CME Pit-Traded Corn Future March 2011
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 |
575-0 |
556-0 |
-19-0 |
-3.3% |
553-2 |
High |
575-2 |
575-0 |
-0-2 |
0.0% |
573-4 |
Low |
556-2 |
556-0 |
-0-2 |
0.0% |
543-4 |
Close |
561-6 |
574-4 |
12-6 |
2.3% |
573-4 |
Range |
19-0 |
19-0 |
0-0 |
0.0% |
30-0 |
ATR |
15-3 |
15-5 |
0-2 |
1.7% |
0-0 |
Volume |
143,520 |
148,241 |
4,721 |
3.3% |
781,230 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-4 |
619-0 |
585-0 |
|
R3 |
606-4 |
600-0 |
579-6 |
|
R2 |
587-4 |
587-4 |
578-0 |
|
R1 |
581-0 |
581-0 |
576-2 |
584-2 |
PP |
568-4 |
568-4 |
568-4 |
570-1 |
S1 |
562-0 |
562-0 |
572-6 |
565-2 |
S2 |
549-4 |
549-4 |
571-0 |
|
S3 |
530-4 |
543-0 |
569-2 |
|
S4 |
511-4 |
524-0 |
564-0 |
|
|
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 |
575-2 |
555-2 |
20-0 |
3.5% |
13-7 |
2.4% |
96% |
False |
False |
153,808 |
10 |
575-2 |
543-4 |
31-6 |
5.5% |
10-6 |
1.9% |
98% |
False |
False |
150,914 |
20 |
586-4 |
520-6 |
65-6 |
11.4% |
13-0 |
2.3% |
82% |
False |
False |
152,752 |
40 |
617-4 |
520-6 |
96-6 |
16.8% |
12-2 |
2.1% |
56% |
False |
False |
112,170 |
60 |
617-4 |
468-0 |
149-4 |
26.0% |
12-3 |
2.2% |
71% |
False |
False |
95,667 |
80 |
617-4 |
429-4 |
188-0 |
32.7% |
11-2 |
2.0% |
77% |
False |
False |
81,883 |
100 |
617-4 |
390-4 |
227-0 |
39.5% |
10-6 |
1.9% |
81% |
False |
False |
69,763 |
120 |
617-4 |
356-6 |
260-6 |
45.4% |
10-0 |
1.7% |
84% |
False |
False |
59,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
655-6 |
2.618 |
624-6 |
1.618 |
605-6 |
1.000 |
594-0 |
0.618 |
586-6 |
HIGH |
575-0 |
0.618 |
567-6 |
0.500 |
565-4 |
0.382 |
563-2 |
LOW |
556-0 |
0.618 |
544-2 |
1.000 |
537-0 |
1.618 |
525-2 |
2.618 |
506-2 |
4.250 |
475-2 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
571-4 |
571-4 |
PP |
568-4 |
568-5 |
S1 |
565-4 |
565-5 |
|