CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
585-4 |
586-0 |
0-4 |
0.1% |
586-2 |
High |
591-2 |
592-0 |
0-6 |
0.1% |
595-2 |
Low |
585-4 |
584-6 |
-0-6 |
-0.1% |
569-0 |
Close |
587-6 |
585-2 |
-2-4 |
-0.4% |
587-6 |
Range |
5-6 |
7-2 |
1-4 |
26.1% |
26-2 |
ATR |
14-0 |
13-4 |
-0-4 |
-3.4% |
0-0 |
Volume |
180,054 |
176,692 |
-3,362 |
-1.9% |
874,269 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-1 |
604-3 |
589-2 |
|
R3 |
601-7 |
597-1 |
587-2 |
|
R2 |
594-5 |
594-5 |
586-5 |
|
R1 |
589-7 |
589-7 |
585-7 |
588-5 |
PP |
587-3 |
587-3 |
587-3 |
586-6 |
S1 |
582-5 |
582-5 |
584-5 |
581-3 |
S2 |
580-1 |
580-1 |
583-7 |
|
S3 |
572-7 |
575-3 |
583-2 |
|
S4 |
565-5 |
568-1 |
581-2 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-6 |
651-4 |
602-2 |
|
R3 |
636-4 |
625-2 |
595-0 |
|
R2 |
610-2 |
610-2 |
592-4 |
|
R1 |
599-0 |
599-0 |
590-1 |
604-5 |
PP |
584-0 |
584-0 |
584-0 |
586-6 |
S1 |
572-6 |
572-6 |
585-3 |
578-3 |
S2 |
557-6 |
557-6 |
583-0 |
|
S3 |
531-4 |
546-4 |
580-4 |
|
S4 |
505-2 |
520-2 |
573-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
595-2 |
569-0 |
26-2 |
4.5% |
8-4 |
1.5% |
62% |
False |
False |
179,418 |
10 |
595-2 |
562-0 |
33-2 |
5.7% |
10-2 |
1.8% |
70% |
False |
False |
171,067 |
20 |
595-2 |
543-0 |
52-2 |
8.9% |
12-2 |
2.1% |
81% |
False |
False |
182,890 |
40 |
595-2 |
456-0 |
139-2 |
23.8% |
12-4 |
2.1% |
93% |
False |
False |
192,375 |
60 |
595-2 |
415-4 |
179-6 |
30.7% |
11-2 |
1.9% |
94% |
False |
False |
183,707 |
80 |
595-2 |
375-6 |
219-4 |
37.5% |
10-7 |
1.9% |
95% |
False |
False |
174,487 |
100 |
595-2 |
343-2 |
252-0 |
43.1% |
10-3 |
1.8% |
96% |
False |
False |
161,497 |
120 |
595-2 |
343-2 |
252-0 |
43.1% |
9-4 |
1.6% |
96% |
False |
False |
143,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
622-6 |
2.618 |
611-0 |
1.618 |
603-6 |
1.000 |
599-2 |
0.618 |
596-4 |
HIGH |
592-0 |
0.618 |
589-2 |
0.500 |
588-3 |
0.382 |
587-4 |
LOW |
584-6 |
0.618 |
580-2 |
1.000 |
577-4 |
1.618 |
573-0 |
2.618 |
565-6 |
4.250 |
554-0 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
588-3 |
590-0 |
PP |
587-3 |
588-3 |
S1 |
586-2 |
586-7 |
|