CME Pit-Traded Corn Future March 2011
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 |
563-4 |
567-4 |
4-0 |
0.7% |
553-2 |
High |
573-4 |
569-2 |
-4-2 |
-0.7% |
573-4 |
Low |
561-0 |
562-6 |
1-6 |
0.3% |
543-4 |
Close |
573-4 |
568-0 |
-5-4 |
-1.0% |
573-4 |
Range |
12-4 |
6-4 |
-6-0 |
-48.0% |
30-0 |
ATR |
15-3 |
15-0 |
-0-3 |
-2.1% |
0-0 |
Volume |
161,989 |
123,953 |
-38,036 |
-23.5% |
781,230 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
586-1 |
583-5 |
571-5 |
|
R3 |
579-5 |
577-1 |
569-6 |
|
R2 |
573-1 |
573-1 |
569-2 |
|
R1 |
570-5 |
570-5 |
568-5 |
571-7 |
PP |
566-5 |
566-5 |
566-5 |
567-2 |
S1 |
564-1 |
564-1 |
567-3 |
565-3 |
S2 |
560-1 |
560-1 |
566-6 |
|
S3 |
553-5 |
557-5 |
566-2 |
|
S4 |
547-1 |
551-1 |
564-3 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-4 |
643-4 |
590-0 |
|
R3 |
623-4 |
613-4 |
581-6 |
|
R2 |
593-4 |
593-4 |
579-0 |
|
R1 |
583-4 |
583-4 |
576-2 |
588-4 |
PP |
563-4 |
563-4 |
563-4 |
566-0 |
S1 |
553-4 |
553-4 |
570-6 |
558-4 |
S2 |
533-4 |
533-4 |
568-0 |
|
S3 |
503-4 |
523-4 |
565-2 |
|
S4 |
473-4 |
493-4 |
557-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
573-4 |
543-4 |
30-0 |
5.3% |
10-6 |
1.9% |
82% |
False |
False |
165,461 |
10 |
573-4 |
520-6 |
52-6 |
9.3% |
10-4 |
1.8% |
90% |
False |
False |
150,809 |
20 |
617-4 |
520-6 |
96-6 |
17.0% |
13-0 |
2.3% |
49% |
False |
False |
146,680 |
40 |
617-4 |
520-6 |
96-6 |
17.0% |
12-4 |
2.2% |
49% |
False |
False |
108,907 |
60 |
617-4 |
468-0 |
149-4 |
26.3% |
12-0 |
2.1% |
67% |
False |
False |
93,037 |
80 |
617-4 |
429-4 |
188-0 |
33.1% |
11-0 |
1.9% |
74% |
False |
False |
78,991 |
100 |
617-4 |
390-4 |
227-0 |
40.0% |
10-4 |
1.8% |
78% |
False |
False |
67,185 |
120 |
617-4 |
356-6 |
260-6 |
45.9% |
9-6 |
1.7% |
81% |
False |
False |
57,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-7 |
2.618 |
586-2 |
1.618 |
579-6 |
1.000 |
575-6 |
0.618 |
573-2 |
HIGH |
569-2 |
0.618 |
566-6 |
0.500 |
566-0 |
0.382 |
565-2 |
LOW |
562-6 |
0.618 |
558-6 |
1.000 |
556-2 |
1.618 |
552-2 |
2.618 |
545-6 |
4.250 |
535-1 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
567-3 |
566-6 |
PP |
566-5 |
565-5 |
S1 |
566-0 |
564-3 |
|