CME Pit-Traded Corn Future December 2010
| 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 |
550-0 |
562-0 |
12-0 |
2.2% |
539-0 |
| High |
554-0 |
562-0 |
8-0 |
1.4% |
559-4 |
| Low |
548-4 |
544-2 |
-4-2 |
-0.8% |
530-0 |
| Close |
553-6 |
547-2 |
-6-4 |
-1.2% |
559-0 |
| Range |
5-4 |
17-6 |
12-2 |
222.7% |
29-4 |
| ATR |
15-1 |
15-3 |
0-1 |
1.2% |
0-0 |
| Volume |
23,691 |
18,522 |
-5,169 |
-21.8% |
289,116 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604-3 |
593-5 |
557-0 |
|
| R3 |
586-5 |
575-7 |
552-1 |
|
| R2 |
568-7 |
568-7 |
550-4 |
|
| R1 |
558-1 |
558-1 |
548-7 |
554-5 |
| PP |
551-1 |
551-1 |
551-1 |
549-4 |
| S1 |
540-3 |
540-3 |
545-5 |
536-7 |
| S2 |
533-3 |
533-3 |
544-0 |
|
| S3 |
515-5 |
522-5 |
542-3 |
|
| S4 |
497-7 |
504-7 |
537-4 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-0 |
628-0 |
575-2 |
|
| R3 |
608-4 |
598-4 |
567-1 |
|
| R2 |
579-0 |
579-0 |
564-3 |
|
| R1 |
569-0 |
569-0 |
561-6 |
574-0 |
| PP |
549-4 |
549-4 |
549-4 |
552-0 |
| S1 |
539-4 |
539-4 |
556-2 |
544-4 |
| S2 |
520-0 |
520-0 |
553-5 |
|
| S3 |
490-4 |
510-0 |
550-7 |
|
| S4 |
461-0 |
480-4 |
542-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
562-0 |
539-2 |
22-6 |
4.2% |
12-0 |
2.2% |
35% |
True |
False |
25,806 |
| 10 |
562-0 |
507-0 |
55-0 |
10.1% |
10-4 |
1.9% |
73% |
True |
False |
72,738 |
| 20 |
603-4 |
507-0 |
96-4 |
17.6% |
13-4 |
2.5% |
42% |
False |
False |
151,988 |
| 40 |
603-4 |
507-0 |
96-4 |
17.6% |
12-7 |
2.4% |
42% |
False |
False |
167,439 |
| 60 |
603-4 |
456-0 |
147-4 |
27.0% |
12-7 |
2.3% |
62% |
False |
False |
178,913 |
| 80 |
603-4 |
415-4 |
188-0 |
34.4% |
11-6 |
2.2% |
70% |
False |
False |
175,777 |
| 100 |
603-4 |
375-6 |
227-6 |
41.6% |
11-4 |
2.1% |
75% |
False |
False |
169,987 |
| 120 |
603-4 |
343-2 |
260-2 |
47.6% |
10-7 |
2.0% |
78% |
False |
False |
159,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-4 |
|
2.618 |
608-4 |
|
1.618 |
590-6 |
|
1.000 |
579-6 |
|
0.618 |
573-0 |
|
HIGH |
562-0 |
|
0.618 |
555-2 |
|
0.500 |
553-1 |
|
0.382 |
551-0 |
|
LOW |
544-2 |
|
0.618 |
533-2 |
|
1.000 |
526-4 |
|
1.618 |
515-4 |
|
2.618 |
497-6 |
|
4.250 |
468-6 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
553-1 |
553-1 |
| PP |
551-1 |
551-1 |
| S1 |
549-2 |
549-2 |
|