CME Pit-Traded Corn Future May 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 |
555-0 |
537-0 |
-18-0 |
-3.2% |
564-0 |
High |
560-2 |
538-2 |
-22-0 |
-3.9% |
583-2 |
Low |
541-0 |
537-0 |
-4-0 |
-0.7% |
541-0 |
Close |
542-0 |
537-2 |
-4-6 |
-0.9% |
542-0 |
Range |
19-2 |
1-2 |
-18-0 |
-93.5% |
42-2 |
ATR |
16-2 |
15-4 |
-0-6 |
-4.9% |
0-0 |
Volume |
16,378 |
30,204 |
13,826 |
84.4% |
118,097 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
541-2 |
540-4 |
538-0 |
|
R3 |
540-0 |
539-2 |
537-5 |
|
R2 |
538-6 |
538-6 |
537-4 |
|
R1 |
538-0 |
538-0 |
537-3 |
538-3 |
PP |
537-4 |
537-4 |
537-4 |
537-6 |
S1 |
536-6 |
536-6 |
537-1 |
537-1 |
S2 |
536-2 |
536-2 |
537-0 |
|
S3 |
535-0 |
535-4 |
536-7 |
|
S4 |
533-6 |
534-2 |
536-4 |
|
|
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 |
565-0 |
537-0 |
28-0 |
5.2% |
10-6 |
2.0% |
1% |
False |
True |
24,496 |
10 |
621-0 |
537-0 |
84-0 |
15.6% |
13-7 |
2.6% |
0% |
False |
True |
26,584 |
20 |
621-0 |
537-0 |
84-0 |
15.6% |
11-3 |
2.1% |
0% |
False |
True |
20,879 |
40 |
621-0 |
474-4 |
146-4 |
27.3% |
11-6 |
2.2% |
43% |
False |
False |
19,271 |
60 |
621-0 |
459-2 |
161-6 |
30.1% |
10-2 |
1.9% |
48% |
False |
False |
17,144 |
80 |
621-0 |
421-0 |
200-0 |
37.2% |
9-4 |
1.8% |
58% |
False |
False |
14,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
543-4 |
2.618 |
541-4 |
1.618 |
540-2 |
1.000 |
539-4 |
0.618 |
539-0 |
HIGH |
538-2 |
0.618 |
537-6 |
0.500 |
537-5 |
0.382 |
537-4 |
LOW |
537-0 |
0.618 |
536-2 |
1.000 |
535-6 |
1.618 |
535-0 |
2.618 |
533-6 |
4.250 |
531-6 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
537-5 |
551-0 |
PP |
537-4 |
546-3 |
S1 |
537-3 |
541-7 |
|