CME Pit-Traded Corn Future July 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 |
567-0 |
578-0 |
11-0 |
1.9% |
547-0 |
| High |
578-4 |
578-0 |
-0-4 |
-0.1% |
566-0 |
| Low |
567-0 |
568-4 |
1-4 |
0.3% |
534-6 |
| Close |
578-2 |
568-4 |
-9-6 |
-1.7% |
564-2 |
| Range |
11-4 |
9-4 |
-2-0 |
-17.4% |
31-2 |
| ATR |
14-1 |
13-7 |
-0-3 |
-2.2% |
0-0 |
| Volume |
22,533 |
33,298 |
10,765 |
47.8% |
149,286 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
600-1 |
593-7 |
573-6 |
|
| R3 |
590-5 |
584-3 |
571-1 |
|
| R2 |
581-1 |
581-1 |
570-2 |
|
| R1 |
574-7 |
574-7 |
569-3 |
573-2 |
| PP |
571-5 |
571-5 |
571-5 |
570-7 |
| S1 |
565-3 |
565-3 |
567-5 |
563-6 |
| S2 |
562-1 |
562-1 |
566-6 |
|
| S3 |
552-5 |
555-7 |
565-7 |
|
| S4 |
543-1 |
546-3 |
563-2 |
|
|
| 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% |
5-4 |
1.0% |
57% |
False |
False |
25,017 |
| 10 |
578-4 |
534-6 |
43-6 |
7.7% |
8-5 |
1.5% |
77% |
False |
False |
31,912 |
| 20 |
625-0 |
534-6 |
90-2 |
15.9% |
10-2 |
1.8% |
37% |
False |
False |
37,503 |
| 40 |
625-0 |
511-2 |
113-6 |
20.0% |
10-4 |
1.8% |
50% |
False |
False |
34,707 |
| 60 |
625-0 |
479-0 |
146-0 |
25.7% |
10-2 |
1.8% |
61% |
False |
False |
32,410 |
| 80 |
625-0 |
436-0 |
189-0 |
33.2% |
9-1 |
1.6% |
70% |
False |
False |
28,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
618-3 |
|
2.618 |
602-7 |
|
1.618 |
593-3 |
|
1.000 |
587-4 |
|
0.618 |
583-7 |
|
HIGH |
578-0 |
|
0.618 |
574-3 |
|
0.500 |
573-2 |
|
0.382 |
572-1 |
|
LOW |
568-4 |
|
0.618 |
562-5 |
|
1.000 |
559-0 |
|
1.618 |
553-1 |
|
2.618 |
543-5 |
|
4.250 |
528-1 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
573-2 |
568-0 |
| PP |
571-5 |
567-4 |
| S1 |
570-1 |
567-0 |
|