CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
593-2 |
596-2 |
3-0 |
0.5% |
574-6 |
High |
595-0 |
601-4 |
6-4 |
1.1% |
586-0 |
Low |
593-0 |
590-2 |
-2-6 |
-0.5% |
565-2 |
Close |
595-0 |
592-2 |
-2-6 |
-0.5% |
583-0 |
Range |
2-0 |
11-2 |
9-2 |
462.5% |
20-6 |
ATR |
12-4 |
12-4 |
-0-1 |
-0.7% |
0-0 |
Volume |
24,732 |
17,313 |
-7,419 |
-30.0% |
146,395 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-3 |
621-5 |
598-4 |
|
R3 |
617-1 |
610-3 |
595-3 |
|
R2 |
605-7 |
605-7 |
594-2 |
|
R1 |
599-1 |
599-1 |
593-2 |
596-7 |
PP |
594-5 |
594-5 |
594-5 |
593-4 |
S1 |
587-7 |
587-7 |
591-2 |
585-5 |
S2 |
583-3 |
583-3 |
590-2 |
|
S3 |
572-1 |
576-5 |
589-1 |
|
S4 |
560-7 |
565-3 |
586-0 |
|
|
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 |
601-4 |
576-0 |
25-4 |
4.3% |
7-0 |
1.2% |
64% |
True |
False |
25,059 |
10 |
601-4 |
564-0 |
37-4 |
6.3% |
9-1 |
1.5% |
75% |
True |
False |
26,702 |
20 |
601-4 |
530-6 |
70-6 |
11.9% |
8-7 |
1.5% |
87% |
True |
False |
23,632 |
40 |
621-0 |
530-6 |
90-2 |
15.2% |
10-3 |
1.7% |
68% |
False |
False |
21,798 |
60 |
621-0 |
474-4 |
146-4 |
24.7% |
10-6 |
1.8% |
80% |
False |
False |
20,119 |
80 |
621-0 |
438-0 |
183-0 |
30.9% |
9-6 |
1.7% |
84% |
False |
False |
17,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
649-2 |
2.618 |
631-0 |
1.618 |
619-6 |
1.000 |
612-6 |
0.618 |
608-4 |
HIGH |
601-4 |
0.618 |
597-2 |
0.500 |
595-7 |
0.382 |
594-4 |
LOW |
590-2 |
0.618 |
583-2 |
1.000 |
579-0 |
1.618 |
572-0 |
2.618 |
560-6 |
4.250 |
542-4 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
595-7 |
595-6 |
PP |
594-5 |
594-5 |
S1 |
593-4 |
593-3 |
|