CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
570-0 |
584-0 |
14-0 |
2.5% |
564-4 |
| High |
587-0 |
591-0 |
4-0 |
0.7% |
583-0 |
| Low |
570-0 |
584-0 |
14-0 |
2.5% |
555-4 |
| Close |
587-2 |
587-2 |
0-0 |
0.0% |
584-4 |
| Range |
17-0 |
7-0 |
-10-0 |
-58.8% |
27-4 |
| ATR |
13-6 |
13-2 |
-0-4 |
-3.5% |
0-0 |
| Volume |
28,248 |
26,868 |
-1,380 |
-4.9% |
129,318 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-3 |
604-7 |
591-1 |
|
| R3 |
601-3 |
597-7 |
589-1 |
|
| R2 |
594-3 |
594-3 |
588-4 |
|
| R1 |
590-7 |
590-7 |
587-7 |
592-5 |
| PP |
587-3 |
587-3 |
587-3 |
588-2 |
| S1 |
583-7 |
583-7 |
586-5 |
585-5 |
| S2 |
580-3 |
580-3 |
586-0 |
|
| S3 |
573-3 |
576-7 |
585-3 |
|
| S4 |
566-3 |
569-7 |
583-3 |
|
|
| 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 |
591-0 |
570-0 |
21-0 |
3.6% |
9-5 |
1.6% |
82% |
True |
False |
34,481 |
| 10 |
591-0 |
555-4 |
35-4 |
6.0% |
7-5 |
1.3% |
89% |
True |
False |
29,749 |
| 20 |
595-6 |
534-6 |
61-0 |
10.4% |
10-4 |
1.8% |
86% |
False |
False |
35,909 |
| 40 |
625-0 |
534-6 |
90-2 |
15.4% |
10-0 |
1.7% |
58% |
False |
False |
33,930 |
| 60 |
625-0 |
479-0 |
146-0 |
24.9% |
10-4 |
1.8% |
74% |
False |
False |
32,949 |
| 80 |
625-0 |
444-4 |
180-4 |
30.7% |
9-3 |
1.6% |
79% |
False |
False |
29,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
620-6 |
|
2.618 |
609-3 |
|
1.618 |
602-3 |
|
1.000 |
598-0 |
|
0.618 |
595-3 |
|
HIGH |
591-0 |
|
0.618 |
588-3 |
|
0.500 |
587-4 |
|
0.382 |
586-5 |
|
LOW |
584-0 |
|
0.618 |
579-5 |
|
1.000 |
577-0 |
|
1.618 |
572-5 |
|
2.618 |
565-5 |
|
4.250 |
554-2 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
587-4 |
585-0 |
| PP |
587-3 |
582-6 |
| S1 |
587-3 |
580-4 |
|