CME Pit-Traded Corn Future July 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 |
578-0 |
586-2 |
8-2 |
1.4% |
564-4 |
High |
580-2 |
586-4 |
6-2 |
1.1% |
583-0 |
Low |
577-6 |
571-4 |
-6-2 |
-1.1% |
555-4 |
Close |
580-6 |
574-2 |
-6-4 |
-1.1% |
584-4 |
Range |
2-4 |
15-0 |
12-4 |
500.0% |
27-4 |
ATR |
13-3 |
13-4 |
0-1 |
0.9% |
0-0 |
Volume |
51,661 |
26,620 |
-25,041 |
-48.5% |
129,318 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
622-3 |
613-3 |
582-4 |
|
R3 |
607-3 |
598-3 |
578-3 |
|
R2 |
592-3 |
592-3 |
577-0 |
|
R1 |
583-3 |
583-3 |
575-5 |
580-3 |
PP |
577-3 |
577-3 |
577-3 |
576-0 |
S1 |
568-3 |
568-3 |
572-7 |
565-3 |
S2 |
562-3 |
562-3 |
571-4 |
|
S3 |
547-3 |
553-3 |
570-1 |
|
S4 |
532-3 |
538-3 |
566-0 |
|
|
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 |
586-4 |
567-0 |
19-4 |
3.4% |
9-0 |
1.6% |
37% |
True |
False |
34,624 |
10 |
586-4 |
534-6 |
51-6 |
9.0% |
8-0 |
1.4% |
76% |
True |
False |
31,549 |
20 |
625-0 |
534-6 |
90-2 |
15.7% |
10-7 |
1.9% |
44% |
False |
False |
38,602 |
40 |
625-0 |
534-6 |
90-2 |
15.7% |
10-4 |
1.8% |
44% |
False |
False |
35,318 |
60 |
625-0 |
479-0 |
146-0 |
25.4% |
10-3 |
1.8% |
65% |
False |
False |
32,927 |
80 |
625-0 |
444-4 |
180-4 |
31.4% |
9-2 |
1.6% |
72% |
False |
False |
29,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
650-2 |
2.618 |
625-6 |
1.618 |
610-6 |
1.000 |
601-4 |
0.618 |
595-6 |
HIGH |
586-4 |
0.618 |
580-6 |
0.500 |
579-0 |
0.382 |
577-2 |
LOW |
571-4 |
0.618 |
562-2 |
1.000 |
556-4 |
1.618 |
547-2 |
2.618 |
532-2 |
4.250 |
507-6 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
579-0 |
579-0 |
PP |
577-3 |
577-3 |
S1 |
575-7 |
575-7 |
|