CME Pit-Traded Corn Future July 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 |
557-0 |
547-0 |
-10-0 |
-1.8% |
567-2 |
High |
561-2 |
547-2 |
-14-0 |
-2.5% |
586-0 |
Low |
545-0 |
538-0 |
-7-0 |
-1.3% |
545-0 |
Close |
545-6 |
540-6 |
-5-0 |
-0.9% |
545-6 |
Range |
16-2 |
9-2 |
-7-0 |
-43.1% |
41-0 |
ATR |
15-6 |
15-3 |
-0-4 |
-3.0% |
0-0 |
Volume |
35,471 |
41,392 |
5,921 |
16.7% |
207,289 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569-6 |
564-4 |
545-7 |
|
R3 |
560-4 |
555-2 |
543-2 |
|
R2 |
551-2 |
551-2 |
542-4 |
|
R1 |
546-0 |
546-0 |
541-5 |
544-0 |
PP |
542-0 |
542-0 |
542-0 |
541-0 |
S1 |
536-6 |
536-6 |
539-7 |
534-6 |
S2 |
532-6 |
532-6 |
539-0 |
|
S3 |
523-4 |
527-4 |
538-2 |
|
S4 |
514-2 |
518-2 |
535-5 |
|
|
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 |
567-4 |
538-0 |
29-4 |
5.5% |
11-5 |
2.2% |
9% |
False |
True |
40,998 |
10 |
625-0 |
538-0 |
87-0 |
16.1% |
13-6 |
2.5% |
3% |
False |
True |
45,656 |
20 |
625-0 |
538-0 |
87-0 |
16.1% |
11-0 |
2.0% |
3% |
False |
True |
37,091 |
40 |
625-0 |
479-0 |
146-0 |
27.0% |
11-3 |
2.1% |
42% |
False |
False |
34,778 |
60 |
625-0 |
463-4 |
161-4 |
29.9% |
10-0 |
1.8% |
48% |
False |
False |
31,532 |
80 |
625-0 |
427-4 |
197-4 |
36.5% |
9-3 |
1.7% |
57% |
False |
False |
27,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
586-4 |
2.618 |
571-4 |
1.618 |
562-2 |
1.000 |
556-4 |
0.618 |
553-0 |
HIGH |
547-2 |
0.618 |
543-6 |
0.500 |
542-5 |
0.382 |
541-4 |
LOW |
538-0 |
0.618 |
532-2 |
1.000 |
528-6 |
1.618 |
523-0 |
2.618 |
513-6 |
4.250 |
498-6 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
542-5 |
552-6 |
PP |
542-0 |
548-6 |
S1 |
541-3 |
544-6 |
|