 |
30.0% |
12-6 |
2.4% |
60% |
False |
False |
197,259 |
| 80 |
603-4 |
406-0 |
197-4 |
36.7% |
12-0 |
2.2% |
67% |
False |
False |
188,854 |
| 100 |
603-4 |
375-6 |
227-6 |
42.3% |
11-2 |
2.1% |
72% |
False |
False |
176,002 |
| 120 |
603-4 |
343-2 |
260-2 |
48.3% |
10-4 |
2.0% |
75% |
False |
False |
160,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
564-0 |
|
2.618 |
554-4 |
|
1.618 |
548-6 |
|
1.000 |
545-2 |
|
0.618 |
543-0 |
|
HIGH |
539-4 |
|
0.618 |
537-2 |
|
0.500 |
536-5 |
|
0.382 |
536-0 |
|
LOW |
533-6 |
|
0.618 |
530-2 |
|
1.000 |
528-0 |
|
1.618 |
524-4 |
|
2.618 |
518-6 |
|
4.250 |
509-2 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
538-0 |
533-5 |
| PP |
537-3 |
528-3 |
| S1 |
536-5 |
523-2 |
|