CME Pit-Traded Corn Future May 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 |
565-2 |
579-2 |
14-0 |
2.5% |
561-2 |
High |
583-0 |
586-0 |
3-0 |
0.5% |
579-2 |
Low |
565-2 |
579-2 |
14-0 |
2.5% |
551-2 |
Close |
583-0 |
583-0 |
0-0 |
0.0% |
580-4 |
Range |
17-6 |
6-6 |
-11-0 |
-62.0% |
28-0 |
ATR |
14-1 |
13-4 |
-0-4 |
-3.7% |
0-0 |
Volume |
27,979 |
28,604 |
625 |
2.2% |
97,857 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-0 |
599-6 |
586-6 |
|
R3 |
596-2 |
593-0 |
584-7 |
|
R2 |
589-4 |
589-4 |
584-2 |
|
R1 |
586-2 |
586-2 |
583-5 |
587-7 |
PP |
582-6 |
582-6 |
582-6 |
583-4 |
S1 |
579-4 |
579-4 |
582-3 |
581-1 |
S2 |
576-0 |
576-0 |
581-6 |
|
S3 |
569-2 |
572-6 |
581-1 |
|
S4 |
562-4 |
566-0 |
579-2 |
|
|
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 |
586-0 |
565-2 |
20-6 |
3.6% |
10-4 |
1.8% |
86% |
True |
False |
29,964 |
10 |
586-0 |
551-2 |
34-6 |
6.0% |
8-5 |
1.5% |
91% |
True |
False |
23,690 |
20 |
591-2 |
530-6 |
60-4 |
10.4% |
10-7 |
1.9% |
86% |
False |
False |
23,591 |
40 |
621-0 |
530-6 |
90-2 |
15.5% |
10-5 |
1.8% |
58% |
False |
False |
21,008 |
60 |
621-0 |
474-4 |
146-4 |
25.1% |
11-0 |
1.9% |
74% |
False |
False |
19,552 |
80 |
621-0 |
438-0 |
183-0 |
31.4% |
9-7 |
1.7% |
79% |
False |
False |
16,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-6 |
2.618 |
603-5 |
1.618 |
596-7 |
1.000 |
592-6 |
0.618 |
590-1 |
HIGH |
586-0 |
0.618 |
583-3 |
0.500 |
582-5 |
0.382 |
581-7 |
LOW |
579-2 |
0.618 |
575-1 |
1.000 |
572-4 |
1.618 |
568-3 |
2.618 |
561-5 |
4.250 |
550-4 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
582-7 |
580-4 |
PP |
582-6 |
578-1 |
S1 |
582-5 |
575-5 |
|