CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
586-2 |
570-0 |
-16-2 |
-2.8% |
564-4 |
| High |
586-4 |
587-0 |
0-4 |
0.1% |
583-0 |
| Low |
571-4 |
570-0 |
-1-4 |
-0.3% |
555-4 |
| Close |
574-2 |
587-2 |
13-0 |
2.3% |
584-4 |
| Range |
15-0 |
17-0 |
2-0 |
13.3% |
27-4 |
| ATR |
13-4 |
13-6 |
0-2 |
1.8% |
0-0 |
| Volume |
26,620 |
28,248 |
1,628 |
6.1% |
129,318 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-3 |
626-7 |
596-5 |
|
| R3 |
615-3 |
609-7 |
591-7 |
|
| R2 |
598-3 |
598-3 |
590-3 |
|
| R1 |
592-7 |
592-7 |
588-6 |
595-5 |
| PP |
581-3 |
581-3 |
581-3 |
582-6 |
| S1 |
575-7 |
575-7 |
585-6 |
578-5 |
| S2 |
564-3 |
564-3 |
584-1 |
|
| S3 |
547-3 |
558-7 |
582-5 |
|
| S4 |
530-3 |
541-7 |
577-7 |
|
|
| 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 |
587-0 |
568-4 |
18-4 |
3.2% |
10-1 |
1.7% |
101% |
True |
False |
35,767 |
| 10 |
587-0 |
555-4 |
31-4 |
5.4% |
7-3 |
1.3% |
101% |
True |
False |
30,276 |
| 20 |
597-4 |
534-6 |
62-6 |
10.7% |
10-3 |
1.8% |
84% |
False |
False |
38,215 |
| 40 |
625-0 |
534-6 |
90-2 |
15.4% |
10-2 |
1.7% |
58% |
False |
False |
34,462 |
| 60 |
625-0 |
479-0 |
146-0 |
24.9% |
10-4 |
1.8% |
74% |
False |
False |
33,048 |
| 80 |
625-0 |
444-4 |
180-4 |
30.7% |
9-3 |
1.6% |
79% |
False |
False |
29,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-2 |
|
2.618 |
631-4 |
|
1.618 |
614-4 |
|
1.000 |
604-0 |
|
0.618 |
597-4 |
|
HIGH |
587-0 |
|
0.618 |
580-4 |
|
0.500 |
578-4 |
|
0.382 |
576-4 |
|
LOW |
570-0 |
|
0.618 |
559-4 |
|
1.000 |
553-0 |
|
1.618 |
542-4 |
|
2.618 |
525-4 |
|
4.250 |
497-6 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
584-3 |
584-3 |
| PP |
581-3 |
581-3 |
| S1 |
578-4 |
578-4 |
|