CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
537-0 |
531-0 |
-6-0 |
-1.1% |
564-0 |
High |
538-2 |
553-0 |
14-6 |
2.7% |
583-2 |
Low |
537-0 |
530-6 |
-6-2 |
-1.2% |
541-0 |
Close |
537-2 |
550-6 |
13-4 |
2.5% |
542-0 |
Range |
1-2 |
22-2 |
21-0 |
1,680.0% |
42-2 |
ATR |
15-4 |
16-0 |
0-4 |
3.1% |
0-0 |
Volume |
30,204 |
17,137 |
-13,067 |
-43.3% |
118,097 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
611-5 |
603-3 |
563-0 |
|
R3 |
589-3 |
581-1 |
556-7 |
|
R2 |
567-1 |
567-1 |
554-7 |
|
R1 |
558-7 |
558-7 |
552-6 |
563-0 |
PP |
544-7 |
544-7 |
544-7 |
546-7 |
S1 |
536-5 |
536-5 |
548-6 |
540-6 |
S2 |
522-5 |
522-5 |
546-5 |
|
S3 |
500-3 |
514-3 |
544-5 |
|
S4 |
478-1 |
492-1 |
538-4 |
|
|
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 |
530-6 |
34-2 |
6.2% |
11-6 |
2.1% |
58% |
False |
True |
23,794 |
10 |
593-0 |
530-6 |
62-2 |
11.3% |
13-3 |
2.4% |
32% |
False |
True |
25,815 |
20 |
621-0 |
530-6 |
90-2 |
16.4% |
11-6 |
2.1% |
22% |
False |
True |
20,983 |
40 |
621-0 |
474-4 |
146-4 |
26.6% |
12-1 |
2.2% |
52% |
False |
False |
19,387 |
60 |
621-0 |
459-2 |
161-6 |
29.4% |
10-5 |
1.9% |
57% |
False |
False |
17,352 |
80 |
621-0 |
421-0 |
200-0 |
36.3% |
9-5 |
1.7% |
65% |
False |
False |
14,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-4 |
2.618 |
611-2 |
1.618 |
589-0 |
1.000 |
575-2 |
0.618 |
566-6 |
HIGH |
553-0 |
0.618 |
544-4 |
0.500 |
541-7 |
0.382 |
539-2 |
LOW |
530-6 |
0.618 |
517-0 |
1.000 |
508-4 |
1.618 |
494-6 |
2.618 |
472-4 |
4.250 |
436-2 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
547-6 |
549-0 |
PP |
544-7 |
547-2 |
S1 |
541-7 |
545-4 |
|