CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
605-4 |
607-0 |
1-4 |
0.2% |
580-6 |
High |
609-4 |
614-4 |
5-0 |
0.8% |
599-0 |
Low |
604-2 |
607-0 |
2-6 |
0.5% |
579-4 |
Close |
609-0 |
614-0 |
5-0 |
0.8% |
596-4 |
Range |
5-2 |
7-4 |
2-2 |
42.9% |
19-4 |
ATR |
12-0 |
11-5 |
-0-3 |
-2.7% |
0-0 |
Volume |
99,781 |
80,568 |
-19,213 |
-19.3% |
562,273 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634-3 |
631-5 |
618-1 |
|
R3 |
626-7 |
624-1 |
616-0 |
|
R2 |
619-3 |
619-3 |
615-3 |
|
R1 |
616-5 |
616-5 |
614-6 |
618-0 |
PP |
611-7 |
611-7 |
611-7 |
612-4 |
S1 |
609-1 |
609-1 |
613-2 |
610-4 |
S2 |
604-3 |
604-3 |
612-5 |
|
S3 |
596-7 |
601-5 |
612-0 |
|
S4 |
589-3 |
594-1 |
609-7 |
|
|
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 |
614-4 |
588-0 |
26-4 |
4.3% |
7-2 |
1.2% |
98% |
True |
False |
93,119 |
10 |
614-4 |
567-4 |
47-0 |
7.7% |
8-0 |
1.3% |
99% |
True |
False |
103,008 |
20 |
614-4 |
543-4 |
71-0 |
11.6% |
9-4 |
1.5% |
99% |
True |
False |
124,432 |
40 |
617-4 |
520-6 |
96-6 |
15.8% |
11-1 |
1.8% |
96% |
False |
False |
122,149 |
60 |
617-4 |
468-0 |
149-4 |
24.3% |
11-6 |
1.9% |
98% |
False |
False |
104,689 |
80 |
617-4 |
455-2 |
162-2 |
26.4% |
11-3 |
1.8% |
98% |
False |
False |
92,523 |
100 |
617-4 |
420-0 |
197-4 |
32.2% |
10-6 |
1.8% |
98% |
False |
False |
79,512 |
120 |
617-4 |
390-4 |
227-0 |
37.0% |
10-1 |
1.6% |
98% |
False |
False |
68,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
646-3 |
2.618 |
634-1 |
1.618 |
626-5 |
1.000 |
622-0 |
0.618 |
619-1 |
HIGH |
614-4 |
0.618 |
611-5 |
0.500 |
610-6 |
0.382 |
609-7 |
LOW |
607-0 |
0.618 |
602-3 |
1.000 |
599-4 |
1.618 |
594-7 |
2.618 |
587-3 |
4.250 |
575-1 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
612-7 |
611-3 |
PP |
611-7 |
608-7 |
S1 |
610-6 |
606-2 |
|