CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
534-4 |
536-0 |
1-4 |
0.3% |
523-0 |
High |
539-4 |
539-6 |
0-2 |
0.0% |
539-6 |
Low |
533-6 |
536-0 |
2-2 |
0.4% |
507-0 |
Close |
538-6 |
538-2 |
-0-4 |
-0.1% |
538-2 |
Range |
5-6 |
3-6 |
-2-0 |
-34.8% |
32-6 |
ATR |
17-3 |
16-3 |
-1-0 |
-5.6% |
0-0 |
Volume |
124,891 |
80,140 |
-44,751 |
-35.8% |
587,902 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
549-2 |
547-4 |
540-2 |
|
R3 |
545-4 |
543-6 |
539-2 |
|
R2 |
541-6 |
541-6 |
539-0 |
|
R1 |
540-0 |
540-0 |
538-5 |
540-7 |
PP |
538-0 |
538-0 |
538-0 |
538-4 |
S1 |
536-2 |
536-2 |
537-7 |
537-1 |
S2 |
534-2 |
534-2 |
537-4 |
|
S3 |
530-4 |
532-4 |
537-2 |
|
S4 |
526-6 |
528-6 |
536-2 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
626-5 |
615-1 |
556-2 |
|
R3 |
593-7 |
582-3 |
547-2 |
|
R2 |
561-1 |
561-1 |
544-2 |
|
R1 |
549-5 |
549-5 |
541-2 |
555-3 |
PP |
528-3 |
528-3 |
528-3 |
531-2 |
S1 |
516-7 |
516-7 |
535-2 |
522-5 |
S2 |
495-5 |
495-5 |
532-2 |
|
S3 |
462-7 |
484-1 |
529-2 |
|
S4 |
430-1 |
451-3 |
520-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
539-6 |
507-0 |
32-6 |
6.1% |
13-0 |
2.4% |
95% |
True |
False |
155,164 |
10 |
566-0 |
507-0 |
59-0 |
11.0% |
14-4 |
2.7% |
53% |
False |
False |
188,476 |
20 |
603-4 |
507-0 |
96-4 |
17.9% |
13-1 |
2.4% |
32% |
False |
False |
194,374 |
40 |
603-4 |
456-0 |
147-4 |
27.4% |
13-1 |
2.4% |
56% |
False |
False |
194,375 |
60 |
603-4 |
443-4 |
160-0 |
29.7% |
12-6 |
2.4% |
59% |
False |
False |
195,348 |
80 |
603-4 |
406-0 |
197-4 |
36.7% |
12-0 |
2.2% |
67% |
False |
False |
188,378 |
100 |
603-4 |
375-6 |
227-6 |
42.3% |
11-2 |
2.1% |
71% |
False |
False |
175,502 |
120 |
603-4 |
343-2 |
260-2 |
48.4% |
10-4 |
2.0% |
75% |
False |
False |
160,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
555-6 |
2.618 |
549-5 |
1.618 |
545-7 |
1.000 |
543-4 |
0.618 |
542-1 |
HIGH |
539-6 |
0.618 |
538-3 |
0.500 |
537-7 |
0.382 |
537-3 |
LOW |
536-0 |
0.618 |
533-5 |
1.000 |
532-2 |
1.618 |
529-7 |
2.618 |
526-1 |
4.250 |
520-0 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
538-1 |
533-2 |
PP |
538-0 |
528-3 |
S1 |
537-7 |
523-3 |
|