CME Pit-Traded Corn Future July 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 |
534-6 |
561-6 |
27-0 |
5.0% |
567-2 |
High |
557-0 |
565-4 |
8-4 |
1.5% |
586-0 |
Low |
534-6 |
560-0 |
25-2 |
4.7% |
545-0 |
Close |
554-4 |
565-0 |
10-4 |
1.9% |
545-6 |
Range |
22-2 |
5-4 |
-16-6 |
-75.3% |
41-0 |
ATR |
15-7 |
15-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
40,978 |
32,140 |
-8,838 |
-21.6% |
207,289 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
580-0 |
578-0 |
568-0 |
|
R3 |
574-4 |
572-4 |
566-4 |
|
R2 |
569-0 |
569-0 |
566-0 |
|
R1 |
567-0 |
567-0 |
565-4 |
568-0 |
PP |
563-4 |
563-4 |
563-4 |
564-0 |
S1 |
561-4 |
561-4 |
564-4 |
562-4 |
S2 |
558-0 |
558-0 |
564-0 |
|
S3 |
552-4 |
556-0 |
563-4 |
|
S4 |
547-0 |
550-4 |
562-0 |
|
|
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 |
5.8% |
11-6 |
2.1% |
92% |
False |
False |
38,806 |
10 |
595-6 |
534-6 |
61-0 |
10.8% |
13-3 |
2.4% |
50% |
False |
False |
42,070 |
20 |
625-0 |
534-6 |
90-2 |
16.0% |
11-0 |
1.9% |
34% |
False |
False |
37,972 |
40 |
625-0 |
479-0 |
146-0 |
25.8% |
11-3 |
2.0% |
59% |
False |
False |
35,822 |
60 |
625-0 |
469-2 |
155-6 |
27.6% |
10-2 |
1.8% |
61% |
False |
False |
32,297 |
80 |
625-0 |
436-0 |
189-0 |
33.5% |
9-4 |
1.7% |
68% |
False |
False |
27,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
588-7 |
2.618 |
579-7 |
1.618 |
574-3 |
1.000 |
571-0 |
0.618 |
568-7 |
HIGH |
565-4 |
0.618 |
563-3 |
0.500 |
562-6 |
0.382 |
562-1 |
LOW |
560-0 |
0.618 |
556-5 |
1.000 |
554-4 |
1.618 |
551-1 |
2.618 |
545-5 |
4.250 |
536-5 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
564-2 |
560-0 |
PP |
563-4 |
555-1 |
S1 |
562-6 |
550-1 |
|