CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
545-0 |
564-0 |
19-0 |
3.5% |
605-6 |
High |
554-4 |
565-0 |
10-4 |
1.9% |
621-0 |
Low |
544-6 |
559-0 |
14-2 |
2.6% |
555-2 |
Close |
546-2 |
562-4 |
16-2 |
3.0% |
555-2 |
Range |
9-6 |
6-0 |
-3-6 |
-38.5% |
65-6 |
ATR |
15-5 |
15-7 |
0-2 |
1.4% |
0-0 |
Volume |
23,425 |
31,829 |
8,404 |
35.9% |
137,718 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
580-1 |
577-3 |
565-6 |
|
R3 |
574-1 |
571-3 |
564-1 |
|
R2 |
568-1 |
568-1 |
563-5 |
|
R1 |
565-3 |
565-3 |
563-0 |
563-6 |
PP |
562-1 |
562-1 |
562-1 |
561-3 |
S1 |
559-3 |
559-3 |
562-0 |
557-6 |
S2 |
556-1 |
556-1 |
561-3 |
|
S3 |
550-1 |
553-3 |
560-7 |
|
S4 |
544-1 |
547-3 |
559-2 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774-3 |
730-5 |
591-3 |
|
R3 |
708-5 |
664-7 |
573-3 |
|
R2 |
642-7 |
642-7 |
567-2 |
|
R1 |
599-1 |
599-1 |
561-2 |
588-1 |
PP |
577-1 |
577-1 |
577-1 |
571-6 |
S1 |
533-3 |
533-3 |
549-2 |
522-3 |
S2 |
511-3 |
511-3 |
543-2 |
|
S3 |
445-5 |
467-5 |
537-1 |
|
S4 |
379-7 |
401-7 |
519-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
583-2 |
544-6 |
38-4 |
6.8% |
14-6 |
2.6% |
46% |
False |
False |
25,818 |
10 |
621-0 |
544-6 |
76-2 |
13.6% |
12-5 |
2.2% |
23% |
False |
False |
25,961 |
20 |
621-0 |
544-6 |
76-2 |
13.6% |
11-2 |
2.0% |
23% |
False |
False |
20,241 |
40 |
621-0 |
474-4 |
146-4 |
26.0% |
12-0 |
2.1% |
60% |
False |
False |
18,998 |
60 |
621-0 |
441-0 |
180-0 |
32.0% |
10-2 |
1.8% |
68% |
False |
False |
16,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
590-4 |
2.618 |
580-6 |
1.618 |
574-6 |
1.000 |
571-0 |
0.618 |
568-6 |
HIGH |
565-0 |
0.618 |
562-6 |
0.500 |
562-0 |
0.382 |
561-2 |
LOW |
559-0 |
0.618 |
555-2 |
1.000 |
553-0 |
1.618 |
549-2 |
2.618 |
543-2 |
4.250 |
533-4 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
562-3 |
560-0 |
PP |
562-1 |
557-3 |
S1 |
562-0 |
554-7 |
|