CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
556-0 |
557-0 |
1-0 |
0.2% |
550-0 |
High |
563-4 |
560-4 |
-3-0 |
-0.5% |
563-4 |
Low |
556-0 |
554-0 |
-2-0 |
-0.4% |
543-4 |
Close |
560-2 |
560-2 |
0-0 |
0.0% |
560-2 |
Range |
7-4 |
6-4 |
-1-0 |
-13.3% |
20-0 |
ATR |
14-7 |
14-2 |
-0-5 |
-4.0% |
0-0 |
Volume |
12,732 |
11,499 |
-1,233 |
-9.7% |
80,428 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
577-6 |
575-4 |
563-7 |
|
R3 |
571-2 |
569-0 |
562-0 |
|
R2 |
564-6 |
564-6 |
561-4 |
|
R1 |
562-4 |
562-4 |
560-7 |
563-5 |
PP |
558-2 |
558-2 |
558-2 |
558-6 |
S1 |
556-0 |
556-0 |
559-5 |
557-1 |
S2 |
551-6 |
551-6 |
559-0 |
|
S3 |
545-2 |
549-4 |
558-4 |
|
S4 |
538-6 |
543-0 |
556-5 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-6 |
608-0 |
571-2 |
|
R3 |
595-6 |
588-0 |
565-6 |
|
R2 |
575-6 |
575-6 |
563-7 |
|
R1 |
568-0 |
568-0 |
562-1 |
571-7 |
PP |
555-6 |
555-6 |
555-6 |
557-6 |
S1 |
548-0 |
548-0 |
558-3 |
551-7 |
S2 |
535-6 |
535-6 |
556-5 |
|
S3 |
515-6 |
528-0 |
554-6 |
|
S4 |
495-6 |
508-0 |
549-2 |
|
|
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% |
10-6 |
1.9% |
84% |
False |
False |
16,085 |
10 |
563-4 |
530-0 |
33-4 |
6.0% |
10-2 |
1.8% |
90% |
False |
False |
36,954 |
20 |
566-0 |
507-0 |
59-0 |
10.5% |
12-3 |
2.2% |
90% |
False |
False |
112,715 |
40 |
603-4 |
507-0 |
96-4 |
17.2% |
12-1 |
2.2% |
55% |
False |
False |
150,327 |
60 |
603-4 |
456-0 |
147-4 |
26.3% |
12-7 |
2.3% |
71% |
False |
False |
170,890 |
80 |
603-4 |
415-4 |
188-0 |
33.6% |
11-6 |
2.1% |
77% |
False |
False |
171,088 |
100 |
603-4 |
375-6 |
227-6 |
40.7% |
11-4 |
2.1% |
81% |
False |
False |
167,014 |
120 |
603-4 |
343-2 |
260-2 |
46.5% |
10-7 |
1.9% |
83% |
False |
False |
158,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
588-1 |
2.618 |
577-4 |
1.618 |
571-0 |
1.000 |
567-0 |
0.618 |
564-4 |
HIGH |
560-4 |
0.618 |
558-0 |
0.500 |
557-2 |
0.382 |
556-4 |
LOW |
554-0 |
0.618 |
550-0 |
1.000 |
547-4 |
1.618 |
543-4 |
2.618 |
537-0 |
4.250 |
526-3 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
559-2 |
558-0 |
PP |
558-2 |
555-6 |
S1 |
557-2 |
553-4 |
|