CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
539-4 |
551-0 |
11-4 |
2.1% |
523-0 |
High |
552-4 |
552-0 |
-0-4 |
-0.1% |
539-6 |
Low |
539-2 |
540-6 |
1-4 |
0.3% |
507-0 |
Close |
551-6 |
540-6 |
-11-0 |
-2.0% |
538-2 |
Range |
13-2 |
11-2 |
-2-0 |
-15.1% |
32-6 |
ATR |
15-4 |
15-2 |
-0-2 |
-2.0% |
0-0 |
Volume |
47,158 |
33,566 |
-13,592 |
-28.8% |
587,902 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
578-2 |
570-6 |
547-0 |
|
R3 |
567-0 |
559-4 |
543-7 |
|
R2 |
555-6 |
555-6 |
542-6 |
|
R1 |
548-2 |
548-2 |
541-6 |
546-3 |
PP |
544-4 |
544-4 |
544-4 |
543-4 |
S1 |
537-0 |
537-0 |
539-6 |
535-1 |
S2 |
533-2 |
533-2 |
538-6 |
|
S3 |
522-0 |
525-6 |
537-5 |
|
S4 |
510-6 |
514-4 |
534-4 |
|
|
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 |
4.2% |
8-0 |
1.5% |
48% |
False |
False |
72,631 |
10 |
552-4 |
507-0 |
45-4 |
8.4% |
10-7 |
2.0% |
74% |
False |
False |
120,756 |
20 |
603-4 |
507-0 |
96-4 |
17.8% |
12-5 |
2.3% |
35% |
False |
False |
176,612 |
40 |
603-4 |
492-2 |
111-2 |
20.6% |
12-5 |
2.3% |
44% |
False |
False |
180,232 |
60 |
603-4 |
456-0 |
147-4 |
27.3% |
12-5 |
2.3% |
57% |
False |
False |
188,026 |
80 |
603-4 |
406-0 |
197-4 |
36.5% |
11-6 |
2.2% |
68% |
False |
False |
182,321 |
100 |
603-4 |
375-6 |
227-6 |
42.1% |
11-3 |
2.1% |
72% |
False |
False |
173,790 |
120 |
603-4 |
343-2 |
260-2 |
48.1% |
10-5 |
2.0% |
76% |
False |
False |
161,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
599-6 |
2.618 |
581-4 |
1.618 |
570-2 |
1.000 |
563-2 |
0.618 |
559-0 |
HIGH |
552-0 |
0.618 |
547-6 |
0.500 |
546-3 |
0.382 |
545-0 |
LOW |
540-6 |
0.618 |
533-6 |
1.000 |
529-4 |
1.618 |
522-4 |
2.618 |
511-2 |
4.250 |
493-0 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
546-3 |
541-2 |
PP |
544-4 |
541-1 |
S1 |
542-5 |
540-7 |
|