CME Pit-Traded Corn Future May 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 |
531-0 |
557-4 |
26-4 |
5.0% |
564-0 |
High |
553-0 |
561-6 |
8-6 |
1.6% |
583-2 |
Low |
530-6 |
557-4 |
26-6 |
5.0% |
541-0 |
Close |
550-6 |
561-4 |
10-6 |
2.0% |
542-0 |
Range |
22-2 |
4-2 |
-18-0 |
-80.9% |
42-2 |
ATR |
16-0 |
15-5 |
-0-3 |
-2.2% |
0-0 |
Volume |
17,137 |
20,088 |
2,951 |
17.2% |
118,097 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
573-0 |
571-4 |
563-7 |
|
R3 |
568-6 |
567-2 |
562-5 |
|
R2 |
564-4 |
564-4 |
562-2 |
|
R1 |
563-0 |
563-0 |
561-7 |
563-6 |
PP |
560-2 |
560-2 |
560-2 |
560-5 |
S1 |
558-6 |
558-6 |
561-1 |
559-4 |
S2 |
556-0 |
556-0 |
560-6 |
|
S3 |
551-6 |
554-4 |
560-3 |
|
S4 |
547-4 |
550-2 |
559-1 |
|
|
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 |
6.1% |
10-5 |
1.9% |
90% |
False |
False |
23,127 |
10 |
591-2 |
530-6 |
60-4 |
10.8% |
13-1 |
2.3% |
51% |
False |
False |
23,492 |
20 |
621-0 |
530-6 |
90-2 |
16.1% |
11-2 |
2.0% |
34% |
False |
False |
21,150 |
40 |
621-0 |
474-4 |
146-4 |
26.1% |
11-6 |
2.1% |
59% |
False |
False |
19,699 |
60 |
621-0 |
464-0 |
157-0 |
28.0% |
10-5 |
1.9% |
62% |
False |
False |
17,608 |
80 |
621-0 |
428-2 |
192-6 |
34.3% |
9-5 |
1.7% |
69% |
False |
False |
14,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
579-6 |
2.618 |
572-7 |
1.618 |
568-5 |
1.000 |
566-0 |
0.618 |
564-3 |
HIGH |
561-6 |
0.618 |
560-1 |
0.500 |
559-5 |
0.382 |
559-1 |
LOW |
557-4 |
0.618 |
554-7 |
1.000 |
553-2 |
1.618 |
550-5 |
2.618 |
546-3 |
4.250 |
539-4 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
560-7 |
556-3 |
PP |
560-2 |
551-3 |
S1 |
559-5 |
546-2 |
|