CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
557-4 |
562-2 |
4-6 |
0.9% |
537-0 |
High |
561-6 |
562-2 |
0-4 |
0.1% |
562-2 |
Low |
557-4 |
562-0 |
4-4 |
0.8% |
530-6 |
Close |
561-4 |
560-6 |
-0-6 |
-0.1% |
560-6 |
Range |
4-2 |
0-2 |
-4-0 |
-94.1% |
31-4 |
ATR |
15-5 |
14-4 |
-1-0 |
-6.8% |
0-0 |
Volume |
20,088 |
25,153 |
5,065 |
25.2% |
92,582 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
562-3 |
561-7 |
560-7 |
|
R3 |
562-1 |
561-5 |
560-7 |
|
R2 |
561-7 |
561-7 |
560-6 |
|
R1 |
561-3 |
561-3 |
560-6 |
561-4 |
PP |
561-5 |
561-5 |
561-5 |
561-6 |
S1 |
561-1 |
561-1 |
560-6 |
561-2 |
S2 |
561-3 |
561-3 |
560-6 |
|
S3 |
561-1 |
560-7 |
560-5 |
|
S4 |
560-7 |
560-5 |
560-5 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-6 |
634-6 |
578-1 |
|
R3 |
614-2 |
603-2 |
569-3 |
|
R2 |
582-6 |
582-6 |
566-4 |
|
R1 |
571-6 |
571-6 |
563-5 |
577-2 |
PP |
551-2 |
551-2 |
551-2 |
554-0 |
S1 |
540-2 |
540-2 |
557-7 |
545-6 |
S2 |
519-6 |
519-6 |
555-0 |
|
S3 |
488-2 |
508-6 |
552-1 |
|
S4 |
456-6 |
477-2 |
543-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
562-2 |
530-6 |
31-4 |
5.6% |
9-4 |
1.7% |
95% |
True |
False |
21,792 |
10 |
583-2 |
530-6 |
52-4 |
9.4% |
12-1 |
2.2% |
57% |
False |
False |
23,805 |
20 |
621-0 |
530-6 |
90-2 |
16.1% |
10-7 |
1.9% |
33% |
False |
False |
21,893 |
40 |
621-0 |
474-4 |
146-4 |
26.1% |
11-3 |
2.0% |
59% |
False |
False |
19,997 |
60 |
621-0 |
464-0 |
157-0 |
28.0% |
10-5 |
1.9% |
62% |
False |
False |
17,923 |
80 |
621-0 |
428-2 |
192-6 |
34.4% |
9-4 |
1.7% |
69% |
False |
False |
14,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
563-2 |
2.618 |
562-7 |
1.618 |
562-5 |
1.000 |
562-4 |
0.618 |
562-3 |
HIGH |
562-2 |
0.618 |
562-1 |
0.500 |
562-1 |
0.382 |
562-1 |
LOW |
562-0 |
0.618 |
561-7 |
1.000 |
561-6 |
1.618 |
561-5 |
2.618 |
561-3 |
4.250 |
561-0 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
562-1 |
556-0 |
PP |
561-5 |
551-2 |
S1 |
561-2 |
546-4 |
|