CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
585-2 |
589-0 |
3-6 |
0.6% |
567-4 |
High |
588-6 |
594-2 |
5-4 |
0.9% |
578-2 |
Low |
583-6 |
580-4 |
-3-2 |
-0.6% |
556-0 |
Close |
587-2 |
584-2 |
-3-0 |
-0.5% |
574-2 |
Range |
5-0 |
13-6 |
8-6 |
175.0% |
22-2 |
ATR |
13-7 |
13-7 |
0-0 |
-0.1% |
0-0 |
Volume |
103,882 |
127,131 |
23,249 |
22.4% |
661,638 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-5 |
619-5 |
591-6 |
|
R3 |
613-7 |
605-7 |
588-0 |
|
R2 |
600-1 |
600-1 |
586-6 |
|
R1 |
592-1 |
592-1 |
585-4 |
589-2 |
PP |
586-3 |
586-3 |
586-3 |
584-7 |
S1 |
578-3 |
578-3 |
583-0 |
575-4 |
S2 |
572-5 |
572-5 |
581-6 |
|
S3 |
558-7 |
564-5 |
580-4 |
|
S4 |
545-1 |
550-7 |
576-6 |
|
|
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 |
594-2 |
567-4 |
26-6 |
4.6% |
8-7 |
1.5% |
63% |
True |
False |
121,514 |
10 |
594-2 |
555-2 |
39-0 |
6.7% |
11-3 |
2.0% |
74% |
True |
False |
137,661 |
20 |
594-2 |
520-6 |
73-4 |
12.6% |
11-2 |
1.9% |
86% |
True |
False |
144,004 |
40 |
617-4 |
520-6 |
96-6 |
16.6% |
12-0 |
2.1% |
66% |
False |
False |
118,551 |
60 |
617-4 |
468-0 |
149-4 |
25.6% |
12-2 |
2.1% |
78% |
False |
False |
100,194 |
80 |
617-4 |
429-4 |
188-0 |
32.2% |
11-2 |
1.9% |
82% |
False |
False |
87,844 |
100 |
617-4 |
390-4 |
227-0 |
38.9% |
10-7 |
1.9% |
85% |
False |
False |
75,137 |
120 |
617-4 |
356-6 |
260-6 |
44.6% |
10-1 |
1.7% |
87% |
False |
False |
64,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-6 |
2.618 |
630-2 |
1.618 |
616-4 |
1.000 |
608-0 |
0.618 |
602-6 |
HIGH |
594-2 |
0.618 |
589-0 |
0.500 |
587-3 |
0.382 |
585-6 |
LOW |
580-4 |
0.618 |
572-0 |
1.000 |
566-6 |
1.618 |
558-2 |
2.618 |
544-4 |
4.250 |
522-0 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
587-3 |
586-7 |
PP |
586-3 |
586-0 |
S1 |
585-2 |
585-1 |
|