CME Pit-Traded Corn Future December 2010
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 |
535-0 |
523-0 |
-12-0 |
-2.2% |
544-6 |
High |
539-0 |
523-4 |
-15-4 |
-2.9% |
566-0 |
Low |
518-4 |
512-4 |
-6-0 |
-1.2% |
518-4 |
Close |
520-6 |
515-2 |
-5-4 |
-1.1% |
520-6 |
Range |
20-4 |
11-0 |
-9-4 |
-46.3% |
47-4 |
ATR |
17-7 |
17-3 |
-0-4 |
-2.7% |
0-0 |
Volume |
187,918 |
191,847 |
3,929 |
2.1% |
1,038,175 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
550-1 |
543-5 |
521-2 |
|
R3 |
539-1 |
532-5 |
518-2 |
|
R2 |
528-1 |
528-1 |
517-2 |
|
R1 |
521-5 |
521-5 |
516-2 |
519-3 |
PP |
517-1 |
517-1 |
517-1 |
516-0 |
S1 |
510-5 |
510-5 |
514-2 |
508-3 |
S2 |
506-1 |
506-1 |
513-2 |
|
S3 |
495-1 |
499-5 |
512-2 |
|
S4 |
484-1 |
488-5 |
509-2 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-5 |
646-5 |
546-7 |
|
R3 |
630-1 |
599-1 |
533-6 |
|
R2 |
582-5 |
582-5 |
529-4 |
|
R1 |
551-5 |
551-5 |
525-1 |
543-3 |
PP |
535-1 |
535-1 |
535-1 |
531-0 |
S1 |
504-1 |
504-1 |
516-3 |
495-7 |
S2 |
487-5 |
487-5 |
512-0 |
|
S3 |
440-1 |
456-5 |
507-6 |
|
S4 |
392-5 |
409-1 |
494-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
545-0 |
512-4 |
32-4 |
6.3% |
13-7 |
2.7% |
8% |
False |
True |
204,662 |
10 |
603-4 |
512-4 |
91-0 |
17.7% |
16-4 |
3.2% |
3% |
False |
True |
231,237 |
20 |
603-4 |
512-4 |
91-0 |
17.7% |
13-3 |
2.6% |
3% |
False |
True |
201,152 |
40 |
603-4 |
456-0 |
147-4 |
28.6% |
13-5 |
2.6% |
40% |
False |
False |
200,942 |
60 |
603-4 |
438-0 |
165-4 |
32.1% |
12-3 |
2.4% |
47% |
False |
False |
197,902 |
80 |
603-4 |
399-4 |
204-0 |
39.6% |
12-0 |
2.3% |
57% |
False |
False |
189,431 |
100 |
603-4 |
375-6 |
227-6 |
44.2% |
11-1 |
2.2% |
61% |
False |
False |
175,323 |
120 |
603-4 |
343-2 |
260-2 |
50.5% |
10-3 |
2.0% |
66% |
False |
False |
158,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
570-2 |
2.618 |
552-2 |
1.618 |
541-2 |
1.000 |
534-4 |
0.618 |
530-2 |
HIGH |
523-4 |
0.618 |
519-2 |
0.500 |
518-0 |
0.382 |
516-6 |
LOW |
512-4 |
0.618 |
505-6 |
1.000 |
501-4 |
1.618 |
494-6 |
2.618 |
483-6 |
4.250 |
465-6 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
518-0 |
528-6 |
PP |
517-1 |
524-2 |
S1 |
516-1 |
519-6 |
|