CME Pit-Traded Corn Future March 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 |
567-4 |
575-0 |
7-4 |
1.3% |
553-2 |
| High |
569-2 |
575-2 |
6-0 |
1.1% |
573-4 |
| Low |
562-6 |
556-2 |
-6-4 |
-1.2% |
543-4 |
| Close |
568-0 |
561-6 |
-6-2 |
-1.1% |
573-4 |
| Range |
6-4 |
19-0 |
12-4 |
192.3% |
30-0 |
| ATR |
15-0 |
15-3 |
0-2 |
1.9% |
0-0 |
| Volume |
123,953 |
143,520 |
19,567 |
15.8% |
781,230 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-3 |
610-5 |
572-2 |
|
| R3 |
602-3 |
591-5 |
567-0 |
|
| R2 |
583-3 |
583-3 |
565-2 |
|
| R1 |
572-5 |
572-5 |
563-4 |
568-4 |
| PP |
564-3 |
564-3 |
564-3 |
562-3 |
| S1 |
553-5 |
553-5 |
560-0 |
549-4 |
| S2 |
545-3 |
545-3 |
558-2 |
|
| S3 |
526-3 |
534-5 |
556-4 |
|
| S4 |
507-3 |
515-5 |
551-2 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653-4 |
643-4 |
590-0 |
|
| R3 |
623-4 |
613-4 |
581-6 |
|
| R2 |
593-4 |
593-4 |
579-0 |
|
| R1 |
583-4 |
583-4 |
576-2 |
588-4 |
| PP |
563-4 |
563-4 |
563-4 |
566-0 |
| S1 |
553-4 |
553-4 |
570-6 |
558-4 |
| S2 |
533-4 |
533-4 |
568-0 |
|
| S3 |
503-4 |
523-4 |
565-2 |
|
| S4 |
473-4 |
493-4 |
557-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
575-2 |
554-0 |
21-2 |
3.8% |
12-5 |
2.3% |
36% |
True |
False |
153,831 |
| 10 |
575-2 |
520-6 |
54-4 |
9.7% |
11-2 |
2.0% |
75% |
True |
False |
150,449 |
| 20 |
617-4 |
520-6 |
96-6 |
17.2% |
13-5 |
2.4% |
42% |
False |
False |
149,631 |
| 40 |
617-4 |
520-6 |
96-6 |
17.2% |
12-4 |
2.2% |
42% |
False |
False |
111,189 |
| 60 |
617-4 |
468-0 |
149-4 |
26.6% |
12-2 |
2.2% |
63% |
False |
False |
94,135 |
| 80 |
617-4 |
429-4 |
188-0 |
33.5% |
11-1 |
2.0% |
70% |
False |
False |
80,259 |
| 100 |
617-4 |
390-4 |
227-0 |
40.4% |
10-5 |
1.9% |
75% |
False |
False |
68,434 |
| 120 |
617-4 |
356-6 |
260-6 |
46.4% |
9-7 |
1.8% |
79% |
False |
False |
58,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-0 |
|
2.618 |
625-0 |
|
1.618 |
606-0 |
|
1.000 |
594-2 |
|
0.618 |
587-0 |
|
HIGH |
575-2 |
|
0.618 |
568-0 |
|
0.500 |
565-6 |
|
0.382 |
563-4 |
|
LOW |
556-2 |
|
0.618 |
544-4 |
|
1.000 |
537-2 |
|
1.618 |
525-4 |
|
2.618 |
506-4 |
|
4.250 |
475-4 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
565-6 |
565-6 |
| PP |
564-3 |
564-3 |
| S1 |
563-1 |
563-1 |
|