CME Pit-Traded Corn Future March 2011
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 |
522-4 |
550-0 |
27-4 |
5.3% |
557-0 |
High |
545-0 |
554-0 |
9-0 |
1.7% |
579-0 |
Low |
520-6 |
548-0 |
27-2 |
5.2% |
532-4 |
Close |
543-0 |
553-6 |
10-6 |
2.0% |
534-6 |
Range |
24-2 |
6-0 |
-18-2 |
-75.3% |
46-4 |
ATR |
17-2 |
16-7 |
-0-4 |
-2.6% |
0-0 |
Volume |
143,584 |
179,307 |
35,723 |
24.9% |
775,782 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569-7 |
567-7 |
557-0 |
|
R3 |
563-7 |
561-7 |
555-3 |
|
R2 |
557-7 |
557-7 |
554-7 |
|
R1 |
555-7 |
555-7 |
554-2 |
556-7 |
PP |
551-7 |
551-7 |
551-7 |
552-4 |
S1 |
549-7 |
549-7 |
553-2 |
550-7 |
S2 |
545-7 |
545-7 |
552-5 |
|
S3 |
539-7 |
543-7 |
552-1 |
|
S4 |
533-7 |
537-7 |
550-4 |
|
|
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 |
520-6 |
38-2 |
6.9% |
14-0 |
2.5% |
86% |
False |
False |
155,530 |
10 |
583-4 |
520-6 |
62-6 |
11.3% |
15-2 |
2.7% |
53% |
False |
False |
153,184 |
20 |
617-4 |
520-6 |
96-6 |
17.5% |
12-7 |
2.3% |
34% |
False |
False |
119,866 |
40 |
617-4 |
468-0 |
149-4 |
27.0% |
12-7 |
2.3% |
57% |
False |
False |
94,817 |
60 |
617-4 |
455-2 |
162-2 |
29.3% |
12-0 |
2.2% |
61% |
False |
False |
81,887 |
80 |
617-4 |
420-0 |
197-4 |
35.7% |
11-1 |
2.0% |
68% |
False |
False |
68,283 |
100 |
617-4 |
390-4 |
227-0 |
41.0% |
10-2 |
1.8% |
72% |
False |
False |
57,624 |
120 |
617-4 |
356-6 |
260-6 |
47.1% |
9-3 |
1.7% |
76% |
False |
False |
49,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
579-4 |
2.618 |
569-6 |
1.618 |
563-6 |
1.000 |
560-0 |
0.618 |
557-6 |
HIGH |
554-0 |
0.618 |
551-6 |
0.500 |
551-0 |
0.382 |
550-2 |
LOW |
548-0 |
0.618 |
544-2 |
1.000 |
542-0 |
1.618 |
538-2 |
2.618 |
532-2 |
4.250 |
522-4 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
552-7 |
548-2 |
PP |
551-7 |
542-7 |
S1 |
551-0 |
537-3 |
|