CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
621-0 |
621-0 |
0-0 |
0.0% |
600-0 |
| High |
626-0 |
622-2 |
-3-6 |
-0.6% |
614-4 |
| Low |
619-4 |
612-4 |
-7-0 |
-1.1% |
597-4 |
| Close |
624-0 |
616-0 |
-8-0 |
-1.3% |
614-0 |
| Range |
6-4 |
9-6 |
3-2 |
50.0% |
17-0 |
| ATR |
10-6 |
10-6 |
0-0 |
0.5% |
0-0 |
| Volume |
66,044 |
17,853 |
-48,191 |
-73.0% |
350,603 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-1 |
640-7 |
621-3 |
|
| R3 |
636-3 |
631-1 |
618-5 |
|
| R2 |
626-5 |
626-5 |
617-6 |
|
| R1 |
621-3 |
621-3 |
616-7 |
619-1 |
| PP |
616-7 |
616-7 |
616-7 |
615-6 |
| S1 |
611-5 |
611-5 |
615-1 |
609-3 |
| S2 |
607-1 |
607-1 |
614-2 |
|
| S3 |
597-3 |
601-7 |
613-3 |
|
| S4 |
587-5 |
592-1 |
610-5 |
|
|
| 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 |
626-0 |
607-0 |
19-0 |
3.1% |
7-0 |
1.1% |
47% |
False |
False |
59,750 |
| 10 |
626-0 |
582-4 |
43-4 |
7.1% |
7-1 |
1.2% |
77% |
False |
False |
76,941 |
| 20 |
626-0 |
555-2 |
70-6 |
11.5% |
9-2 |
1.5% |
86% |
False |
False |
107,301 |
| 40 |
626-0 |
520-6 |
105-2 |
17.1% |
10-7 |
1.8% |
90% |
False |
False |
120,816 |
| 60 |
626-0 |
498-2 |
127-6 |
20.7% |
11-1 |
1.8% |
92% |
False |
False |
103,720 |
| 80 |
626-0 |
468-0 |
158-0 |
25.6% |
11-2 |
1.8% |
94% |
False |
False |
92,836 |
| 100 |
626-0 |
420-0 |
206-0 |
33.4% |
10-5 |
1.7% |
95% |
False |
False |
80,696 |
| 120 |
626-0 |
390-4 |
235-4 |
38.2% |
10-2 |
1.7% |
96% |
False |
False |
70,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
663-6 |
|
2.618 |
647-6 |
|
1.618 |
638-0 |
|
1.000 |
632-0 |
|
0.618 |
628-2 |
|
HIGH |
622-2 |
|
0.618 |
618-4 |
|
0.500 |
617-3 |
|
0.382 |
616-2 |
|
LOW |
612-4 |
|
0.618 |
606-4 |
|
1.000 |
602-6 |
|
1.618 |
596-6 |
|
2.618 |
587-0 |
|
4.250 |
571-0 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
617-3 |
619-2 |
| PP |
616-7 |
618-1 |
| S1 |
616-4 |
617-1 |
|