CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
547-4 |
537-0 |
-10-4 |
-1.9% |
557-0 |
High |
553-4 |
537-4 |
-16-0 |
-2.9% |
579-0 |
Low |
532-4 |
526-0 |
-6-4 |
-1.2% |
532-4 |
Close |
534-6 |
529-2 |
-5-4 |
-1.0% |
534-6 |
Range |
21-0 |
11-4 |
-9-4 |
-45.2% |
46-4 |
ATR |
17-1 |
16-6 |
-0-3 |
-2.4% |
0-0 |
Volume |
120,401 |
147,123 |
26,722 |
22.2% |
775,782 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
565-3 |
558-7 |
535-5 |
|
R3 |
553-7 |
547-3 |
532-3 |
|
R2 |
542-3 |
542-3 |
531-3 |
|
R1 |
535-7 |
535-7 |
530-2 |
533-3 |
PP |
530-7 |
530-7 |
530-7 |
529-6 |
S1 |
524-3 |
524-3 |
528-2 |
521-7 |
S2 |
519-3 |
519-3 |
527-1 |
|
S3 |
507-7 |
512-7 |
526-1 |
|
S4 |
496-3 |
501-3 |
522-7 |
|
|
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 |
559-0 |
526-0 |
33-0 |
6.2% |
13-5 |
2.6% |
10% |
False |
True |
152,677 |
10 |
617-4 |
526-0 |
91-4 |
17.3% |
16-0 |
3.0% |
4% |
False |
True |
148,814 |
20 |
617-4 |
526-0 |
91-4 |
17.3% |
12-6 |
2.4% |
4% |
False |
True |
109,732 |
40 |
617-4 |
468-0 |
149-4 |
28.2% |
13-0 |
2.4% |
41% |
False |
False |
88,880 |
60 |
617-4 |
452-0 |
165-4 |
31.3% |
11-5 |
2.2% |
47% |
False |
False |
77,477 |
80 |
617-4 |
412-6 |
204-6 |
38.7% |
11-0 |
2.1% |
57% |
False |
False |
64,861 |
100 |
617-4 |
390-4 |
227-0 |
42.9% |
10-0 |
1.9% |
61% |
False |
False |
54,607 |
120 |
617-4 |
356-6 |
260-6 |
49.3% |
9-1 |
1.7% |
66% |
False |
False |
46,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
586-3 |
2.618 |
567-5 |
1.618 |
556-1 |
1.000 |
549-0 |
0.618 |
544-5 |
HIGH |
537-4 |
0.618 |
533-1 |
0.500 |
531-6 |
0.382 |
530-3 |
LOW |
526-0 |
0.618 |
518-7 |
1.000 |
514-4 |
1.618 |
507-3 |
2.618 |
495-7 |
4.250 |
477-1 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
531-6 |
542-4 |
PP |
530-7 |
538-1 |
S1 |
530-1 |
533-5 |
|