CME Pit-Traded Corn Future March 2011
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 |
571-0 |
570-0 |
-1-0 |
-0.2% |
567-4 |
High |
578-2 |
576-4 |
-1-6 |
-0.3% |
578-2 |
Low |
571-0 |
567-4 |
-3-4 |
-0.6% |
556-0 |
Close |
574-2 |
574-2 |
0-0 |
0.0% |
574-2 |
Range |
7-2 |
9-0 |
1-6 |
24.1% |
22-2 |
ATR |
15-0 |
14-4 |
-0-3 |
-2.9% |
0-0 |
Volume |
128,711 |
117,213 |
-11,498 |
-8.9% |
661,638 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
599-6 |
596-0 |
579-2 |
|
R3 |
590-6 |
587-0 |
576-6 |
|
R2 |
581-6 |
581-6 |
575-7 |
|
R1 |
578-0 |
578-0 |
575-1 |
579-7 |
PP |
572-6 |
572-6 |
572-6 |
573-6 |
S1 |
569-0 |
569-0 |
573-3 |
570-7 |
S2 |
563-6 |
563-6 |
572-5 |
|
S3 |
554-6 |
560-0 |
571-6 |
|
S4 |
545-6 |
551-0 |
569-2 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-2 |
627-4 |
586-4 |
|
R3 |
614-0 |
605-2 |
580-3 |
|
R2 |
591-6 |
591-6 |
578-3 |
|
R1 |
583-0 |
583-0 |
576-2 |
587-3 |
PP |
569-4 |
569-4 |
569-4 |
571-6 |
S1 |
560-6 |
560-6 |
572-2 |
565-1 |
S2 |
547-2 |
547-2 |
570-1 |
|
S3 |
525-0 |
538-4 |
568-1 |
|
S4 |
502-6 |
516-2 |
562-0 |
|
|
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% |
12-1 |
2.1% |
82% |
False |
False |
132,327 |
10 |
578-2 |
543-4 |
34-6 |
6.1% |
11-2 |
2.0% |
88% |
False |
False |
144,286 |
20 |
579-0 |
520-6 |
58-2 |
10.1% |
13-0 |
2.3% |
92% |
False |
False |
148,321 |
40 |
617-4 |
520-6 |
96-6 |
16.8% |
12-0 |
2.1% |
55% |
False |
False |
113,570 |
60 |
617-4 |
468-0 |
149-4 |
26.0% |
12-4 |
2.2% |
71% |
False |
False |
97,855 |
80 |
617-4 |
429-4 |
188-0 |
32.7% |
11-2 |
2.0% |
77% |
False |
False |
84,263 |
100 |
617-4 |
390-4 |
227-0 |
39.5% |
10-6 |
1.9% |
81% |
False |
False |
71,924 |
120 |
617-4 |
356-6 |
260-6 |
45.4% |
10-0 |
1.7% |
83% |
False |
False |
61,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-6 |
2.618 |
600-0 |
1.618 |
591-0 |
1.000 |
585-4 |
0.618 |
582-0 |
HIGH |
576-4 |
0.618 |
573-0 |
0.500 |
572-0 |
0.382 |
571-0 |
LOW |
567-4 |
0.618 |
562-0 |
1.000 |
558-4 |
1.618 |
553-0 |
2.618 |
544-0 |
4.250 |
529-2 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
573-4 |
571-7 |
PP |
572-6 |
569-4 |
S1 |
572-0 |
567-1 |
|