CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
585-4 |
598-6 |
13-2 |
2.3% |
580-6 |
High |
589-4 |
599-0 |
9-4 |
1.6% |
599-0 |
Low |
582-4 |
588-0 |
5-4 |
0.9% |
579-4 |
Close |
587-4 |
596-4 |
9-0 |
1.5% |
596-4 |
Range |
7-0 |
11-0 |
4-0 |
57.1% |
19-4 |
ATR |
13-3 |
13-2 |
-0-1 |
-1.0% |
0-0 |
Volume |
85,629 |
114,996 |
29,367 |
34.3% |
562,273 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-4 |
623-0 |
602-4 |
|
R3 |
616-4 |
612-0 |
599-4 |
|
R2 |
605-4 |
605-4 |
598-4 |
|
R1 |
601-0 |
601-0 |
597-4 |
597-6 |
PP |
594-4 |
594-4 |
594-4 |
592-7 |
S1 |
590-0 |
590-0 |
595-4 |
586-6 |
S2 |
583-4 |
583-4 |
594-4 |
|
S3 |
572-4 |
579-0 |
593-4 |
|
S4 |
561-4 |
568-0 |
590-4 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
650-1 |
642-7 |
607-2 |
|
R3 |
630-5 |
623-3 |
601-7 |
|
R2 |
611-1 |
611-1 |
600-1 |
|
R1 |
603-7 |
603-7 |
598-2 |
607-4 |
PP |
591-5 |
591-5 |
591-5 |
593-4 |
S1 |
584-3 |
584-3 |
594-6 |
588-0 |
S2 |
572-1 |
572-1 |
592-7 |
|
S3 |
552-5 |
564-7 |
591-1 |
|
S4 |
533-1 |
545-3 |
585-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
599-0 |
579-4 |
19-4 |
3.3% |
9-2 |
1.6% |
87% |
True |
False |
112,454 |
10 |
599-0 |
556-0 |
43-0 |
7.2% |
10-6 |
1.8% |
94% |
True |
False |
122,391 |
20 |
599-0 |
520-6 |
78-2 |
13.1% |
11-2 |
1.9% |
97% |
True |
False |
136,422 |
40 |
617-4 |
520-6 |
96-6 |
16.2% |
11-6 |
2.0% |
78% |
False |
False |
119,412 |
60 |
617-4 |
468-0 |
149-4 |
25.1% |
12-2 |
2.1% |
86% |
False |
False |
101,888 |
80 |
617-4 |
439-0 |
178-4 |
29.9% |
11-2 |
1.9% |
88% |
False |
False |
89,667 |
100 |
617-4 |
402-6 |
214-6 |
36.0% |
10-7 |
1.8% |
90% |
False |
False |
76,876 |
120 |
617-4 |
377-6 |
239-6 |
40.2% |
10-1 |
1.7% |
91% |
False |
False |
66,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
645-6 |
2.618 |
627-6 |
1.618 |
616-6 |
1.000 |
610-0 |
0.618 |
605-6 |
HIGH |
599-0 |
0.618 |
594-6 |
0.500 |
593-4 |
0.382 |
592-2 |
LOW |
588-0 |
0.618 |
581-2 |
1.000 |
577-0 |
1.618 |
570-2 |
2.618 |
559-2 |
4.250 |
541-2 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
595-4 |
594-2 |
PP |
594-4 |
592-0 |
S1 |
593-4 |
589-6 |
|