CME Pit-Traded Corn Future May 2011
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 |
559-2 |
562-4 |
3-2 |
0.6% |
537-0 |
High |
559-2 |
574-4 |
15-2 |
2.7% |
562-2 |
Low |
551-2 |
562-4 |
11-2 |
2.0% |
530-6 |
Close |
551-4 |
574-2 |
22-6 |
4.1% |
560-6 |
Range |
8-0 |
12-0 |
4-0 |
50.0% |
31-4 |
ATR |
13-3 |
14-1 |
0-5 |
5.1% |
0-0 |
Volume |
17,444 |
16,134 |
-1,310 |
-7.5% |
92,582 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
606-3 |
602-3 |
580-7 |
|
R3 |
594-3 |
590-3 |
577-4 |
|
R2 |
582-3 |
582-3 |
576-4 |
|
R1 |
578-3 |
578-3 |
575-3 |
580-3 |
PP |
570-3 |
570-3 |
570-3 |
571-4 |
S1 |
566-3 |
566-3 |
573-1 |
568-3 |
S2 |
558-3 |
558-3 |
572-0 |
|
S3 |
546-3 |
554-3 |
571-0 |
|
S4 |
534-3 |
542-3 |
567-5 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-6 |
634-6 |
578-1 |
|
R3 |
614-2 |
603-2 |
569-3 |
|
R2 |
582-6 |
582-6 |
566-4 |
|
R1 |
571-6 |
571-6 |
563-5 |
577-2 |
PP |
551-2 |
551-2 |
551-2 |
554-0 |
S1 |
540-2 |
540-2 |
557-7 |
545-6 |
S2 |
519-6 |
519-6 |
555-0 |
|
S3 |
488-2 |
508-6 |
552-1 |
|
S4 |
456-6 |
477-2 |
543-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
574-4 |
551-2 |
23-2 |
4.0% |
5-3 |
0.9% |
99% |
True |
False |
17,331 |
10 |
574-4 |
530-6 |
43-6 |
7.6% |
8-4 |
1.5% |
99% |
True |
False |
20,563 |
20 |
621-0 |
530-6 |
90-2 |
15.7% |
10-6 |
1.9% |
48% |
False |
False |
21,923 |
40 |
621-0 |
504-6 |
116-2 |
20.2% |
10-6 |
1.9% |
60% |
False |
False |
19,829 |
60 |
621-0 |
474-4 |
146-4 |
25.5% |
10-4 |
1.8% |
68% |
False |
False |
18,010 |
80 |
621-0 |
428-2 |
192-6 |
33.6% |
9-4 |
1.6% |
76% |
False |
False |
15,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
625-4 |
2.618 |
605-7 |
1.618 |
593-7 |
1.000 |
586-4 |
0.618 |
581-7 |
HIGH |
574-4 |
0.618 |
569-7 |
0.500 |
568-4 |
0.382 |
567-1 |
LOW |
562-4 |
0.618 |
555-1 |
1.000 |
550-4 |
1.618 |
543-1 |
2.618 |
531-1 |
4.250 |
511-4 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
572-3 |
570-4 |
PP |
570-3 |
566-5 |
S1 |
568-4 |
562-7 |
|