CME Pit-Traded Corn Future March 2011
| 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 |
554-0 |
565-0 |
11-0 |
2.0% |
537-0 |
| High |
566-6 |
567-6 |
1-0 |
0.2% |
555-2 |
| Low |
554-0 |
555-2 |
1-2 |
0.2% |
520-6 |
| Close |
566-2 |
555-4 |
-10-6 |
-1.9% |
553-0 |
| Range |
12-6 |
12-4 |
-0-2 |
-2.0% |
34-4 |
| ATR |
15-3 |
15-1 |
-0-2 |
-1.3% |
0-0 |
| Volume |
148,353 |
191,340 |
42,987 |
29.0% |
602,912 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
597-0 |
588-6 |
562-3 |
|
| R3 |
584-4 |
576-2 |
559-0 |
|
| R2 |
572-0 |
572-0 |
557-6 |
|
| R1 |
563-6 |
563-6 |
556-5 |
561-5 |
| PP |
559-4 |
559-4 |
559-4 |
558-4 |
| S1 |
551-2 |
551-2 |
554-3 |
549-1 |
| S2 |
547-0 |
547-0 |
553-2 |
|
| S3 |
534-4 |
538-6 |
552-0 |
|
| S4 |
522-0 |
526-2 |
548-5 |
|
|
| 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 |
567-6 |
543-4 |
24-2 |
4.4% |
8-6 |
1.6% |
49% |
True |
False |
150,427 |
| 10 |
567-6 |
520-6 |
47-0 |
8.5% |
11-3 |
2.1% |
74% |
True |
False |
152,979 |
| 20 |
617-4 |
520-6 |
96-6 |
17.4% |
12-5 |
2.3% |
36% |
False |
False |
140,445 |
| 40 |
617-4 |
502-0 |
115-4 |
20.8% |
12-2 |
2.2% |
46% |
False |
False |
105,242 |
| 60 |
617-4 |
468-0 |
149-4 |
26.9% |
12-1 |
2.2% |
59% |
False |
False |
90,403 |
| 80 |
617-4 |
420-0 |
197-4 |
35.6% |
11-0 |
2.0% |
69% |
False |
False |
76,102 |
| 100 |
617-4 |
390-4 |
227-0 |
40.9% |
10-4 |
1.9% |
73% |
False |
False |
64,570 |
| 120 |
617-4 |
356-6 |
260-6 |
46.9% |
9-5 |
1.7% |
76% |
False |
False |
55,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
620-7 |
|
2.618 |
600-4 |
|
1.618 |
588-0 |
|
1.000 |
580-2 |
|
0.618 |
575-4 |
|
HIGH |
567-6 |
|
0.618 |
563-0 |
|
0.500 |
561-4 |
|
0.382 |
560-0 |
|
LOW |
555-2 |
|
0.618 |
547-4 |
|
1.000 |
542-6 |
|
1.618 |
535-0 |
|
2.618 |
522-4 |
|
4.250 |
502-1 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
561-4 |
555-5 |
| PP |
559-4 |
555-5 |
| S1 |
557-4 |
555-4 |
|