CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
596-2 |
592-6 |
-3-4 |
-0.6% |
574-6 |
High |
601-4 |
597-0 |
-4-4 |
-0.7% |
586-0 |
Low |
590-2 |
590-4 |
0-2 |
0.0% |
565-2 |
Close |
592-2 |
595-4 |
3-2 |
0.5% |
583-0 |
Range |
11-2 |
6-4 |
-4-6 |
-42.2% |
20-6 |
ATR |
12-4 |
12-0 |
-0-3 |
-3.4% |
0-0 |
Volume |
17,313 |
25,905 |
8,592 |
49.6% |
146,395 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-7 |
611-1 |
599-1 |
|
R3 |
607-3 |
604-5 |
597-2 |
|
R2 |
600-7 |
600-7 |
596-6 |
|
R1 |
598-1 |
598-1 |
596-1 |
599-4 |
PP |
594-3 |
594-3 |
594-3 |
595-0 |
S1 |
591-5 |
591-5 |
594-7 |
593-0 |
S2 |
587-7 |
587-7 |
594-2 |
|
S3 |
581-3 |
585-1 |
593-6 |
|
S4 |
574-7 |
578-5 |
591-7 |
|
|
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 |
601-4 |
576-0 |
25-4 |
4.3% |
6-7 |
1.2% |
76% |
False |
False |
24,519 |
10 |
601-4 |
565-2 |
36-2 |
6.1% |
8-5 |
1.5% |
83% |
False |
False |
27,242 |
20 |
601-4 |
530-6 |
70-6 |
11.9% |
8-6 |
1.5% |
92% |
False |
False |
23,756 |
40 |
621-0 |
530-6 |
90-2 |
15.2% |
10-0 |
1.7% |
72% |
False |
False |
21,673 |
60 |
621-0 |
474-4 |
146-4 |
24.6% |
10-7 |
1.8% |
83% |
False |
False |
20,374 |
80 |
621-0 |
441-0 |
180-0 |
30.2% |
9-6 |
1.6% |
86% |
False |
False |
17,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
624-5 |
2.618 |
614-0 |
1.618 |
607-4 |
1.000 |
603-4 |
0.618 |
601-0 |
HIGH |
597-0 |
0.618 |
594-4 |
0.500 |
593-6 |
0.382 |
593-0 |
LOW |
590-4 |
0.618 |
586-4 |
1.000 |
584-0 |
1.618 |
580-0 |
2.618 |
573-4 |
4.250 |
562-7 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
594-7 |
595-7 |
PP |
594-3 |
595-6 |
S1 |
593-6 |
595-5 |
|