CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
589-0 |
585-4 |
-3-4 |
-0.6% |
567-4 |
High |
594-2 |
589-4 |
-4-6 |
-0.8% |
578-2 |
Low |
580-4 |
582-4 |
2-0 |
0.3% |
556-0 |
Close |
584-2 |
587-4 |
3-2 |
0.6% |
574-2 |
Range |
13-6 |
7-0 |
-6-6 |
-49.1% |
22-2 |
ATR |
13-7 |
13-3 |
-0-4 |
-3.5% |
0-0 |
Volume |
127,131 |
85,629 |
-41,502 |
-32.6% |
661,638 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-4 |
604-4 |
591-3 |
|
R3 |
600-4 |
597-4 |
589-3 |
|
R2 |
593-4 |
593-4 |
588-6 |
|
R1 |
590-4 |
590-4 |
588-1 |
592-0 |
PP |
586-4 |
586-4 |
586-4 |
587-2 |
S1 |
583-4 |
583-4 |
586-7 |
585-0 |
S2 |
579-4 |
579-4 |
586-2 |
|
S3 |
572-4 |
576-4 |
585-5 |
|
S4 |
565-4 |
569-4 |
583-5 |
|
|
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% |
75% |
False |
False |
112,898 |
10 |
594-2 |
556-0 |
38-2 |
6.5% |
10-7 |
1.8% |
82% |
False |
False |
127,090 |
20 |
594-2 |
520-6 |
73-4 |
12.5% |
11-1 |
1.9% |
91% |
False |
False |
140,034 |
40 |
617-4 |
520-6 |
96-6 |
16.5% |
11-6 |
2.0% |
69% |
False |
False |
118,469 |
60 |
617-4 |
468-0 |
149-4 |
25.4% |
12-2 |
2.1% |
80% |
False |
False |
100,918 |
80 |
617-4 |
431-4 |
186-0 |
31.7% |
11-2 |
1.9% |
84% |
False |
False |
88,586 |
100 |
617-4 |
396-6 |
220-6 |
37.6% |
10-7 |
1.9% |
86% |
False |
False |
75,865 |
120 |
617-4 |
356-6 |
260-6 |
44.4% |
10-1 |
1.7% |
88% |
False |
False |
65,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
619-2 |
2.618 |
607-7 |
1.618 |
600-7 |
1.000 |
596-4 |
0.618 |
593-7 |
HIGH |
589-4 |
0.618 |
586-7 |
0.500 |
586-0 |
0.382 |
585-1 |
LOW |
582-4 |
0.618 |
578-1 |
1.000 |
575-4 |
1.618 |
571-1 |
2.618 |
564-1 |
4.250 |
552-6 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
587-0 |
587-4 |
PP |
586-4 |
587-3 |
S1 |
586-0 |
587-3 |
|