CME Pit-Traded Corn Future March 2011
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 |
580-6 |
585-2 |
4-4 |
0.8% |
567-4 |
High |
589-0 |
588-6 |
-0-2 |
0.0% |
578-2 |
Low |
579-4 |
583-6 |
4-2 |
0.7% |
556-0 |
Close |
588-4 |
587-2 |
-1-2 |
-0.2% |
574-2 |
Range |
9-4 |
5-0 |
-4-4 |
-47.4% |
22-2 |
ATR |
14-5 |
13-7 |
-0-5 |
-4.7% |
0-0 |
Volume |
130,635 |
103,882 |
-26,753 |
-20.5% |
661,638 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-5 |
599-3 |
590-0 |
|
R3 |
596-5 |
594-3 |
588-5 |
|
R2 |
591-5 |
591-5 |
588-1 |
|
R1 |
589-3 |
589-3 |
587-6 |
590-4 |
PP |
586-5 |
586-5 |
586-5 |
587-1 |
S1 |
584-3 |
584-3 |
586-6 |
585-4 |
S2 |
581-5 |
581-5 |
586-3 |
|
S3 |
576-5 |
579-3 |
585-7 |
|
S4 |
571-5 |
574-3 |
584-4 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-2 |
627-4 |
586-4 |
|
R3 |
614-0 |
605-2 |
580-3 |
|
R2 |
591-6 |
591-6 |
578-3 |
|
R1 |
583-0 |
583-0 |
576-2 |
587-3 |
PP |
569-4 |
569-4 |
569-4 |
571-6 |
S1 |
560-6 |
560-6 |
572-2 |
565-1 |
S2 |
547-2 |
547-2 |
570-1 |
|
S3 |
525-0 |
538-4 |
568-1 |
|
S4 |
502-6 |
516-2 |
562-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
589-0 |
556-0 |
33-0 |
5.6% |
10-0 |
1.7% |
95% |
False |
False |
125,736 |
10 |
589-0 |
554-0 |
35-0 |
6.0% |
11-2 |
1.9% |
95% |
False |
False |
139,783 |
20 |
589-0 |
520-6 |
68-2 |
11.6% |
11-4 |
2.0% |
97% |
False |
False |
144,828 |
40 |
617-4 |
520-6 |
96-6 |
16.5% |
12-0 |
2.0% |
69% |
False |
False |
116,308 |
60 |
617-4 |
468-0 |
149-4 |
25.5% |
12-2 |
2.1% |
80% |
False |
False |
99,459 |
80 |
617-4 |
429-4 |
188-0 |
32.0% |
11-1 |
1.9% |
84% |
False |
False |
86,510 |
100 |
617-4 |
390-4 |
227-0 |
38.7% |
10-6 |
1.8% |
87% |
False |
False |
74,000 |
120 |
617-4 |
356-6 |
260-6 |
44.4% |
10-0 |
1.7% |
88% |
False |
False |
63,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
610-0 |
2.618 |
601-7 |
1.618 |
596-7 |
1.000 |
593-6 |
0.618 |
591-7 |
HIGH |
588-6 |
0.618 |
586-7 |
0.500 |
586-2 |
0.382 |
585-5 |
LOW |
583-6 |
0.618 |
580-5 |
1.000 |
578-6 |
1.618 |
575-5 |
2.618 |
570-5 |
4.250 |
562-4 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
586-7 |
584-2 |
PP |
586-5 |
581-2 |
S1 |
586-2 |
578-2 |
|