CME Pit-Traded Corn Future July 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 |
547-0 |
534-6 |
-12-2 |
-2.2% |
567-2 |
High |
547-2 |
557-0 |
9-6 |
1.8% |
586-0 |
Low |
538-0 |
534-6 |
-3-2 |
-0.6% |
545-0 |
Close |
540-6 |
554-4 |
13-6 |
2.5% |
545-6 |
Range |
9-2 |
22-2 |
13-0 |
140.5% |
41-0 |
ATR |
15-3 |
15-7 |
0-4 |
3.2% |
0-0 |
Volume |
41,392 |
40,978 |
-414 |
-1.0% |
207,289 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-4 |
607-2 |
566-6 |
|
R3 |
593-2 |
585-0 |
560-5 |
|
R2 |
571-0 |
571-0 |
558-5 |
|
R1 |
562-6 |
562-6 |
556-4 |
566-7 |
PP |
548-6 |
548-6 |
548-6 |
550-6 |
S1 |
540-4 |
540-4 |
552-4 |
544-5 |
S2 |
526-4 |
526-4 |
550-3 |
|
S3 |
504-2 |
518-2 |
548-3 |
|
S4 |
482-0 |
496-0 |
542-2 |
|
|
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 |
534-6 |
32-6 |
5.9% |
12-5 |
2.3% |
60% |
False |
True |
41,546 |
10 |
597-4 |
534-6 |
62-6 |
11.3% |
13-3 |
2.4% |
31% |
False |
True |
46,155 |
20 |
625-0 |
534-6 |
90-2 |
16.3% |
11-4 |
2.1% |
22% |
False |
True |
37,772 |
40 |
625-0 |
479-0 |
146-0 |
26.3% |
11-5 |
2.1% |
52% |
False |
False |
35,416 |
60 |
625-0 |
463-4 |
161-4 |
29.1% |
10-2 |
1.9% |
56% |
False |
False |
32,023 |
80 |
625-0 |
427-4 |
197-4 |
35.6% |
9-4 |
1.7% |
64% |
False |
False |
27,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-4 |
2.618 |
615-2 |
1.618 |
593-0 |
1.000 |
579-2 |
0.618 |
570-6 |
HIGH |
557-0 |
0.618 |
548-4 |
0.500 |
545-7 |
0.382 |
543-2 |
LOW |
534-6 |
0.618 |
521-0 |
1.000 |
512-4 |
1.618 |
498-6 |
2.618 |
476-4 |
4.250 |
440-2 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
551-5 |
552-3 |
PP |
548-6 |
550-1 |
S1 |
545-7 |
548-0 |
|