CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
600-2 |
605-4 |
5-2 |
0.9% |
580-6 |
High |
604-0 |
609-4 |
5-4 |
0.9% |
599-0 |
Low |
598-0 |
604-2 |
6-2 |
1.0% |
579-4 |
Close |
602-2 |
609-0 |
6-6 |
1.1% |
596-4 |
Range |
6-0 |
5-2 |
-0-6 |
-12.5% |
19-4 |
ATR |
12-3 |
12-0 |
-0-3 |
-3.0% |
0-0 |
Volume |
76,525 |
99,781 |
23,256 |
30.4% |
562,273 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-3 |
621-3 |
611-7 |
|
R3 |
618-1 |
616-1 |
610-4 |
|
R2 |
612-7 |
612-7 |
610-0 |
|
R1 |
610-7 |
610-7 |
609-4 |
611-7 |
PP |
607-5 |
607-5 |
607-5 |
608-0 |
S1 |
605-5 |
605-5 |
608-4 |
606-5 |
S2 |
602-3 |
602-3 |
608-0 |
|
S3 |
597-1 |
600-3 |
607-4 |
|
S4 |
591-7 |
595-1 |
606-1 |
|
|
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 |
609-4 |
582-4 |
27-0 |
4.4% |
7-1 |
1.2% |
98% |
True |
False |
94,132 |
10 |
609-4 |
567-4 |
42-0 |
6.9% |
8-0 |
1.3% |
99% |
True |
False |
107,823 |
20 |
609-4 |
543-4 |
66-0 |
10.8% |
9-3 |
1.5% |
99% |
True |
False |
129,369 |
40 |
617-4 |
520-6 |
96-6 |
15.9% |
11-3 |
1.9% |
91% |
False |
False |
121,578 |
60 |
617-4 |
468-0 |
149-4 |
24.5% |
11-7 |
2.0% |
94% |
False |
False |
103,934 |
80 |
617-4 |
452-0 |
165-4 |
27.2% |
11-2 |
1.9% |
95% |
False |
False |
91,891 |
100 |
617-4 |
412-6 |
204-6 |
33.6% |
10-6 |
1.8% |
96% |
False |
False |
78,963 |
120 |
617-4 |
390-4 |
227-0 |
37.3% |
10-1 |
1.7% |
96% |
False |
False |
68,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
631-6 |
2.618 |
623-2 |
1.618 |
618-0 |
1.000 |
614-6 |
0.618 |
612-6 |
HIGH |
609-4 |
0.618 |
607-4 |
0.500 |
606-7 |
0.382 |
606-2 |
LOW |
604-2 |
0.618 |
601-0 |
1.000 |
599-0 |
1.618 |
595-6 |
2.618 |
590-4 |
4.250 |
582-0 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
608-2 |
607-1 |
PP |
607-5 |
605-3 |
S1 |
606-7 |
603-4 |
|