CME Pit-Traded Corn Future March 2011
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 |
555-4 |
547-4 |
-8-0 |
-1.4% |
557-0 |
High |
559-0 |
553-4 |
-5-4 |
-1.0% |
579-0 |
Low |
551-4 |
532-4 |
-19-0 |
-3.4% |
532-4 |
Close |
555-6 |
534-6 |
-21-0 |
-3.8% |
534-6 |
Range |
7-4 |
21-0 |
13-4 |
180.0% |
46-4 |
ATR |
16-6 |
17-1 |
0-4 |
2.8% |
0-0 |
Volume |
187,237 |
120,401 |
-66,836 |
-35.7% |
775,782 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-2 |
590-0 |
546-2 |
|
R3 |
582-2 |
569-0 |
540-4 |
|
R2 |
561-2 |
561-2 |
538-5 |
|
R1 |
548-0 |
548-0 |
536-5 |
544-1 |
PP |
540-2 |
540-2 |
540-2 |
538-2 |
S1 |
527-0 |
527-0 |
532-7 |
523-1 |
S2 |
519-2 |
519-2 |
530-7 |
|
S3 |
498-2 |
506-0 |
529-0 |
|
S4 |
477-2 |
485-0 |
523-2 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-2 |
658-0 |
560-3 |
|
R3 |
641-6 |
611-4 |
547-4 |
|
R2 |
595-2 |
595-2 |
543-2 |
|
R1 |
565-0 |
565-0 |
539-0 |
556-7 |
PP |
548-6 |
548-6 |
548-6 |
544-6 |
S1 |
518-4 |
518-4 |
530-4 |
510-3 |
S2 |
502-2 |
502-2 |
526-2 |
|
S3 |
455-6 |
472-0 |
522-0 |
|
S4 |
409-2 |
425-4 |
509-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
579-0 |
532-4 |
46-4 |
8.7% |
15-6 |
2.9% |
5% |
False |
True |
155,156 |
10 |
617-4 |
532-4 |
85-0 |
15.9% |
15-4 |
2.9% |
3% |
False |
True |
142,551 |
20 |
617-4 |
532-4 |
85-0 |
15.9% |
12-6 |
2.4% |
3% |
False |
True |
104,895 |
40 |
617-4 |
468-0 |
149-4 |
28.0% |
12-7 |
2.4% |
45% |
False |
False |
86,553 |
60 |
617-4 |
448-4 |
169-0 |
31.6% |
11-4 |
2.1% |
51% |
False |
False |
75,438 |
80 |
617-4 |
409-4 |
208-0 |
38.9% |
11-0 |
2.0% |
60% |
False |
False |
63,261 |
100 |
617-4 |
384-0 |
233-4 |
43.7% |
10-1 |
1.9% |
65% |
False |
False |
53,270 |
120 |
617-4 |
356-6 |
260-6 |
48.8% |
9-1 |
1.7% |
68% |
False |
False |
45,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
642-6 |
2.618 |
608-4 |
1.618 |
587-4 |
1.000 |
574-4 |
0.618 |
566-4 |
HIGH |
553-4 |
0.618 |
545-4 |
0.500 |
543-0 |
0.382 |
540-4 |
LOW |
532-4 |
0.618 |
519-4 |
1.000 |
511-4 |
1.618 |
498-4 |
2.618 |
477-4 |
4.250 |
443-2 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
543-0 |
545-6 |
PP |
540-2 |
542-1 |
S1 |
537-4 |
538-3 |
|