CME Pit-Traded Corn Future May 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 |
571-0 |
574-6 |
3-6 |
0.7% |
561-2 |
High |
579-2 |
576-0 |
-3-2 |
-0.6% |
579-2 |
Low |
571-0 |
571-2 |
0-2 |
0.0% |
551-2 |
Close |
580-4 |
576-2 |
-4-2 |
-0.7% |
580-4 |
Range |
8-2 |
4-6 |
-3-4 |
-42.4% |
28-0 |
ATR |
14-0 |
13-6 |
-0-3 |
-2.4% |
0-0 |
Volume |
35,933 |
33,392 |
-2,541 |
-7.1% |
97,857 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
588-6 |
587-2 |
578-7 |
|
R3 |
584-0 |
582-4 |
577-4 |
|
R2 |
579-2 |
579-2 |
577-1 |
|
R1 |
577-6 |
577-6 |
576-5 |
578-4 |
PP |
574-4 |
574-4 |
574-4 |
574-7 |
S1 |
573-0 |
573-0 |
575-7 |
573-6 |
S2 |
569-6 |
569-6 |
575-3 |
|
S3 |
565-0 |
568-2 |
575-0 |
|
S4 |
560-2 |
563-4 |
573-5 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-3 |
645-3 |
595-7 |
|
R3 |
626-3 |
617-3 |
588-2 |
|
R2 |
598-3 |
598-3 |
585-5 |
|
R1 |
589-3 |
589-3 |
583-1 |
593-7 |
PP |
570-3 |
570-3 |
570-3 |
572-4 |
S1 |
561-3 |
561-3 |
577-7 |
565-7 |
S2 |
542-3 |
542-3 |
575-3 |
|
S3 |
514-3 |
533-3 |
572-6 |
|
S4 |
486-3 |
505-3 |
565-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
579-2 |
551-2 |
28-0 |
4.9% |
8-7 |
1.5% |
89% |
False |
False |
24,681 |
10 |
579-2 |
530-6 |
48-4 |
8.4% |
7-4 |
1.3% |
94% |
False |
False |
22,383 |
20 |
621-0 |
530-6 |
90-2 |
15.7% |
10-7 |
1.9% |
50% |
False |
False |
23,982 |
40 |
621-0 |
530-6 |
90-2 |
15.7% |
11-1 |
1.9% |
50% |
False |
False |
20,771 |
60 |
621-0 |
474-4 |
146-4 |
25.4% |
10-5 |
1.8% |
69% |
False |
False |
18,892 |
80 |
621-0 |
438-0 |
183-0 |
31.8% |
9-4 |
1.7% |
76% |
False |
False |
15,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-2 |
2.618 |
588-3 |
1.618 |
583-5 |
1.000 |
580-6 |
0.618 |
578-7 |
HIGH |
576-0 |
0.618 |
574-1 |
0.500 |
573-5 |
0.382 |
573-1 |
LOW |
571-2 |
0.618 |
568-3 |
1.000 |
566-4 |
1.618 |
563-5 |
2.618 |
558-7 |
4.250 |
551-0 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
575-3 |
574-6 |
PP |
574-4 |
573-1 |
S1 |
573-5 |
571-5 |
|