CME Pit-Traded Corn Future July 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 |
576-2 |
578-0 |
1-6 |
0.3% |
564-4 |
High |
583-0 |
580-2 |
-2-6 |
-0.5% |
583-0 |
Low |
576-2 |
577-6 |
1-4 |
0.3% |
555-4 |
Close |
584-4 |
580-6 |
-3-6 |
-0.6% |
584-4 |
Range |
6-6 |
2-4 |
-4-2 |
-63.0% |
27-4 |
ATR |
13-7 |
13-3 |
-0-4 |
-3.7% |
0-0 |
Volume |
39,008 |
51,661 |
12,653 |
32.4% |
129,318 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
587-1 |
586-3 |
582-1 |
|
R3 |
584-5 |
583-7 |
581-4 |
|
R2 |
582-1 |
582-1 |
581-2 |
|
R1 |
581-3 |
581-3 |
581-0 |
581-6 |
PP |
579-5 |
579-5 |
579-5 |
579-6 |
S1 |
578-7 |
578-7 |
580-4 |
579-2 |
S2 |
577-1 |
577-1 |
580-2 |
|
S3 |
574-5 |
576-3 |
580-0 |
|
S4 |
572-1 |
573-7 |
579-3 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-7 |
648-1 |
599-5 |
|
R3 |
629-3 |
620-5 |
592-0 |
|
R2 |
601-7 |
601-7 |
589-4 |
|
R1 |
593-1 |
593-1 |
587-0 |
597-4 |
PP |
574-3 |
574-3 |
574-3 |
576-4 |
S1 |
565-5 |
565-5 |
582-0 |
570-0 |
S2 |
546-7 |
546-7 |
579-4 |
|
S3 |
519-3 |
538-1 |
577-0 |
|
S4 |
491-7 |
510-5 |
569-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
583-0 |
555-4 |
27-4 |
4.7% |
6-0 |
1.0% |
92% |
False |
False |
33,984 |
10 |
583-0 |
534-6 |
48-2 |
8.3% |
7-3 |
1.3% |
95% |
False |
False |
33,026 |
20 |
625-0 |
534-6 |
90-2 |
15.5% |
10-3 |
1.8% |
51% |
False |
False |
38,820 |
40 |
625-0 |
534-6 |
90-2 |
15.5% |
10-4 |
1.8% |
51% |
False |
False |
35,565 |
60 |
625-0 |
479-0 |
146-0 |
25.1% |
10-1 |
1.8% |
70% |
False |
False |
32,997 |
80 |
625-0 |
444-4 |
180-4 |
31.1% |
9-1 |
1.6% |
75% |
False |
False |
29,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
590-7 |
2.618 |
586-6 |
1.618 |
584-2 |
1.000 |
582-6 |
0.618 |
581-6 |
HIGH |
580-2 |
0.618 |
579-2 |
0.500 |
579-0 |
0.382 |
578-6 |
LOW |
577-6 |
0.618 |
576-2 |
1.000 |
575-2 |
1.618 |
573-6 |
2.618 |
571-2 |
4.250 |
567-1 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
580-1 |
579-1 |
PP |
579-5 |
577-3 |
S1 |
579-0 |
575-6 |
|