CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
549-0 |
550-0 |
1-0 |
0.2% |
539-0 |
| High |
559-4 |
554-0 |
-5-4 |
-1.0% |
559-4 |
| Low |
547-0 |
548-4 |
1-4 |
0.3% |
530-0 |
| Close |
559-0 |
553-6 |
-5-2 |
-0.9% |
559-0 |
| Range |
12-4 |
5-4 |
-7-0 |
-56.0% |
29-4 |
| ATR |
15-4 |
15-1 |
-0-3 |
-2.3% |
0-0 |
| Volume |
6,097 |
23,691 |
17,594 |
288.6% |
289,116 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
568-5 |
566-5 |
556-6 |
|
| R3 |
563-1 |
561-1 |
555-2 |
|
| R2 |
557-5 |
557-5 |
554-6 |
|
| R1 |
555-5 |
555-5 |
554-2 |
556-5 |
| PP |
552-1 |
552-1 |
552-1 |
552-4 |
| S1 |
550-1 |
550-1 |
553-2 |
551-1 |
| S2 |
546-5 |
546-5 |
552-6 |
|
| S3 |
541-1 |
544-5 |
552-2 |
|
| S4 |
535-5 |
539-1 |
550-6 |
|
|
| 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% |
9-7 |
1.8% |
81% |
False |
False |
33,272 |
| 10 |
559-4 |
507-0 |
52-4 |
9.5% |
9-7 |
1.8% |
89% |
False |
False |
90,070 |
| 20 |
603-4 |
507-0 |
96-4 |
17.4% |
13-0 |
2.3% |
48% |
False |
False |
159,896 |
| 40 |
603-4 |
507-0 |
96-4 |
17.4% |
12-7 |
2.3% |
48% |
False |
False |
173,808 |
| 60 |
603-4 |
456-0 |
147-4 |
26.6% |
12-5 |
2.3% |
66% |
False |
False |
181,448 |
| 80 |
603-4 |
415-4 |
188-0 |
34.0% |
11-5 |
2.1% |
74% |
False |
False |
178,756 |
| 100 |
603-4 |
375-6 |
227-6 |
41.1% |
11-3 |
2.0% |
78% |
False |
False |
171,643 |
| 120 |
603-4 |
343-2 |
260-2 |
47.0% |
10-6 |
1.9% |
81% |
False |
False |
160,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577-3 |
|
2.618 |
568-3 |
|
1.618 |
562-7 |
|
1.000 |
559-4 |
|
0.618 |
557-3 |
|
HIGH |
554-0 |
|
0.618 |
551-7 |
|
0.500 |
551-2 |
|
0.382 |
550-5 |
|
LOW |
548-4 |
|
0.618 |
545-1 |
|
1.000 |
543-0 |
|
1.618 |
539-5 |
|
2.618 |
534-1 |
|
4.250 |
525-1 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
552-7 |
552-4 |
| PP |
552-1 |
551-3 |
| S1 |
551-2 |
550-1 |
|