CME Pit-Traded Corn Future May 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 |
581-4 |
565-2 |
-16-2 |
-2.8% |
561-2 |
High |
581-6 |
583-0 |
1-2 |
0.2% |
579-2 |
Low |
567-0 |
565-2 |
-1-6 |
-0.3% |
551-2 |
Close |
569-6 |
583-0 |
13-2 |
2.3% |
580-4 |
Range |
14-6 |
17-6 |
3-0 |
20.3% |
28-0 |
ATR |
13-6 |
14-1 |
0-2 |
2.1% |
0-0 |
Volume |
23,916 |
27,979 |
4,063 |
17.0% |
97,857 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630-3 |
624-3 |
592-6 |
|
R3 |
612-5 |
606-5 |
587-7 |
|
R2 |
594-7 |
594-7 |
586-2 |
|
R1 |
588-7 |
588-7 |
584-5 |
591-7 |
PP |
577-1 |
577-1 |
577-1 |
578-4 |
S1 |
571-1 |
571-1 |
581-3 |
574-1 |
S2 |
559-3 |
559-3 |
579-6 |
|
S3 |
541-5 |
553-3 |
578-1 |
|
S4 |
523-7 |
535-5 |
573-2 |
|
|
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 |
583-0 |
564-0 |
19-0 |
3.3% |
11-3 |
2.0% |
100% |
True |
False |
28,345 |
10 |
583-0 |
551-2 |
31-6 |
5.4% |
8-3 |
1.4% |
100% |
True |
False |
22,838 |
20 |
593-0 |
530-6 |
62-2 |
10.7% |
10-7 |
1.9% |
84% |
False |
False |
24,327 |
40 |
621-0 |
530-6 |
90-2 |
15.5% |
10-7 |
1.9% |
58% |
False |
False |
20,878 |
60 |
621-0 |
474-4 |
146-4 |
25.1% |
11-0 |
1.9% |
74% |
False |
False |
19,378 |
80 |
621-0 |
438-0 |
183-0 |
31.4% |
9-6 |
1.7% |
79% |
False |
False |
16,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
658-4 |
2.618 |
629-4 |
1.618 |
611-6 |
1.000 |
600-6 |
0.618 |
594-0 |
HIGH |
583-0 |
0.618 |
576-2 |
0.500 |
574-1 |
0.382 |
572-0 |
LOW |
565-2 |
0.618 |
554-2 |
1.000 |
547-4 |
1.618 |
536-4 |
2.618 |
518-6 |
4.250 |
489-6 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
580-0 |
580-0 |
PP |
577-1 |
577-1 |
S1 |
574-1 |
574-1 |
|