CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
565-0 |
563-4 |
-1-4 |
-0.3% |
553-2 |
High |
567-6 |
573-4 |
5-6 |
1.0% |
573-4 |
Low |
555-2 |
561-0 |
5-6 |
1.0% |
543-4 |
Close |
555-4 |
573-4 |
18-0 |
3.2% |
573-4 |
Range |
12-4 |
12-4 |
0-0 |
0.0% |
30-0 |
ATR |
15-1 |
15-3 |
0-2 |
1.3% |
0-0 |
Volume |
191,340 |
161,989 |
-29,351 |
-15.3% |
781,230 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
606-7 |
602-5 |
580-3 |
|
R3 |
594-3 |
590-1 |
577-0 |
|
R2 |
581-7 |
581-7 |
575-6 |
|
R1 |
577-5 |
577-5 |
574-5 |
579-6 |
PP |
569-3 |
569-3 |
569-3 |
570-3 |
S1 |
565-1 |
565-1 |
572-3 |
567-2 |
S2 |
556-7 |
556-7 |
571-2 |
|
S3 |
544-3 |
552-5 |
570-0 |
|
S4 |
531-7 |
540-1 |
566-5 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-4 |
643-4 |
590-0 |
|
R3 |
623-4 |
613-4 |
581-6 |
|
R2 |
593-4 |
593-4 |
579-0 |
|
R1 |
583-4 |
583-4 |
576-2 |
588-4 |
PP |
563-4 |
563-4 |
563-4 |
566-0 |
S1 |
553-4 |
553-4 |
570-6 |
558-4 |
S2 |
533-4 |
533-4 |
568-0 |
|
S3 |
503-4 |
523-4 |
565-2 |
|
S4 |
473-4 |
493-4 |
557-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
573-4 |
543-4 |
30-0 |
5.2% |
10-4 |
1.8% |
100% |
True |
False |
156,246 |
10 |
573-4 |
520-6 |
52-6 |
9.2% |
11-7 |
2.1% |
100% |
True |
False |
150,454 |
20 |
617-4 |
520-6 |
96-6 |
16.9% |
13-0 |
2.3% |
55% |
False |
False |
144,707 |
40 |
617-4 |
520-6 |
96-6 |
16.9% |
12-2 |
2.1% |
55% |
False |
False |
108,267 |
60 |
617-4 |
468-0 |
149-4 |
26.1% |
12-1 |
2.1% |
71% |
False |
False |
92,409 |
80 |
617-4 |
426-0 |
191-4 |
33.4% |
11-0 |
1.9% |
77% |
False |
False |
77,820 |
100 |
617-4 |
390-4 |
227-0 |
39.6% |
10-4 |
1.8% |
81% |
False |
False |
66,039 |
120 |
617-4 |
356-6 |
260-6 |
45.5% |
9-5 |
1.7% |
83% |
False |
False |
56,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-5 |
2.618 |
606-2 |
1.618 |
593-6 |
1.000 |
586-0 |
0.618 |
581-2 |
HIGH |
573-4 |
0.618 |
568-6 |
0.500 |
567-2 |
0.382 |
565-6 |
LOW |
561-0 |
0.618 |
553-2 |
1.000 |
548-4 |
1.618 |
540-6 |
2.618 |
528-2 |
4.250 |
507-7 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
571-3 |
570-2 |
PP |
569-3 |
567-0 |
S1 |
567-2 |
563-6 |
|