CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
568-4 |
574-0 |
5-4 |
1.0% |
550-0 |
High |
575-6 |
577-0 |
1-2 |
0.2% |
563-4 |
Low |
566-0 |
573-0 |
7-0 |
1.2% |
543-4 |
Close |
575-2 |
574-4 |
-0-6 |
-0.1% |
560-2 |
Range |
9-6 |
4-0 |
-5-6 |
-59.0% |
20-0 |
ATR |
14-3 |
13-5 |
-0-6 |
-5.1% |
0-0 |
Volume |
7,598 |
4,083 |
-3,515 |
-46.3% |
80,428 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
586-7 |
584-5 |
576-6 |
|
R3 |
582-7 |
580-5 |
575-5 |
|
R2 |
578-7 |
578-7 |
575-2 |
|
R1 |
576-5 |
576-5 |
574-7 |
577-6 |
PP |
574-7 |
574-7 |
574-7 |
575-3 |
S1 |
572-5 |
572-5 |
574-1 |
573-6 |
S2 |
570-7 |
570-7 |
573-6 |
|
S3 |
566-7 |
568-5 |
573-3 |
|
S4 |
562-7 |
564-5 |
572-2 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-6 |
608-0 |
571-2 |
|
R3 |
595-6 |
588-0 |
565-6 |
|
R2 |
575-6 |
575-6 |
563-7 |
|
R1 |
568-0 |
568-0 |
562-1 |
571-7 |
PP |
555-6 |
555-6 |
555-6 |
557-6 |
S1 |
548-0 |
548-0 |
558-3 |
551-7 |
S2 |
535-6 |
535-6 |
556-5 |
|
S3 |
515-6 |
528-0 |
554-6 |
|
S4 |
495-6 |
508-0 |
549-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
577-0 |
543-4 |
33-4 |
5.8% |
8-6 |
1.5% |
93% |
True |
False |
9,979 |
10 |
577-0 |
539-2 |
37-6 |
6.6% |
10-3 |
1.8% |
93% |
True |
False |
17,893 |
20 |
577-0 |
507-0 |
70-0 |
12.2% |
11-0 |
1.9% |
96% |
True |
False |
90,029 |
40 |
603-4 |
507-0 |
96-4 |
16.8% |
12-0 |
2.1% |
70% |
False |
False |
143,087 |
60 |
603-4 |
456-0 |
147-4 |
25.7% |
12-5 |
2.2% |
80% |
False |
False |
162,838 |
80 |
603-4 |
415-4 |
188-0 |
32.7% |
11-5 |
2.0% |
85% |
False |
False |
167,059 |
100 |
603-4 |
375-6 |
227-6 |
39.6% |
11-4 |
2.0% |
87% |
False |
False |
165,122 |
120 |
603-4 |
343-2 |
260-2 |
45.3% |
10-7 |
1.9% |
89% |
False |
False |
157,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
594-0 |
2.618 |
587-4 |
1.618 |
583-4 |
1.000 |
581-0 |
0.618 |
579-4 |
HIGH |
577-0 |
0.618 |
575-4 |
0.500 |
575-0 |
0.382 |
574-4 |
LOW |
573-0 |
0.618 |
570-4 |
1.000 |
569-0 |
1.618 |
566-4 |
2.618 |
562-4 |
4.250 |
556-0 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
575-0 |
571-4 |
PP |
574-7 |
568-4 |
S1 |
574-5 |
565-4 |
|