CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
557-0 |
568-4 |
11-4 |
2.1% |
550-0 |
| High |
560-4 |
575-6 |
15-2 |
2.7% |
563-4 |
| Low |
554-0 |
566-0 |
12-0 |
2.2% |
543-4 |
| Close |
560-2 |
575-2 |
15-0 |
2.7% |
560-2 |
| Range |
6-4 |
9-6 |
3-2 |
50.0% |
20-0 |
| ATR |
14-2 |
14-3 |
0-1 |
0.6% |
0-0 |
| Volume |
11,499 |
7,598 |
-3,901 |
-33.9% |
80,428 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601-5 |
598-1 |
580-5 |
|
| R3 |
591-7 |
588-3 |
577-7 |
|
| R2 |
582-1 |
582-1 |
577-0 |
|
| R1 |
578-5 |
578-5 |
576-1 |
580-3 |
| PP |
572-3 |
572-3 |
572-3 |
573-2 |
| S1 |
568-7 |
568-7 |
574-3 |
570-5 |
| S2 |
562-5 |
562-5 |
573-4 |
|
| S3 |
552-7 |
559-1 |
572-5 |
|
| S4 |
543-1 |
549-3 |
569-7 |
|
|
| 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 |
575-6 |
543-4 |
32-2 |
5.6% |
11-4 |
2.0% |
98% |
True |
False |
12,867 |
| 10 |
575-6 |
530-0 |
45-6 |
8.0% |
10-6 |
1.9% |
99% |
True |
False |
23,069 |
| 20 |
575-6 |
507-0 |
68-6 |
12.0% |
11-7 |
2.1% |
99% |
True |
False |
100,160 |
| 40 |
603-4 |
507-0 |
96-4 |
16.8% |
12-1 |
2.1% |
71% |
False |
False |
146,521 |
| 60 |
603-4 |
456-0 |
147-4 |
25.6% |
12-6 |
2.2% |
81% |
False |
False |
166,598 |
| 80 |
603-4 |
415-4 |
188-0 |
32.7% |
11-6 |
2.0% |
85% |
False |
False |
169,224 |
| 100 |
603-4 |
375-6 |
227-6 |
39.6% |
11-4 |
2.0% |
88% |
False |
False |
166,322 |
| 120 |
603-4 |
343-2 |
260-2 |
45.2% |
10-7 |
1.9% |
89% |
False |
False |
157,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
617-2 |
|
2.618 |
601-2 |
|
1.618 |
591-4 |
|
1.000 |
585-4 |
|
0.618 |
581-6 |
|
HIGH |
575-6 |
|
0.618 |
572-0 |
|
0.500 |
570-7 |
|
0.382 |
569-6 |
|
LOW |
566-0 |
|
0.618 |
560-0 |
|
1.000 |
556-2 |
|
1.618 |
550-2 |
|
2.618 |
540-4 |
|
4.250 |
524-4 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
573-6 |
571-6 |
| PP |
572-3 |
568-3 |
| S1 |
570-7 |
564-7 |
|