CME Pit-Traded Corn Future September 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 |
524-0 |
543-0 |
19-0 |
3.6% |
507-6 |
High |
524-0 |
546-4 |
22-4 |
4.3% |
532-2 |
Low |
524-0 |
543-0 |
19-0 |
3.6% |
502-0 |
Close |
524-0 |
547-2 |
23-2 |
4.4% |
531-0 |
Range |
0-0 |
3-4 |
3-4 |
|
30-2 |
ATR |
0-0 |
14-5 |
14-5 |
|
0-0 |
Volume |
1,334 |
2,632 |
1,298 |
97.3% |
9,915 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
556-1 |
555-1 |
549-1 |
|
R3 |
552-5 |
551-5 |
548-2 |
|
R2 |
549-1 |
549-1 |
547-7 |
|
R1 |
548-1 |
548-1 |
547-5 |
548-5 |
PP |
545-5 |
545-5 |
545-5 |
545-6 |
S1 |
544-5 |
544-5 |
546-7 |
545-1 |
S2 |
542-1 |
542-1 |
546-5 |
|
S3 |
538-5 |
541-1 |
546-2 |
|
S4 |
535-1 |
537-5 |
545-3 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612-4 |
602-0 |
547-5 |
|
R3 |
582-2 |
571-6 |
539-3 |
|
R2 |
552-0 |
552-0 |
536-4 |
|
R1 |
541-4 |
541-4 |
533-6 |
546-6 |
PP |
521-6 |
521-6 |
521-6 |
524-3 |
S1 |
511-2 |
511-2 |
528-2 |
516-4 |
S2 |
491-4 |
491-4 |
525-4 |
|
S3 |
461-2 |
481-0 |
522-5 |
|
S4 |
431-0 |
450-6 |
514-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
561-3 |
2.618 |
555-5 |
1.618 |
552-1 |
1.000 |
550-0 |
0.618 |
548-5 |
HIGH |
546-4 |
0.618 |
545-1 |
0.500 |
544-6 |
0.382 |
544-3 |
LOW |
543-0 |
0.618 |
540-7 |
1.000 |
539-4 |
1.618 |
537-3 |
2.618 |
533-7 |
4.250 |
528-1 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
546-3 |
543-2 |
PP |
545-5 |
539-2 |
S1 |
544-6 |
535-2 |
|