CME Pit-Traded Corn Future September 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 |
543-0 |
548-2 |
5-2 |
1.0% |
507-6 |
| High |
546-4 |
548-2 |
1-6 |
0.3% |
532-2 |
| Low |
543-0 |
542-4 |
-0-4 |
-0.1% |
502-0 |
| Close |
547-2 |
538-0 |
-9-2 |
-1.7% |
531-0 |
| Range |
3-4 |
5-6 |
2-2 |
64.3% |
30-2 |
| ATR |
14-5 |
14-0 |
-0-5 |
-4.3% |
0-0 |
| Volume |
2,632 |
2,878 |
246 |
9.3% |
9,915 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
560-1 |
554-7 |
541-1 |
|
| R3 |
554-3 |
549-1 |
539-5 |
|
| R2 |
548-5 |
548-5 |
539-0 |
|
| R1 |
543-3 |
543-3 |
538-4 |
543-1 |
| PP |
542-7 |
542-7 |
542-7 |
542-6 |
| S1 |
537-5 |
537-5 |
537-4 |
537-3 |
| S2 |
537-1 |
537-1 |
537-0 |
|
| S3 |
531-3 |
531-7 |
536-3 |
|
| S4 |
525-5 |
526-1 |
534-7 |
|
|
| 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 |
572-6 |
|
2.618 |
563-2 |
|
1.618 |
557-4 |
|
1.000 |
554-0 |
|
0.618 |
551-6 |
|
HIGH |
548-2 |
|
0.618 |
546-0 |
|
0.500 |
545-3 |
|
0.382 |
544-6 |
|
LOW |
542-4 |
|
0.618 |
539-0 |
|
1.000 |
536-6 |
|
1.618 |
533-2 |
|
2.618 |
527-4 |
|
4.250 |
518-0 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
545-3 |
537-3 |
| PP |
542-7 |
536-6 |
| S1 |
540-4 |
536-1 |
|