CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
612-6 |
619-0 |
6-2 |
1.0% |
600-0 |
| High |
618-6 |
624-0 |
5-2 |
0.8% |
614-4 |
| Low |
612-6 |
618-4 |
5-6 |
0.9% |
597-4 |
| Close |
615-2 |
623-2 |
8-0 |
1.3% |
614-0 |
| Range |
6-0 |
5-4 |
-0-4 |
-8.3% |
17-0 |
| ATR |
11-2 |
11-1 |
-0-1 |
-1.6% |
0-0 |
| Volume |
61,651 |
72,635 |
10,984 |
17.8% |
350,603 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-3 |
636-3 |
626-2 |
|
| R3 |
632-7 |
630-7 |
624-6 |
|
| R2 |
627-3 |
627-3 |
624-2 |
|
| R1 |
625-3 |
625-3 |
623-6 |
626-3 |
| PP |
621-7 |
621-7 |
621-7 |
622-4 |
| S1 |
619-7 |
619-7 |
622-6 |
620-7 |
| S2 |
616-3 |
616-3 |
622-2 |
|
| S3 |
610-7 |
614-3 |
621-6 |
|
| S4 |
605-3 |
608-7 |
620-2 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-5 |
653-7 |
623-3 |
|
| R3 |
642-5 |
636-7 |
618-5 |
|
| R2 |
625-5 |
625-5 |
617-1 |
|
| R1 |
619-7 |
619-7 |
615-4 |
622-6 |
| PP |
608-5 |
608-5 |
608-5 |
610-1 |
| S1 |
602-7 |
602-7 |
612-4 |
605-6 |
| S2 |
591-5 |
591-5 |
610-7 |
|
| S3 |
574-5 |
585-7 |
609-3 |
|
| S4 |
557-5 |
568-7 |
604-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
624-0 |
598-0 |
26-0 |
4.2% |
6-0 |
1.0% |
97% |
True |
False |
78,232 |
| 10 |
624-0 |
580-4 |
43-4 |
7.0% |
7-3 |
1.2% |
98% |
True |
False |
91,652 |
| 20 |
624-0 |
543-4 |
80-4 |
12.9% |
9-4 |
1.5% |
99% |
True |
False |
120,607 |
| 40 |
624-0 |
520-6 |
103-2 |
16.6% |
11-0 |
1.8% |
99% |
True |
False |
121,638 |
| 60 |
624-0 |
468-0 |
156-0 |
25.0% |
11-2 |
1.8% |
100% |
True |
False |
104,839 |
| 80 |
624-0 |
460-6 |
163-2 |
26.2% |
11-3 |
1.8% |
100% |
True |
False |
93,394 |
| 100 |
624-0 |
420-0 |
204-0 |
32.7% |
10-5 |
1.7% |
100% |
True |
False |
80,470 |
| 120 |
624-0 |
390-4 |
233-4 |
37.5% |
10-1 |
1.6% |
100% |
True |
False |
69,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
647-3 |
|
2.618 |
638-3 |
|
1.618 |
632-7 |
|
1.000 |
629-4 |
|
0.618 |
627-3 |
|
HIGH |
624-0 |
|
0.618 |
621-7 |
|
0.500 |
621-2 |
|
0.382 |
620-5 |
|
LOW |
618-4 |
|
0.618 |
615-1 |
|
1.000 |
613-0 |
|
1.618 |
609-5 |
|
2.618 |
604-1 |
|
4.250 |
595-1 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
622-5 |
620-5 |
| PP |
621-7 |
618-1 |
| S1 |
621-2 |
615-4 |
|