CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
621-0 |
622-0 |
1-0 |
0.2% |
612-6 |
| High |
622-2 |
630-0 |
7-6 |
1.2% |
630-0 |
| Low |
612-4 |
621-0 |
8-4 |
1.4% |
612-4 |
| Close |
616-0 |
629-0 |
13-0 |
2.1% |
629-0 |
| Range |
9-6 |
9-0 |
-0-6 |
-7.7% |
17-4 |
| ATR |
10-6 |
11-0 |
0-2 |
2.1% |
0-0 |
| Volume |
17,853 |
68,901 |
51,048 |
285.9% |
287,084 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
653-5 |
650-3 |
634-0 |
|
| R3 |
644-5 |
641-3 |
631-4 |
|
| R2 |
635-5 |
635-5 |
630-5 |
|
| R1 |
632-3 |
632-3 |
629-7 |
634-0 |
| PP |
626-5 |
626-5 |
626-5 |
627-4 |
| S1 |
623-3 |
623-3 |
628-1 |
625-0 |
| S2 |
617-5 |
617-5 |
627-3 |
|
| S3 |
608-5 |
614-3 |
626-4 |
|
| S4 |
599-5 |
605-3 |
624-0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-3 |
670-1 |
638-5 |
|
| R3 |
658-7 |
652-5 |
633-6 |
|
| R2 |
641-3 |
641-3 |
632-2 |
|
| R1 |
635-1 |
635-1 |
630-5 |
638-2 |
| PP |
623-7 |
623-7 |
623-7 |
625-3 |
| S1 |
617-5 |
617-5 |
627-3 |
620-6 |
| S2 |
606-3 |
606-3 |
625-6 |
|
| S3 |
588-7 |
600-1 |
624-2 |
|
| S4 |
571-3 |
582-5 |
619-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
630-0 |
612-4 |
17-4 |
2.8% |
7-3 |
1.2% |
94% |
True |
False |
57,416 |
| 10 |
630-0 |
588-0 |
42-0 |
6.7% |
7-2 |
1.2% |
98% |
True |
False |
75,268 |
| 20 |
630-0 |
556-0 |
74-0 |
11.8% |
9-1 |
1.4% |
99% |
True |
False |
101,179 |
| 40 |
630-0 |
520-6 |
109-2 |
17.4% |
10-7 |
1.7% |
99% |
True |
False |
120,812 |
| 60 |
630-0 |
502-0 |
128-0 |
20.3% |
11-1 |
1.8% |
99% |
True |
False |
103,888 |
| 80 |
630-0 |
468-0 |
162-0 |
25.8% |
11-3 |
1.8% |
99% |
True |
False |
93,097 |
| 100 |
630-0 |
420-0 |
210-0 |
33.4% |
10-5 |
1.7% |
100% |
True |
False |
81,118 |
| 120 |
630-0 |
390-4 |
239-4 |
38.1% |
10-2 |
1.6% |
100% |
True |
False |
70,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
668-2 |
|
2.618 |
653-4 |
|
1.618 |
644-4 |
|
1.000 |
639-0 |
|
0.618 |
635-4 |
|
HIGH |
630-0 |
|
0.618 |
626-4 |
|
0.500 |
625-4 |
|
0.382 |
624-4 |
|
LOW |
621-0 |
|
0.618 |
615-4 |
|
1.000 |
612-0 |
|
1.618 |
606-4 |
|
2.618 |
597-4 |
|
4.250 |
582-6 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
627-7 |
626-3 |
| PP |
626-5 |
623-7 |
| S1 |
625-4 |
621-2 |
|