CME Pit-Traded Corn Future May 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 |
564-0 |
555-0 |
-9-0 |
-1.6% |
564-0 |
High |
565-0 |
560-2 |
-4-6 |
-0.8% |
583-2 |
Low |
559-0 |
541-0 |
-18-0 |
-3.2% |
541-0 |
Close |
562-4 |
542-0 |
-20-4 |
-3.6% |
542-0 |
Range |
6-0 |
19-2 |
13-2 |
220.8% |
42-2 |
ATR |
15-7 |
16-2 |
0-3 |
2.5% |
0-0 |
Volume |
31,829 |
16,378 |
-15,451 |
-48.5% |
118,097 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-4 |
593-0 |
552-5 |
|
R3 |
586-2 |
573-6 |
547-2 |
|
R2 |
567-0 |
567-0 |
545-4 |
|
R1 |
554-4 |
554-4 |
543-6 |
551-1 |
PP |
547-6 |
547-6 |
547-6 |
546-0 |
S1 |
535-2 |
535-2 |
540-2 |
531-7 |
S2 |
528-4 |
528-4 |
538-4 |
|
S3 |
509-2 |
516-0 |
536-6 |
|
S4 |
490-0 |
496-6 |
531-3 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-1 |
654-3 |
565-2 |
|
R3 |
639-7 |
612-1 |
553-5 |
|
R2 |
597-5 |
597-5 |
549-6 |
|
R1 |
569-7 |
569-7 |
545-7 |
562-5 |
PP |
555-3 |
555-3 |
555-3 |
551-6 |
S1 |
527-5 |
527-5 |
538-1 |
520-3 |
S2 |
513-1 |
513-1 |
534-2 |
|
S3 |
470-7 |
485-3 |
530-3 |
|
S4 |
428-5 |
443-1 |
518-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
583-2 |
541-0 |
42-2 |
7.8% |
14-3 |
2.7% |
2% |
False |
True |
23,619 |
10 |
621-0 |
541-0 |
80-0 |
14.8% |
14-2 |
2.6% |
1% |
False |
True |
25,581 |
20 |
621-0 |
541-0 |
80-0 |
14.8% |
11-5 |
2.1% |
1% |
False |
True |
20,263 |
40 |
621-0 |
474-4 |
146-4 |
27.0% |
12-0 |
2.2% |
46% |
False |
False |
18,962 |
60 |
621-0 |
455-4 |
165-4 |
30.5% |
10-3 |
1.9% |
52% |
False |
False |
16,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
642-0 |
2.618 |
610-5 |
1.618 |
591-3 |
1.000 |
579-4 |
0.618 |
572-1 |
HIGH |
560-2 |
0.618 |
552-7 |
0.500 |
550-5 |
0.382 |
548-3 |
LOW |
541-0 |
0.618 |
529-1 |
1.000 |
521-6 |
1.618 |
509-7 |
2.618 |
490-5 |
4.250 |
459-2 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
550-5 |
553-0 |
PP |
547-6 |
549-3 |
S1 |
544-7 |
545-5 |
|