CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
603-4 |
570-0 |
-33-4 |
-5.6% |
586-2 |
High |
603-4 |
572-6 |
-30-6 |
-5.1% |
595-2 |
Low |
572-0 |
565-0 |
-7-0 |
-1.2% |
569-0 |
Close |
576-2 |
566-6 |
-9-4 |
-1.6% |
587-6 |
Range |
31-4 |
7-6 |
-23-6 |
-75.4% |
26-2 |
ATR |
14-6 |
14-4 |
-0-2 |
-1.7% |
0-0 |
Volume |
348,441 |
233,954 |
-114,487 |
-32.9% |
874,269 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
591-3 |
586-7 |
571-0 |
|
R3 |
583-5 |
579-1 |
568-7 |
|
R2 |
575-7 |
575-7 |
568-1 |
|
R1 |
571-3 |
571-3 |
567-4 |
569-6 |
PP |
568-1 |
568-1 |
568-1 |
567-3 |
S1 |
563-5 |
563-5 |
566-0 |
562-0 |
S2 |
560-3 |
560-3 |
565-3 |
|
S3 |
552-5 |
555-7 |
564-5 |
|
S4 |
544-7 |
548-1 |
562-4 |
|
|
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 |
603-4 |
565-0 |
38-4 |
6.8% |
11-5 |
2.1% |
5% |
False |
True |
224,640 |
10 |
603-4 |
565-0 |
38-4 |
6.8% |
11-1 |
2.0% |
5% |
False |
True |
194,910 |
20 |
603-4 |
543-0 |
60-4 |
10.7% |
11-7 |
2.1% |
39% |
False |
False |
185,476 |
40 |
603-4 |
456-0 |
147-4 |
26.0% |
12-7 |
2.3% |
75% |
False |
False |
197,941 |
60 |
603-4 |
415-4 |
188-0 |
33.2% |
11-4 |
2.0% |
80% |
False |
False |
189,319 |
80 |
603-4 |
375-6 |
227-6 |
40.2% |
11-2 |
2.0% |
84% |
False |
False |
178,758 |
100 |
603-4 |
343-2 |
260-2 |
45.9% |
10-4 |
1.9% |
86% |
False |
False |
165,956 |
120 |
603-4 |
343-2 |
260-2 |
45.9% |
9-6 |
1.7% |
86% |
False |
False |
147,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
605-6 |
2.618 |
593-0 |
1.618 |
585-2 |
1.000 |
580-4 |
0.618 |
577-4 |
HIGH |
572-6 |
0.618 |
569-6 |
0.500 |
568-7 |
0.382 |
568-0 |
LOW |
565-0 |
0.618 |
560-2 |
1.000 |
557-2 |
1.618 |
552-4 |
2.618 |
544-6 |
4.250 |
532-0 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
568-7 |
584-2 |
PP |
568-1 |
578-3 |
S1 |
567-4 |
572-5 |
|