CME Pit-Traded Corn Future May 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 |
562-4 |
572-4 |
10-0 |
1.8% |
537-0 |
High |
574-4 |
575-4 |
1-0 |
0.2% |
562-2 |
Low |
562-4 |
564-0 |
1-4 |
0.3% |
530-6 |
Close |
574-2 |
563-4 |
-10-6 |
-1.9% |
560-6 |
Range |
12-0 |
11-4 |
-0-4 |
-4.2% |
31-4 |
ATR |
14-1 |
13-7 |
-0-1 |
-1.3% |
0-0 |
Volume |
16,134 |
20,506 |
4,372 |
27.1% |
92,582 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
602-1 |
594-3 |
569-7 |
|
R3 |
590-5 |
582-7 |
566-5 |
|
R2 |
579-1 |
579-1 |
565-5 |
|
R1 |
571-3 |
571-3 |
564-4 |
569-4 |
PP |
567-5 |
567-5 |
567-5 |
566-6 |
S1 |
559-7 |
559-7 |
562-4 |
558-0 |
S2 |
556-1 |
556-1 |
561-3 |
|
S3 |
544-5 |
548-3 |
560-3 |
|
S4 |
533-1 |
536-7 |
557-1 |
|
|
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 |
575-4 |
551-2 |
24-2 |
4.3% |
6-7 |
1.2% |
51% |
True |
False |
17,415 |
10 |
575-4 |
530-6 |
44-6 |
7.9% |
8-6 |
1.5% |
73% |
True |
False |
20,271 |
20 |
621-0 |
530-6 |
90-2 |
16.0% |
10-5 |
1.9% |
36% |
False |
False |
22,167 |
40 |
621-0 |
506-4 |
114-4 |
20.3% |
11-0 |
2.0% |
50% |
False |
False |
19,898 |
60 |
621-0 |
474-4 |
146-4 |
26.0% |
10-6 |
1.9% |
61% |
False |
False |
18,150 |
80 |
621-0 |
428-2 |
192-6 |
34.2% |
9-5 |
1.7% |
70% |
False |
False |
15,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
624-3 |
2.618 |
605-5 |
1.618 |
594-1 |
1.000 |
587-0 |
0.618 |
582-5 |
HIGH |
575-4 |
0.618 |
571-1 |
0.500 |
569-6 |
0.382 |
568-3 |
LOW |
564-0 |
0.618 |
556-7 |
1.000 |
552-4 |
1.618 |
545-3 |
2.618 |
533-7 |
4.250 |
515-1 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
569-6 |
563-4 |
PP |
567-5 |
563-3 |
S1 |
565-5 |
563-3 |
|