CME Pit-Traded Corn Future March 2011
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 |
553-2 |
551-0 |
-2-2 |
-0.4% |
537-0 |
High |
555-6 |
552-6 |
-3-0 |
-0.5% |
555-2 |
Low |
550-4 |
543-4 |
-7-0 |
-1.3% |
520-6 |
Close |
553-2 |
544-0 |
-9-2 |
-1.7% |
553-0 |
Range |
5-2 |
9-2 |
4-0 |
76.2% |
34-4 |
ATR |
15-1 |
14-6 |
-0-3 |
-2.6% |
0-0 |
Volume |
77,878 |
201,670 |
123,792 |
159.0% |
602,912 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574-4 |
568-4 |
549-1 |
|
R3 |
565-2 |
559-2 |
546-4 |
|
R2 |
556-0 |
556-0 |
545-6 |
|
R1 |
550-0 |
550-0 |
544-7 |
548-3 |
PP |
546-6 |
546-6 |
546-6 |
546-0 |
S1 |
540-6 |
540-6 |
543-1 |
539-1 |
S2 |
537-4 |
537-4 |
542-2 |
|
S3 |
528-2 |
531-4 |
541-4 |
|
S4 |
519-0 |
522-2 |
538-7 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-4 |
634-2 |
572-0 |
|
R3 |
612-0 |
599-6 |
562-4 |
|
R2 |
577-4 |
577-4 |
559-3 |
|
R1 |
565-2 |
565-2 |
556-1 |
571-3 |
PP |
543-0 |
543-0 |
543-0 |
546-0 |
S1 |
530-6 |
530-6 |
549-7 |
536-7 |
S2 |
508-4 |
508-4 |
546-5 |
|
S3 |
474-0 |
496-2 |
543-4 |
|
S4 |
439-4 |
461-6 |
534-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
555-6 |
520-6 |
35-0 |
6.4% |
9-6 |
1.8% |
66% |
False |
False |
147,067 |
10 |
559-0 |
520-6 |
38-2 |
7.0% |
11-6 |
2.2% |
61% |
False |
False |
149,872 |
20 |
617-4 |
520-6 |
96-6 |
17.8% |
12-3 |
2.3% |
24% |
False |
False |
130,335 |
40 |
617-4 |
490-0 |
127-4 |
23.4% |
12-0 |
2.2% |
42% |
False |
False |
99,719 |
60 |
617-4 |
468-0 |
149-4 |
27.5% |
11-7 |
2.2% |
51% |
False |
False |
87,137 |
80 |
617-4 |
420-0 |
197-4 |
36.3% |
10-7 |
2.0% |
63% |
False |
False |
72,518 |
100 |
617-4 |
390-4 |
227-0 |
41.7% |
10-2 |
1.9% |
68% |
False |
False |
61,364 |
120 |
617-4 |
356-6 |
260-6 |
47.9% |
9-4 |
1.7% |
72% |
False |
False |
52,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
592-0 |
2.618 |
577-0 |
1.618 |
567-6 |
1.000 |
562-0 |
0.618 |
558-4 |
HIGH |
552-6 |
0.618 |
549-2 |
0.500 |
548-1 |
0.382 |
547-0 |
LOW |
543-4 |
0.618 |
537-6 |
1.000 |
534-2 |
1.618 |
528-4 |
2.618 |
519-2 |
4.250 |
504-2 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
548-1 |
549-5 |
PP |
546-6 |
547-6 |
S1 |
545-3 |
545-7 |
|