CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
562-0 |
543-4 |
-18-4 |
-3.3% |
539-0 |
High |
562-0 |
559-6 |
-2-2 |
-0.4% |
559-4 |
Low |
544-2 |
543-4 |
-0-6 |
-0.1% |
530-0 |
Close |
547-2 |
559-4 |
12-2 |
2.2% |
559-0 |
Range |
17-6 |
16-2 |
-1-4 |
-8.5% |
29-4 |
ATR |
15-3 |
15-3 |
0-1 |
0.4% |
0-0 |
Volume |
18,522 |
13,984 |
-4,538 |
-24.5% |
289,116 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-0 |
597-4 |
568-4 |
|
R3 |
586-6 |
581-2 |
564-0 |
|
R2 |
570-4 |
570-4 |
562-4 |
|
R1 |
565-0 |
565-0 |
561-0 |
567-6 |
PP |
554-2 |
554-2 |
554-2 |
555-5 |
S1 |
548-6 |
548-6 |
558-0 |
551-4 |
S2 |
538-0 |
538-0 |
556-4 |
|
S3 |
521-6 |
532-4 |
555-0 |
|
S4 |
505-4 |
516-2 |
550-4 |
|
|
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 |
562-0 |
540-6 |
21-2 |
3.8% |
12-5 |
2.3% |
88% |
False |
False |
19,172 |
10 |
562-0 |
530-0 |
32-0 |
5.7% |
9-6 |
1.7% |
92% |
False |
False |
55,034 |
20 |
572-6 |
507-0 |
65-6 |
11.8% |
12-6 |
2.3% |
80% |
False |
False |
135,265 |
40 |
603-4 |
507-0 |
96-4 |
17.2% |
12-5 |
2.3% |
54% |
False |
False |
160,685 |
60 |
603-4 |
456-0 |
147-4 |
26.4% |
12-7 |
2.3% |
70% |
False |
False |
175,633 |
80 |
603-4 |
415-4 |
188-0 |
33.6% |
11-7 |
2.1% |
77% |
False |
False |
174,513 |
100 |
603-4 |
375-6 |
227-6 |
40.7% |
11-4 |
2.1% |
81% |
False |
False |
169,026 |
120 |
603-4 |
343-2 |
260-2 |
46.5% |
10-7 |
2.0% |
83% |
False |
False |
159,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
628-6 |
2.618 |
602-2 |
1.618 |
586-0 |
1.000 |
576-0 |
0.618 |
569-6 |
HIGH |
559-6 |
0.618 |
553-4 |
0.500 |
551-5 |
0.382 |
549-6 |
LOW |
543-4 |
0.618 |
533-4 |
1.000 |
527-2 |
1.618 |
517-2 |
2.618 |
501-0 |
4.250 |
474-4 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
556-7 |
557-2 |
PP |
554-2 |
555-0 |
S1 |
551-5 |
552-6 |
|