CME Pit-Traded Corn Future May 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 |
579-2 |
578-0 |
-1-2 |
-0.2% |
574-6 |
High |
586-0 |
583-2 |
-2-6 |
-0.5% |
586-0 |
Low |
579-2 |
576-0 |
-3-2 |
-0.6% |
565-2 |
Close |
583-0 |
583-0 |
0-0 |
0.0% |
583-0 |
Range |
6-6 |
7-2 |
0-4 |
7.4% |
20-6 |
ATR |
13-4 |
13-1 |
-0-4 |
-3.3% |
0-0 |
Volume |
28,604 |
32,504 |
3,900 |
13.6% |
146,395 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
602-4 |
600-0 |
587-0 |
|
R3 |
595-2 |
592-6 |
585-0 |
|
R2 |
588-0 |
588-0 |
584-3 |
|
R1 |
585-4 |
585-4 |
583-5 |
586-6 |
PP |
580-6 |
580-6 |
580-6 |
581-3 |
S1 |
578-2 |
578-2 |
582-3 |
579-4 |
S2 |
573-4 |
573-4 |
581-5 |
|
S3 |
566-2 |
571-0 |
581-0 |
|
S4 |
559-0 |
563-6 |
579-0 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
640-3 |
632-3 |
594-3 |
|
R3 |
619-5 |
611-5 |
588-6 |
|
R2 |
598-7 |
598-7 |
586-6 |
|
R1 |
590-7 |
590-7 |
584-7 |
594-7 |
PP |
578-1 |
578-1 |
578-1 |
580-0 |
S1 |
570-1 |
570-1 |
581-1 |
574-1 |
S2 |
557-3 |
557-3 |
579-2 |
|
S3 |
536-5 |
549-3 |
577-2 |
|
S4 |
515-7 |
528-5 |
571-5 |
|
|
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% |
10-2 |
1.8% |
86% |
False |
False |
29,279 |
10 |
586-0 |
551-2 |
34-6 |
6.0% |
9-3 |
1.6% |
91% |
False |
False |
24,425 |
20 |
586-0 |
530-6 |
55-2 |
9.5% |
10-6 |
1.8% |
95% |
False |
False |
24,115 |
40 |
621-0 |
530-6 |
90-2 |
15.5% |
10-4 |
1.8% |
58% |
False |
False |
21,126 |
60 |
621-0 |
474-4 |
146-4 |
25.1% |
11-0 |
1.9% |
74% |
False |
False |
19,868 |
80 |
621-0 |
438-0 |
183-0 |
31.4% |
9-7 |
1.7% |
79% |
False |
False |
17,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
614-0 |
2.618 |
602-2 |
1.618 |
595-0 |
1.000 |
590-4 |
0.618 |
587-6 |
HIGH |
583-2 |
0.618 |
580-4 |
0.500 |
579-5 |
0.382 |
578-6 |
LOW |
576-0 |
0.618 |
571-4 |
1.000 |
568-6 |
1.618 |
564-2 |
2.618 |
557-0 |
4.250 |
545-2 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
581-7 |
580-4 |
PP |
580-6 |
578-1 |
S1 |
579-5 |
575-5 |
|