CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
551-0 |
549-0 |
-2-0 |
-0.4% |
539-0 |
High |
552-0 |
559-4 |
7-4 |
1.4% |
559-4 |
Low |
540-6 |
547-0 |
6-2 |
1.2% |
530-0 |
Close |
540-6 |
559-0 |
18-2 |
3.4% |
559-0 |
Range |
11-2 |
12-4 |
1-2 |
11.1% |
29-4 |
ATR |
15-2 |
15-4 |
0-2 |
1.6% |
0-0 |
Volume |
33,566 |
6,097 |
-27,469 |
-81.8% |
289,116 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-5 |
588-3 |
565-7 |
|
R3 |
580-1 |
575-7 |
562-4 |
|
R2 |
567-5 |
567-5 |
561-2 |
|
R1 |
563-3 |
563-3 |
560-1 |
565-4 |
PP |
555-1 |
555-1 |
555-1 |
556-2 |
S1 |
550-7 |
550-7 |
557-7 |
553-0 |
S2 |
542-5 |
542-5 |
556-6 |
|
S3 |
530-1 |
538-3 |
555-4 |
|
S4 |
517-5 |
525-7 |
552-1 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-0 |
628-0 |
575-2 |
|
R3 |
608-4 |
598-4 |
567-1 |
|
R2 |
579-0 |
579-0 |
564-3 |
|
R1 |
569-0 |
569-0 |
561-6 |
574-0 |
PP |
549-4 |
549-4 |
549-4 |
552-0 |
S1 |
539-4 |
539-4 |
556-2 |
544-4 |
S2 |
520-0 |
520-0 |
553-5 |
|
S3 |
490-4 |
510-0 |
550-7 |
|
S4 |
461-0 |
480-4 |
542-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
559-4 |
530-0 |
29-4 |
5.3% |
9-6 |
1.7% |
98% |
True |
False |
57,823 |
10 |
559-4 |
507-0 |
52-4 |
9.4% |
11-3 |
2.0% |
99% |
True |
False |
106,493 |
20 |
603-4 |
507-0 |
96-4 |
17.3% |
13-0 |
2.3% |
54% |
False |
False |
167,714 |
40 |
603-4 |
507-0 |
96-4 |
17.3% |
12-6 |
2.3% |
54% |
False |
False |
175,196 |
60 |
603-4 |
456-0 |
147-4 |
26.4% |
12-6 |
2.3% |
70% |
False |
False |
184,788 |
80 |
603-4 |
412-4 |
191-0 |
34.2% |
11-6 |
2.1% |
77% |
False |
False |
180,694 |
100 |
603-4 |
375-6 |
227-6 |
40.7% |
11-4 |
2.0% |
80% |
False |
False |
172,525 |
120 |
603-4 |
343-2 |
260-2 |
46.6% |
10-6 |
1.9% |
83% |
False |
False |
160,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
612-5 |
2.618 |
592-2 |
1.618 |
579-6 |
1.000 |
572-0 |
0.618 |
567-2 |
HIGH |
559-4 |
0.618 |
554-6 |
0.500 |
553-2 |
0.382 |
551-6 |
LOW |
547-0 |
0.618 |
539-2 |
1.000 |
534-4 |
1.618 |
526-6 |
2.618 |
514-2 |
4.250 |
493-7 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
557-1 |
555-6 |
PP |
555-1 |
552-5 |
S1 |
553-2 |
549-3 |
|