CME Pit-Traded Corn Future May 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 |
572-4 |
571-0 |
-1-4 |
-0.3% |
561-2 |
High |
575-4 |
579-2 |
3-6 |
0.7% |
579-2 |
Low |
564-0 |
571-0 |
7-0 |
1.2% |
551-2 |
Close |
563-4 |
580-4 |
17-0 |
3.0% |
580-4 |
Range |
11-4 |
8-2 |
-3-2 |
-28.3% |
28-0 |
ATR |
13-7 |
14-0 |
0-1 |
0.9% |
0-0 |
Volume |
20,506 |
35,933 |
15,427 |
75.2% |
97,857 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-5 |
599-3 |
585-0 |
|
R3 |
593-3 |
591-1 |
582-6 |
|
R2 |
585-1 |
585-1 |
582-0 |
|
R1 |
582-7 |
582-7 |
581-2 |
584-0 |
PP |
576-7 |
576-7 |
576-7 |
577-4 |
S1 |
574-5 |
574-5 |
579-6 |
575-6 |
S2 |
568-5 |
568-5 |
579-0 |
|
S3 |
560-3 |
566-3 |
578-2 |
|
S4 |
552-1 |
558-1 |
576-0 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-3 |
645-3 |
595-7 |
|
R3 |
626-3 |
617-3 |
588-2 |
|
R2 |
598-3 |
598-3 |
585-5 |
|
R1 |
589-3 |
589-3 |
583-1 |
593-7 |
PP |
570-3 |
570-3 |
570-3 |
572-4 |
S1 |
561-3 |
561-3 |
577-7 |
565-7 |
S2 |
542-3 |
542-3 |
575-3 |
|
S3 |
514-3 |
533-3 |
572-6 |
|
S4 |
486-3 |
505-3 |
565-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
579-2 |
551-2 |
28-0 |
4.8% |
8-4 |
1.5% |
104% |
True |
False |
19,571 |
10 |
579-2 |
530-6 |
48-4 |
8.4% |
9-0 |
1.5% |
103% |
True |
False |
20,681 |
20 |
621-0 |
530-6 |
90-2 |
15.5% |
10-6 |
1.9% |
55% |
False |
False |
23,321 |
40 |
621-0 |
530-6 |
90-2 |
15.5% |
11-0 |
1.9% |
55% |
False |
False |
20,512 |
60 |
621-0 |
474-4 |
146-4 |
25.2% |
10-6 |
1.8% |
72% |
False |
False |
18,548 |
80 |
621-0 |
435-4 |
185-4 |
32.0% |
9-5 |
1.7% |
78% |
False |
False |
15,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-2 |
2.618 |
600-7 |
1.618 |
592-5 |
1.000 |
587-4 |
0.618 |
584-3 |
HIGH |
579-2 |
0.618 |
576-1 |
0.500 |
575-1 |
0.382 |
574-1 |
LOW |
571-0 |
0.618 |
565-7 |
1.000 |
562-6 |
1.618 |
557-5 |
2.618 |
549-3 |
4.250 |
536-0 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
578-6 |
577-2 |
PP |
576-7 |
574-1 |
S1 |
575-1 |
570-7 |
|