CME Pit-Traded Corn Future March 2011
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 |
556-0 |
571-0 |
15-0 |
2.7% |
553-2 |
High |
575-0 |
578-2 |
3-2 |
0.6% |
573-4 |
Low |
556-0 |
571-0 |
15-0 |
2.7% |
543-4 |
Close |
574-4 |
574-2 |
-0-2 |
0.0% |
573-4 |
Range |
19-0 |
7-2 |
-11-6 |
-61.8% |
30-0 |
ATR |
15-5 |
15-0 |
-0-5 |
-3.8% |
0-0 |
Volume |
148,241 |
128,711 |
-19,530 |
-13.2% |
781,230 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
596-2 |
592-4 |
578-2 |
|
R3 |
589-0 |
585-2 |
576-2 |
|
R2 |
581-6 |
581-6 |
575-5 |
|
R1 |
578-0 |
578-0 |
574-7 |
579-7 |
PP |
574-4 |
574-4 |
574-4 |
575-4 |
S1 |
570-6 |
570-6 |
573-5 |
572-5 |
S2 |
567-2 |
567-2 |
572-7 |
|
S3 |
560-0 |
563-4 |
572-2 |
|
S4 |
552-6 |
556-2 |
570-2 |
|
|
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 |
578-2 |
556-0 |
22-2 |
3.9% |
12-7 |
2.2% |
82% |
True |
False |
141,282 |
10 |
578-2 |
543-4 |
34-6 |
6.1% |
10-7 |
1.9% |
88% |
True |
False |
145,855 |
20 |
583-4 |
520-6 |
62-6 |
10.9% |
13-0 |
2.3% |
85% |
False |
False |
149,519 |
40 |
617-4 |
520-6 |
96-6 |
16.8% |
12-1 |
2.1% |
55% |
False |
False |
112,712 |
60 |
617-4 |
468-0 |
149-4 |
26.0% |
12-3 |
2.2% |
71% |
False |
False |
96,653 |
80 |
617-4 |
429-4 |
188-0 |
32.7% |
11-2 |
2.0% |
77% |
False |
False |
83,184 |
100 |
617-4 |
390-4 |
227-0 |
39.5% |
10-6 |
1.9% |
81% |
False |
False |
70,865 |
120 |
617-4 |
356-6 |
260-6 |
45.4% |
9-7 |
1.7% |
83% |
False |
False |
60,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
609-0 |
2.618 |
597-2 |
1.618 |
590-0 |
1.000 |
585-4 |
0.618 |
582-6 |
HIGH |
578-2 |
0.618 |
575-4 |
0.500 |
574-5 |
0.382 |
573-6 |
LOW |
571-0 |
0.618 |
566-4 |
1.000 |
563-6 |
1.618 |
559-2 |
2.618 |
552-0 |
4.250 |
540-2 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
574-5 |
571-7 |
PP |
574-4 |
569-4 |
S1 |
574-3 |
567-1 |
|