CME Pit-Traded Corn Future July 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 |
567-0 |
557-0 |
-10-0 |
-1.8% |
567-2 |
High |
567-4 |
561-2 |
-6-2 |
-1.1% |
586-0 |
Low |
562-0 |
545-0 |
-17-0 |
-3.0% |
545-0 |
Close |
565-6 |
545-6 |
-20-0 |
-3.5% |
545-6 |
Range |
5-4 |
16-2 |
10-6 |
195.5% |
41-0 |
ATR |
15-3 |
15-6 |
0-3 |
2.5% |
0-0 |
Volume |
44,053 |
35,471 |
-8,582 |
-19.5% |
207,289 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599-3 |
588-7 |
554-6 |
|
R3 |
583-1 |
572-5 |
550-2 |
|
R2 |
566-7 |
566-7 |
548-6 |
|
R1 |
556-3 |
556-3 |
547-2 |
553-4 |
PP |
550-5 |
550-5 |
550-5 |
549-2 |
S1 |
540-1 |
540-1 |
544-2 |
537-2 |
S2 |
534-3 |
534-3 |
542-6 |
|
S3 |
518-1 |
523-7 |
541-2 |
|
S4 |
501-7 |
507-5 |
536-6 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
681-7 |
654-7 |
568-2 |
|
R3 |
640-7 |
613-7 |
557-0 |
|
R2 |
599-7 |
599-7 |
553-2 |
|
R1 |
572-7 |
572-7 |
549-4 |
565-7 |
PP |
558-7 |
558-7 |
558-7 |
555-4 |
S1 |
531-7 |
531-7 |
542-0 |
524-7 |
S2 |
517-7 |
517-7 |
538-2 |
|
S3 |
476-7 |
490-7 |
534-4 |
|
S4 |
435-7 |
449-7 |
523-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
586-0 |
545-0 |
41-0 |
7.5% |
13-4 |
2.5% |
2% |
False |
True |
41,457 |
10 |
625-0 |
545-0 |
80-0 |
14.7% |
13-2 |
2.4% |
1% |
False |
True |
44,614 |
20 |
625-0 |
545-0 |
80-0 |
14.7% |
10-7 |
2.0% |
1% |
False |
True |
36,504 |
40 |
625-0 |
479-0 |
146-0 |
26.8% |
11-3 |
2.1% |
46% |
False |
False |
34,374 |
60 |
625-0 |
462-0 |
163-0 |
29.9% |
9-7 |
1.8% |
51% |
False |
False |
31,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-2 |
2.618 |
603-6 |
1.618 |
587-4 |
1.000 |
577-4 |
0.618 |
571-2 |
HIGH |
561-2 |
0.618 |
555-0 |
0.500 |
553-1 |
0.382 |
551-2 |
LOW |
545-0 |
0.618 |
535-0 |
1.000 |
528-6 |
1.618 |
518-6 |
2.618 |
502-4 |
4.250 |
476-0 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
553-1 |
556-2 |
PP |
550-5 |
552-6 |
S1 |
548-2 |
549-2 |
|