CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
578-0 |
590-4 |
12-4 |
2.2% |
574-6 |
High |
583-2 |
597-4 |
14-2 |
2.4% |
586-0 |
Low |
576-0 |
590-0 |
14-0 |
2.4% |
565-2 |
Close |
583-0 |
597-0 |
14-0 |
2.4% |
583-0 |
Range |
7-2 |
7-4 |
0-2 |
3.4% |
20-6 |
ATR |
13-1 |
13-2 |
0-1 |
0.8% |
0-0 |
Volume |
32,504 |
22,145 |
-10,359 |
-31.9% |
146,395 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-3 |
614-5 |
601-1 |
|
R3 |
609-7 |
607-1 |
599-0 |
|
R2 |
602-3 |
602-3 |
598-3 |
|
R1 |
599-5 |
599-5 |
597-6 |
601-0 |
PP |
594-7 |
594-7 |
594-7 |
595-4 |
S1 |
592-1 |
592-1 |
596-2 |
593-4 |
S2 |
587-3 |
587-3 |
595-5 |
|
S3 |
579-7 |
584-5 |
595-0 |
|
S4 |
572-3 |
577-1 |
592-7 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
640-3 |
632-3 |
594-3 |
|
R3 |
619-5 |
611-5 |
588-6 |
|
R2 |
598-7 |
598-7 |
586-6 |
|
R1 |
590-7 |
590-7 |
584-7 |
594-7 |
PP |
578-1 |
578-1 |
578-1 |
580-0 |
S1 |
570-1 |
570-1 |
581-1 |
574-1 |
S2 |
557-3 |
557-3 |
579-2 |
|
S3 |
536-5 |
549-3 |
577-2 |
|
S4 |
515-7 |
528-5 |
571-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
597-4 |
565-2 |
32-2 |
5.4% |
10-6 |
1.8% |
98% |
True |
False |
27,029 |
10 |
597-4 |
551-2 |
46-2 |
7.7% |
9-7 |
1.6% |
99% |
True |
False |
25,855 |
20 |
597-4 |
530-6 |
66-6 |
11.2% |
10-0 |
1.7% |
99% |
True |
False |
23,853 |
40 |
621-0 |
530-6 |
90-2 |
15.1% |
10-4 |
1.8% |
73% |
False |
False |
21,342 |
60 |
621-0 |
474-4 |
146-4 |
24.5% |
11-0 |
1.8% |
84% |
False |
False |
20,001 |
80 |
621-0 |
438-0 |
183-0 |
30.7% |
9-6 |
1.6% |
87% |
False |
False |
17,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-3 |
2.618 |
617-1 |
1.618 |
609-5 |
1.000 |
605-0 |
0.618 |
602-1 |
HIGH |
597-4 |
0.618 |
594-5 |
0.500 |
593-6 |
0.382 |
592-7 |
LOW |
590-0 |
0.618 |
585-3 |
1.000 |
582-4 |
1.618 |
577-7 |
2.618 |
570-3 |
4.250 |
558-1 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
595-7 |
593-5 |
PP |
594-7 |
590-1 |
S1 |
593-6 |
586-6 |
|