CME Pit-Traded Corn Future March 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 |
551-0 |
554-0 |
3-0 |
0.5% |
537-0 |
| High |
552-6 |
566-6 |
14-0 |
2.5% |
555-2 |
| Low |
543-4 |
554-0 |
10-4 |
1.9% |
520-6 |
| Close |
544-0 |
566-2 |
22-2 |
4.1% |
553-0 |
| Range |
9-2 |
12-6 |
3-4 |
37.8% |
34-4 |
| ATR |
14-6 |
15-3 |
0-5 |
3.8% |
0-0 |
| Volume |
201,670 |
148,353 |
-53,317 |
-26.4% |
602,912 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
600-5 |
596-1 |
573-2 |
|
| R3 |
587-7 |
583-3 |
569-6 |
|
| R2 |
575-1 |
575-1 |
568-5 |
|
| R1 |
570-5 |
570-5 |
567-3 |
572-7 |
| PP |
562-3 |
562-3 |
562-3 |
563-4 |
| S1 |
557-7 |
557-7 |
565-1 |
560-1 |
| S2 |
549-5 |
549-5 |
563-7 |
|
| S3 |
536-7 |
545-1 |
562-6 |
|
| S4 |
524-1 |
532-3 |
559-2 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-4 |
634-2 |
572-0 |
|
| R3 |
612-0 |
599-6 |
562-4 |
|
| R2 |
577-4 |
577-4 |
559-3 |
|
| R1 |
565-2 |
565-2 |
556-1 |
571-3 |
| PP |
543-0 |
543-0 |
543-0 |
546-0 |
| S1 |
530-6 |
530-6 |
549-7 |
536-7 |
| S2 |
508-4 |
508-4 |
546-5 |
|
| S3 |
474-0 |
496-2 |
543-4 |
|
| S4 |
439-4 |
461-6 |
534-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
566-6 |
543-4 |
23-2 |
4.1% |
7-4 |
1.3% |
98% |
True |
False |
148,021 |
| 10 |
566-6 |
520-6 |
46-0 |
8.1% |
11-1 |
2.0% |
99% |
True |
False |
150,347 |
| 20 |
617-4 |
520-6 |
96-6 |
17.1% |
12-5 |
2.2% |
47% |
False |
False |
134,332 |
| 40 |
617-4 |
498-2 |
119-2 |
21.1% |
12-0 |
2.1% |
57% |
False |
False |
101,929 |
| 60 |
617-4 |
468-0 |
149-4 |
26.4% |
12-0 |
2.1% |
66% |
False |
False |
88,014 |
| 80 |
617-4 |
420-0 |
197-4 |
34.9% |
10-7 |
1.9% |
74% |
False |
False |
74,045 |
| 100 |
617-4 |
390-4 |
227-0 |
40.1% |
10-3 |
1.8% |
77% |
False |
False |
62,730 |
| 120 |
617-4 |
356-6 |
260-6 |
46.0% |
9-4 |
1.7% |
80% |
False |
False |
53,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
621-0 |
|
2.618 |
600-1 |
|
1.618 |
587-3 |
|
1.000 |
579-4 |
|
0.618 |
574-5 |
|
HIGH |
566-6 |
|
0.618 |
561-7 |
|
0.500 |
560-3 |
|
0.382 |
558-7 |
|
LOW |
554-0 |
|
0.618 |
546-1 |
|
1.000 |
541-2 |
|
1.618 |
533-3 |
|
2.618 |
520-5 |
|
4.250 |
499-6 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
564-2 |
562-4 |
| PP |
562-3 |
558-7 |
| S1 |
560-3 |
555-1 |
|