CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
584-0 |
583-0 |
-1-0 |
-0.2% |
578-0 |
| High |
591-0 |
589-0 |
-2-0 |
-0.3% |
591-0 |
| Low |
584-0 |
582-0 |
-2-0 |
-0.3% |
570-0 |
| Close |
587-2 |
588-0 |
0-6 |
0.1% |
588-0 |
| Range |
7-0 |
7-0 |
0-0 |
0.0% |
21-0 |
| ATR |
13-2 |
12-7 |
-0-4 |
-3.4% |
0-0 |
| Volume |
26,868 |
20,556 |
-6,312 |
-23.5% |
153,953 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-3 |
604-5 |
591-7 |
|
| R3 |
600-3 |
597-5 |
589-7 |
|
| R2 |
593-3 |
593-3 |
589-2 |
|
| R1 |
590-5 |
590-5 |
588-5 |
592-0 |
| PP |
586-3 |
586-3 |
586-3 |
587-0 |
| S1 |
583-5 |
583-5 |
587-3 |
585-0 |
| S2 |
579-3 |
579-3 |
586-6 |
|
| S3 |
572-3 |
576-5 |
586-1 |
|
| S4 |
565-3 |
569-5 |
584-1 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-0 |
638-0 |
599-4 |
|
| R3 |
625-0 |
617-0 |
593-6 |
|
| R2 |
604-0 |
604-0 |
591-7 |
|
| R1 |
596-0 |
596-0 |
589-7 |
600-0 |
| PP |
583-0 |
583-0 |
583-0 |
585-0 |
| S1 |
575-0 |
575-0 |
586-1 |
579-0 |
| S2 |
562-0 |
562-0 |
584-1 |
|
| S3 |
541-0 |
554-0 |
582-2 |
|
| S4 |
520-0 |
533-0 |
576-4 |
|
|
| 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% |
9-6 |
1.6% |
86% |
False |
False |
30,790 |
| 10 |
591-0 |
555-4 |
35-4 |
6.0% |
7-7 |
1.3% |
92% |
False |
False |
28,327 |
| 20 |
591-0 |
534-6 |
56-2 |
9.6% |
10-2 |
1.8% |
95% |
False |
False |
34,296 |
| 40 |
625-0 |
534-6 |
90-2 |
15.3% |
9-7 |
1.7% |
59% |
False |
False |
33,527 |
| 60 |
625-0 |
479-0 |
146-0 |
24.8% |
10-5 |
1.8% |
75% |
False |
False |
32,823 |
| 80 |
625-0 |
444-4 |
180-4 |
30.7% |
9-3 |
1.6% |
80% |
False |
False |
29,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
618-6 |
|
2.618 |
607-3 |
|
1.618 |
600-3 |
|
1.000 |
596-0 |
|
0.618 |
593-3 |
|
HIGH |
589-0 |
|
0.618 |
586-3 |
|
0.500 |
585-4 |
|
0.382 |
584-5 |
|
LOW |
582-0 |
|
0.618 |
577-5 |
|
1.000 |
575-0 |
|
1.618 |
570-5 |
|
2.618 |
563-5 |
|
4.250 |
552-2 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
587-1 |
585-4 |
| PP |
586-3 |
583-0 |
| S1 |
585-4 |
580-4 |
|