CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
543-4 |
556-0 |
12-4 |
2.3% |
539-0 |
High |
559-6 |
563-4 |
3-6 |
0.7% |
559-4 |
Low |
543-4 |
556-0 |
12-4 |
2.3% |
530-0 |
Close |
559-4 |
560-2 |
0-6 |
0.1% |
559-0 |
Range |
16-2 |
7-4 |
-8-6 |
-53.8% |
29-4 |
ATR |
15-3 |
14-7 |
-0-5 |
-3.7% |
0-0 |
Volume |
13,984 |
12,732 |
-1,252 |
-9.0% |
289,116 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-3 |
578-7 |
564-3 |
|
R3 |
574-7 |
571-3 |
562-2 |
|
R2 |
567-3 |
567-3 |
561-5 |
|
R1 |
563-7 |
563-7 |
561-0 |
565-5 |
PP |
559-7 |
559-7 |
559-7 |
560-6 |
S1 |
556-3 |
556-3 |
559-4 |
558-1 |
S2 |
552-3 |
552-3 |
558-7 |
|
S3 |
544-7 |
548-7 |
558-2 |
|
S4 |
537-3 |
541-3 |
556-1 |
|
|
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 |
563-4 |
543-4 |
20-0 |
3.6% |
11-7 |
2.1% |
84% |
True |
False |
15,005 |
10 |
563-4 |
530-0 |
33-4 |
6.0% |
10-0 |
1.8% |
90% |
True |
False |
43,818 |
20 |
571-4 |
507-0 |
64-4 |
11.5% |
12-6 |
2.3% |
83% |
False |
False |
124,204 |
40 |
603-4 |
507-0 |
96-4 |
17.2% |
12-2 |
2.2% |
55% |
False |
False |
154,840 |
60 |
603-4 |
456-0 |
147-4 |
26.3% |
12-7 |
2.3% |
71% |
False |
False |
173,362 |
80 |
603-4 |
415-4 |
188-0 |
33.6% |
11-7 |
2.1% |
77% |
False |
False |
173,040 |
100 |
603-4 |
375-6 |
227-6 |
40.7% |
11-4 |
2.1% |
81% |
False |
False |
167,847 |
120 |
603-4 |
343-2 |
260-2 |
46.5% |
10-7 |
1.9% |
83% |
False |
False |
158,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
595-3 |
2.618 |
583-1 |
1.618 |
575-5 |
1.000 |
571-0 |
0.618 |
568-1 |
HIGH |
563-4 |
0.618 |
560-5 |
0.500 |
559-6 |
0.382 |
558-7 |
LOW |
556-0 |
0.618 |
551-3 |
1.000 |
548-4 |
1.618 |
543-7 |
2.618 |
536-3 |
4.250 |
524-1 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
560-1 |
558-0 |
PP |
559-7 |
555-6 |
S1 |
559-6 |
553-4 |
|