CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
574-6 |
581-4 |
6-6 |
1.2% |
561-2 |
High |
576-0 |
581-6 |
5-6 |
1.0% |
579-2 |
Low |
571-2 |
567-0 |
-4-2 |
-0.7% |
551-2 |
Close |
576-2 |
569-6 |
-6-4 |
-1.1% |
580-4 |
Range |
4-6 |
14-6 |
10-0 |
210.5% |
28-0 |
ATR |
13-6 |
13-6 |
0-1 |
0.5% |
0-0 |
Volume |
33,392 |
23,916 |
-9,476 |
-28.4% |
97,857 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-1 |
608-1 |
577-7 |
|
R3 |
602-3 |
593-3 |
573-6 |
|
R2 |
587-5 |
587-5 |
572-4 |
|
R1 |
578-5 |
578-5 |
571-1 |
575-6 |
PP |
572-7 |
572-7 |
572-7 |
571-3 |
S1 |
563-7 |
563-7 |
568-3 |
561-0 |
S2 |
558-1 |
558-1 |
567-0 |
|
S3 |
543-3 |
549-1 |
565-6 |
|
S4 |
528-5 |
534-3 |
561-5 |
|
|
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 |
581-6 |
562-4 |
19-2 |
3.4% |
10-2 |
1.8% |
38% |
True |
False |
25,976 |
10 |
581-6 |
530-6 |
51-0 |
9.0% |
8-7 |
1.6% |
76% |
True |
False |
21,754 |
20 |
621-0 |
530-6 |
90-2 |
15.8% |
11-3 |
2.0% |
43% |
False |
False |
24,169 |
40 |
621-0 |
530-6 |
90-2 |
15.8% |
11-1 |
1.9% |
43% |
False |
False |
20,973 |
60 |
621-0 |
474-4 |
146-4 |
25.7% |
10-7 |
1.9% |
65% |
False |
False |
19,061 |
80 |
621-0 |
438-0 |
183-0 |
32.1% |
9-5 |
1.7% |
72% |
False |
False |
16,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-4 |
2.618 |
620-3 |
1.618 |
605-5 |
1.000 |
596-4 |
0.618 |
590-7 |
HIGH |
581-6 |
0.618 |
576-1 |
0.500 |
574-3 |
0.382 |
572-5 |
LOW |
567-0 |
0.618 |
557-7 |
1.000 |
552-2 |
1.618 |
543-1 |
2.618 |
528-3 |
4.250 |
504-2 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
574-3 |
574-3 |
PP |
572-7 |
572-7 |
S1 |
571-2 |
571-2 |
|