CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
586-0 |
603-4 |
17-4 |
3.0% |
586-2 |
| High |
592-0 |
603-4 |
11-4 |
1.9% |
595-2 |
| Low |
584-6 |
572-0 |
-12-6 |
-2.2% |
569-0 |
| Close |
585-2 |
576-2 |
-9-0 |
-1.5% |
587-6 |
| Range |
7-2 |
31-4 |
24-2 |
334.5% |
26-2 |
| ATR |
13-4 |
14-6 |
1-2 |
9.5% |
0-0 |
| Volume |
176,692 |
348,441 |
171,749 |
97.2% |
874,269 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-3 |
658-7 |
593-5 |
|
| R3 |
646-7 |
627-3 |
584-7 |
|
| R2 |
615-3 |
615-3 |
582-0 |
|
| R1 |
595-7 |
595-7 |
579-1 |
589-7 |
| PP |
583-7 |
583-7 |
583-7 |
581-0 |
| S1 |
564-3 |
564-3 |
573-3 |
558-3 |
| S2 |
552-3 |
552-3 |
570-4 |
|
| S3 |
520-7 |
532-7 |
567-5 |
|
| S4 |
489-3 |
501-3 |
558-7 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-6 |
651-4 |
602-2 |
|
| R3 |
636-4 |
625-2 |
595-0 |
|
| R2 |
610-2 |
610-2 |
592-4 |
|
| R1 |
599-0 |
599-0 |
590-1 |
604-5 |
| PP |
584-0 |
584-0 |
584-0 |
586-6 |
| S1 |
572-6 |
572-6 |
585-3 |
578-3 |
| S2 |
557-6 |
557-6 |
583-0 |
|
| S3 |
531-4 |
546-4 |
580-4 |
|
| S4 |
505-2 |
520-2 |
573-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
603-4 |
569-0 |
34-4 |
6.0% |
12-6 |
2.2% |
21% |
True |
False |
215,039 |
| 10 |
603-4 |
562-0 |
41-4 |
7.2% |
12-0 |
2.1% |
34% |
True |
False |
188,867 |
| 20 |
603-4 |
543-0 |
60-4 |
10.5% |
12-4 |
2.2% |
55% |
True |
False |
186,104 |
| 40 |
603-4 |
456-0 |
147-4 |
25.6% |
12-7 |
2.2% |
82% |
True |
False |
195,818 |
| 60 |
603-4 |
415-4 |
188-0 |
32.6% |
11-5 |
2.0% |
86% |
True |
False |
187,596 |
| 80 |
603-4 |
375-6 |
227-6 |
39.5% |
11-2 |
1.9% |
88% |
True |
False |
177,467 |
| 100 |
603-4 |
343-2 |
260-2 |
45.2% |
10-5 |
1.8% |
90% |
True |
False |
164,354 |
| 120 |
603-4 |
343-2 |
260-2 |
45.2% |
9-6 |
1.7% |
90% |
True |
False |
145,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737-3 |
|
2.618 |
686-0 |
|
1.618 |
654-4 |
|
1.000 |
635-0 |
|
0.618 |
623-0 |
|
HIGH |
603-4 |
|
0.618 |
591-4 |
|
0.500 |
587-6 |
|
0.382 |
584-0 |
|
LOW |
572-0 |
|
0.618 |
552-4 |
|
1.000 |
540-4 |
|
1.618 |
521-0 |
|
2.618 |
489-4 |
|
4.250 |
438-1 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
587-6 |
587-6 |
| PP |
583-7 |
583-7 |
| S1 |
580-1 |
580-1 |
|