CME Pit-Traded Corn Future July 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 |
555-4 |
567-0 |
11-4 |
2.1% |
547-0 |
High |
555-4 |
578-4 |
23-0 |
4.1% |
566-0 |
Low |
555-4 |
567-0 |
11-4 |
2.1% |
534-6 |
Close |
555-4 |
578-2 |
22-6 |
4.1% |
564-2 |
Range |
0-0 |
11-4 |
11-4 |
|
31-2 |
ATR |
13-4 |
14-1 |
0-5 |
5.0% |
0-0 |
Volume |
23,423 |
22,533 |
-890 |
-3.8% |
149,286 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-1 |
605-1 |
584-5 |
|
R3 |
597-5 |
593-5 |
581-3 |
|
R2 |
586-1 |
586-1 |
580-3 |
|
R1 |
582-1 |
582-1 |
579-2 |
584-1 |
PP |
574-5 |
574-5 |
574-5 |
575-4 |
S1 |
570-5 |
570-5 |
577-2 |
572-5 |
S2 |
563-1 |
563-1 |
576-1 |
|
S3 |
551-5 |
559-1 |
575-1 |
|
S4 |
540-1 |
547-5 |
571-7 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648-6 |
637-6 |
581-4 |
|
R3 |
617-4 |
606-4 |
572-7 |
|
R2 |
586-2 |
586-2 |
570-0 |
|
R1 |
575-2 |
575-2 |
567-1 |
580-6 |
PP |
555-0 |
555-0 |
555-0 |
557-6 |
S1 |
544-0 |
544-0 |
561-3 |
549-4 |
S2 |
523-6 |
523-6 |
558-4 |
|
S3 |
492-4 |
512-6 |
555-5 |
|
S4 |
461-2 |
481-4 |
547-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
578-4 |
555-4 |
23-0 |
4.0% |
4-6 |
0.8% |
99% |
True |
False |
24,785 |
10 |
578-4 |
534-6 |
43-6 |
7.6% |
8-5 |
1.5% |
99% |
True |
False |
33,166 |
20 |
625-0 |
534-6 |
90-2 |
15.6% |
10-2 |
1.8% |
48% |
False |
False |
37,327 |
40 |
625-0 |
509-2 |
115-6 |
20.0% |
10-2 |
1.8% |
60% |
False |
False |
34,710 |
60 |
625-0 |
479-0 |
146-0 |
25.2% |
10-1 |
1.8% |
68% |
False |
False |
32,237 |
80 |
625-0 |
436-0 |
189-0 |
32.7% |
9-1 |
1.6% |
75% |
False |
False |
28,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
627-3 |
2.618 |
608-5 |
1.618 |
597-1 |
1.000 |
590-0 |
0.618 |
585-5 |
HIGH |
578-4 |
0.618 |
574-1 |
0.500 |
572-6 |
0.382 |
571-3 |
LOW |
567-0 |
0.618 |
559-7 |
1.000 |
555-4 |
1.618 |
548-3 |
2.618 |
536-7 |
4.250 |
518-1 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
576-3 |
574-4 |
PP |
574-5 |
570-6 |
S1 |
572-6 |
567-0 |
|