CME Pit-Traded Corn Future July 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 |
578-0 |
576-2 |
-1-6 |
-0.3% |
564-4 |
High |
578-0 |
583-0 |
5-0 |
0.9% |
583-0 |
Low |
568-4 |
576-2 |
7-6 |
1.4% |
555-4 |
Close |
568-4 |
584-4 |
16-0 |
2.8% |
584-4 |
Range |
9-4 |
6-6 |
-2-6 |
-28.9% |
27-4 |
ATR |
13-7 |
13-7 |
0-0 |
0.3% |
0-0 |
Volume |
33,298 |
39,008 |
5,710 |
17.1% |
129,318 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-4 |
599-6 |
588-2 |
|
R3 |
594-6 |
593-0 |
586-3 |
|
R2 |
588-0 |
588-0 |
585-6 |
|
R1 |
586-2 |
586-2 |
585-1 |
587-1 |
PP |
581-2 |
581-2 |
581-2 |
581-6 |
S1 |
579-4 |
579-4 |
583-7 |
580-3 |
S2 |
574-4 |
574-4 |
583-2 |
|
S3 |
567-6 |
572-6 |
582-5 |
|
S4 |
561-0 |
566-0 |
580-6 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-7 |
648-1 |
599-5 |
|
R3 |
629-3 |
620-5 |
592-0 |
|
R2 |
601-7 |
601-7 |
589-4 |
|
R1 |
593-1 |
593-1 |
587-0 |
597-4 |
PP |
574-3 |
574-3 |
574-3 |
576-4 |
S1 |
565-5 |
565-5 |
582-0 |
570-0 |
S2 |
546-7 |
546-7 |
579-4 |
|
S3 |
519-3 |
538-1 |
577-0 |
|
S4 |
491-7 |
510-5 |
569-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
583-0 |
555-4 |
27-4 |
4.7% |
6-1 |
1.1% |
105% |
True |
False |
25,863 |
10 |
583-0 |
534-6 |
48-2 |
8.3% |
8-6 |
1.5% |
103% |
True |
False |
31,407 |
20 |
625-0 |
534-6 |
90-2 |
15.4% |
10-3 |
1.8% |
55% |
False |
False |
37,785 |
40 |
625-0 |
534-6 |
90-2 |
15.4% |
10-3 |
1.8% |
55% |
False |
False |
35,229 |
60 |
625-0 |
479-0 |
146-0 |
25.0% |
10-2 |
1.8% |
72% |
False |
False |
32,630 |
80 |
625-0 |
443-0 |
182-0 |
31.1% |
9-2 |
1.6% |
78% |
False |
False |
28,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
611-6 |
2.618 |
600-5 |
1.618 |
593-7 |
1.000 |
589-6 |
0.618 |
587-1 |
HIGH |
583-0 |
0.618 |
580-3 |
0.500 |
579-5 |
0.382 |
578-7 |
LOW |
576-2 |
0.618 |
572-1 |
1.000 |
569-4 |
1.618 |
565-3 |
2.618 |
558-5 |
4.250 |
547-4 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
582-7 |
581-3 |
PP |
581-2 |
578-1 |
S1 |
579-5 |
575-0 |
|