CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
590-4 |
593-2 |
2-6 |
0.5% |
574-6 |
High |
597-4 |
595-0 |
-2-4 |
-0.4% |
586-0 |
Low |
590-0 |
593-0 |
3-0 |
0.5% |
565-2 |
Close |
597-0 |
595-0 |
-2-0 |
-0.3% |
583-0 |
Range |
7-4 |
2-0 |
-5-4 |
-73.3% |
20-6 |
ATR |
13-2 |
12-4 |
-0-5 |
-5.0% |
0-0 |
Volume |
22,145 |
24,732 |
2,587 |
11.7% |
146,395 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
600-3 |
599-5 |
596-1 |
|
R3 |
598-3 |
597-5 |
595-4 |
|
R2 |
596-3 |
596-3 |
595-3 |
|
R1 |
595-5 |
595-5 |
595-1 |
596-0 |
PP |
594-3 |
594-3 |
594-3 |
594-4 |
S1 |
593-5 |
593-5 |
594-7 |
594-0 |
S2 |
592-3 |
592-3 |
594-5 |
|
S3 |
590-3 |
591-5 |
594-4 |
|
S4 |
588-3 |
589-5 |
593-7 |
|
|
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% |
8-2 |
1.4% |
92% |
False |
False |
27,192 |
10 |
597-4 |
562-4 |
35-0 |
5.9% |
9-2 |
1.6% |
93% |
False |
False |
26,584 |
20 |
597-4 |
530-6 |
66-6 |
11.2% |
9-2 |
1.5% |
96% |
False |
False |
23,799 |
40 |
621-0 |
530-6 |
90-2 |
15.2% |
10-3 |
1.7% |
71% |
False |
False |
21,609 |
60 |
621-0 |
474-4 |
146-4 |
24.6% |
10-6 |
1.8% |
82% |
False |
False |
20,065 |
80 |
621-0 |
438-0 |
183-0 |
30.8% |
9-5 |
1.6% |
86% |
False |
False |
17,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
603-4 |
2.618 |
600-2 |
1.618 |
598-2 |
1.000 |
597-0 |
0.618 |
596-2 |
HIGH |
595-0 |
0.618 |
594-2 |
0.500 |
594-0 |
0.382 |
593-6 |
LOW |
593-0 |
0.618 |
591-6 |
1.000 |
591-0 |
1.618 |
589-6 |
2.618 |
587-6 |
4.250 |
584-4 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
594-5 |
592-2 |
PP |
594-3 |
589-4 |
S1 |
594-0 |
586-6 |
|