CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
536-4 |
539-4 |
3-0 |
0.6% |
523-0 |
High |
537-0 |
552-4 |
15-4 |
2.9% |
539-6 |
Low |
530-0 |
539-2 |
9-2 |
1.7% |
507-0 |
Close |
530-0 |
551-6 |
21-6 |
4.1% |
538-2 |
Range |
7-0 |
13-2 |
6-2 |
89.3% |
32-6 |
ATR |
15-0 |
15-4 |
0-4 |
3.6% |
0-0 |
Volume |
55,851 |
47,158 |
-8,693 |
-15.6% |
587,902 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
587-5 |
582-7 |
559-0 |
|
R3 |
574-3 |
569-5 |
555-3 |
|
R2 |
561-1 |
561-1 |
554-1 |
|
R1 |
556-3 |
556-3 |
553-0 |
558-6 |
PP |
547-7 |
547-7 |
547-7 |
549-0 |
S1 |
543-1 |
543-1 |
550-4 |
545-4 |
S2 |
534-5 |
534-5 |
549-3 |
|
S3 |
521-3 |
529-7 |
548-1 |
|
S4 |
508-1 |
516-5 |
544-4 |
|
|
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 |
552-4 |
530-0 |
22-4 |
4.1% |
6-7 |
1.3% |
97% |
True |
False |
90,896 |
10 |
552-4 |
507-0 |
45-4 |
8.2% |
10-7 |
2.0% |
98% |
True |
False |
141,361 |
20 |
603-4 |
507-0 |
96-4 |
17.5% |
12-6 |
2.3% |
46% |
False |
False |
184,232 |
40 |
603-4 |
487-4 |
116-0 |
21.0% |
12-4 |
2.3% |
55% |
False |
False |
182,880 |
60 |
603-4 |
456-0 |
147-4 |
26.7% |
12-5 |
2.3% |
65% |
False |
False |
189,955 |
80 |
603-4 |
406-0 |
197-4 |
35.8% |
11-6 |
2.1% |
74% |
False |
False |
184,003 |
100 |
603-4 |
375-6 |
227-6 |
41.3% |
11-3 |
2.1% |
77% |
False |
False |
174,266 |
120 |
603-4 |
343-2 |
260-2 |
47.2% |
10-5 |
1.9% |
80% |
False |
False |
161,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
608-6 |
2.618 |
587-2 |
1.618 |
574-0 |
1.000 |
565-6 |
0.618 |
560-6 |
HIGH |
552-4 |
0.618 |
547-4 |
0.500 |
545-7 |
0.382 |
544-2 |
LOW |
539-2 |
0.618 |
531-0 |
1.000 |
526-0 |
1.618 |
517-6 |
2.618 |
504-4 |
4.250 |
483-0 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
549-6 |
548-2 |
PP |
547-7 |
544-6 |
S1 |
545-7 |
541-2 |
|