CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
536-0 |
539-0 |
3-0 |
0.6% |
523-0 |
| High |
539-6 |
540-4 |
0-6 |
0.1% |
539-6 |
| Low |
536-0 |
535-6 |
-0-2 |
0.0% |
507-0 |
| Close |
538-2 |
538-2 |
0-0 |
0.0% |
538-2 |
| Range |
3-6 |
4-6 |
1-0 |
26.7% |
32-6 |
| ATR |
16-3 |
15-4 |
-0-7 |
-5.1% |
0-0 |
| Volume |
80,140 |
146,444 |
66,304 |
82.7% |
587,902 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
552-3 |
550-1 |
540-7 |
|
| R3 |
547-5 |
545-3 |
539-4 |
|
| R2 |
542-7 |
542-7 |
539-1 |
|
| R1 |
540-5 |
540-5 |
538-5 |
539-3 |
| PP |
538-1 |
538-1 |
538-1 |
537-4 |
| S1 |
535-7 |
535-7 |
537-7 |
534-5 |
| S2 |
533-3 |
533-3 |
537-3 |
|
| S3 |
528-5 |
531-1 |
537-0 |
|
| S4 |
523-7 |
526-3 |
535-5 |
|
|
| 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 |
540-4 |
507-0 |
33-4 |
6.2% |
9-7 |
1.8% |
93% |
True |
False |
146,869 |
| 10 |
566-0 |
507-0 |
59-0 |
11.0% |
12-7 |
2.4% |
53% |
False |
False |
177,252 |
| 20 |
603-4 |
507-0 |
96-4 |
17.9% |
12-7 |
2.4% |
32% |
False |
False |
195,291 |
| 40 |
603-4 |
456-0 |
147-4 |
27.4% |
12-6 |
2.4% |
56% |
False |
False |
190,680 |
| 60 |
603-4 |
446-0 |
157-4 |
29.3% |
12-6 |
2.4% |
59% |
False |
False |
195,347 |
| 80 |
603-4 |
406-0 |
197-4 |
36.7% |
11-6 |
2.2% |
67% |
False |
False |
188,394 |
| 100 |
603-4 |
375-6 |
227-6 |
42.3% |
11-2 |
2.1% |
71% |
False |
False |
175,865 |
| 120 |
603-4 |
343-2 |
260-2 |
48.4% |
10-4 |
2.0% |
75% |
False |
False |
161,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
560-6 |
|
2.618 |
552-7 |
|
1.618 |
548-1 |
|
1.000 |
545-2 |
|
0.618 |
543-3 |
|
HIGH |
540-4 |
|
0.618 |
538-5 |
|
0.500 |
538-1 |
|
0.382 |
537-5 |
|
LOW |
535-6 |
|
0.618 |
532-7 |
|
1.000 |
531-0 |
|
1.618 |
528-1 |
|
2.618 |
523-3 |
|
4.250 |
515-4 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
538-2 |
537-7 |
| PP |
538-1 |
537-4 |
| S1 |
538-1 |
537-1 |
|