CME Pit-Traded Corn Future March 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 |
537-0 |
522-4 |
-14-4 |
-2.7% |
557-0 |
High |
537-4 |
545-0 |
7-4 |
1.4% |
579-0 |
Low |
526-0 |
520-6 |
-5-2 |
-1.0% |
532-4 |
Close |
529-2 |
543-0 |
13-6 |
2.6% |
534-6 |
Range |
11-4 |
24-2 |
12-6 |
110.9% |
46-4 |
ATR |
16-6 |
17-2 |
0-4 |
3.2% |
0-0 |
Volume |
147,123 |
143,584 |
-3,539 |
-2.4% |
775,782 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-0 |
600-2 |
556-3 |
|
R3 |
584-6 |
576-0 |
549-5 |
|
R2 |
560-4 |
560-4 |
547-4 |
|
R1 |
551-6 |
551-6 |
545-2 |
556-1 |
PP |
536-2 |
536-2 |
536-2 |
538-4 |
S1 |
527-4 |
527-4 |
540-6 |
531-7 |
S2 |
512-0 |
512-0 |
538-4 |
|
S3 |
487-6 |
503-2 |
536-3 |
|
S4 |
463-4 |
479-0 |
529-5 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-2 |
658-0 |
560-3 |
|
R3 |
641-6 |
611-4 |
547-4 |
|
R2 |
595-2 |
595-2 |
543-2 |
|
R1 |
565-0 |
565-0 |
539-0 |
556-7 |
PP |
548-6 |
548-6 |
548-6 |
544-6 |
S1 |
518-4 |
518-4 |
530-4 |
510-3 |
S2 |
502-2 |
502-2 |
526-2 |
|
S3 |
455-6 |
472-0 |
522-0 |
|
S4 |
409-2 |
425-4 |
509-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
559-0 |
520-6 |
38-2 |
7.0% |
14-7 |
2.7% |
58% |
False |
True |
152,673 |
10 |
586-4 |
520-6 |
65-6 |
12.1% |
15-2 |
2.8% |
34% |
False |
True |
154,589 |
20 |
617-4 |
520-6 |
96-6 |
17.8% |
13-3 |
2.5% |
23% |
False |
True |
113,788 |
40 |
617-4 |
468-0 |
149-4 |
27.5% |
13-2 |
2.4% |
50% |
False |
False |
91,217 |
60 |
617-4 |
452-0 |
165-4 |
30.5% |
12-0 |
2.2% |
55% |
False |
False |
79,398 |
80 |
617-4 |
412-6 |
204-6 |
37.7% |
11-1 |
2.1% |
64% |
False |
False |
66,361 |
100 |
617-4 |
390-4 |
227-0 |
41.8% |
10-2 |
1.9% |
67% |
False |
False |
55,936 |
120 |
617-4 |
356-6 |
260-6 |
48.0% |
9-3 |
1.7% |
71% |
False |
False |
47,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-0 |
2.618 |
608-4 |
1.618 |
584-2 |
1.000 |
569-2 |
0.618 |
560-0 |
HIGH |
545-0 |
0.618 |
535-6 |
0.500 |
532-7 |
0.382 |
530-0 |
LOW |
520-6 |
0.618 |
505-6 |
1.000 |
496-4 |
1.618 |
481-4 |
2.618 |
457-2 |
4.250 |
417-6 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
539-5 |
541-0 |
PP |
536-2 |
539-1 |
S1 |
532-7 |
537-1 |
|