CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
539-0 |
536-4 |
-2-4 |
-0.5% |
523-0 |
High |
540-4 |
537-0 |
-3-4 |
-0.6% |
539-6 |
Low |
535-6 |
530-0 |
-5-6 |
-1.1% |
507-0 |
Close |
538-2 |
530-0 |
-8-2 |
-1.5% |
538-2 |
Range |
4-6 |
7-0 |
2-2 |
47.4% |
32-6 |
ATR |
15-4 |
15-0 |
-0-4 |
-3.3% |
0-0 |
Volume |
146,444 |
55,851 |
-90,593 |
-61.9% |
587,902 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
553-3 |
548-5 |
533-7 |
|
R3 |
546-3 |
541-5 |
531-7 |
|
R2 |
539-3 |
539-3 |
531-2 |
|
R1 |
534-5 |
534-5 |
530-5 |
533-4 |
PP |
532-3 |
532-3 |
532-3 |
531-6 |
S1 |
527-5 |
527-5 |
529-3 |
526-4 |
S2 |
525-3 |
525-3 |
528-6 |
|
S3 |
518-3 |
520-5 |
528-1 |
|
S4 |
511-3 |
513-5 |
526-1 |
|
|
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 |
6.3% |
9-0 |
1.7% |
69% |
False |
False |
119,670 |
10 |
545-0 |
507-0 |
38-0 |
7.2% |
11-4 |
2.2% |
61% |
False |
False |
162,166 |
20 |
603-4 |
507-0 |
96-4 |
18.2% |
12-5 |
2.4% |
24% |
False |
False |
190,390 |
40 |
603-4 |
478-2 |
125-2 |
23.6% |
12-4 |
2.4% |
41% |
False |
False |
186,850 |
60 |
603-4 |
456-0 |
147-4 |
27.8% |
12-4 |
2.4% |
50% |
False |
False |
194,331 |
80 |
603-4 |
406-0 |
197-4 |
37.3% |
11-5 |
2.2% |
63% |
False |
False |
185,605 |
100 |
603-4 |
375-6 |
227-6 |
43.0% |
11-2 |
2.1% |
68% |
False |
False |
174,837 |
120 |
603-4 |
343-2 |
260-2 |
49.1% |
10-4 |
2.0% |
72% |
False |
False |
161,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
566-6 |
2.618 |
555-3 |
1.618 |
548-3 |
1.000 |
544-0 |
0.618 |
541-3 |
HIGH |
537-0 |
0.618 |
534-3 |
0.500 |
533-4 |
0.382 |
532-5 |
LOW |
530-0 |
0.618 |
525-5 |
1.000 |
523-0 |
1.618 |
518-5 |
2.618 |
511-5 |
4.250 |
500-2 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
533-4 |
535-2 |
PP |
532-3 |
533-4 |
S1 |
531-1 |
531-6 |
|