CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
592-6 |
596-0 |
3-2 |
0.5% |
590-4 |
High |
597-0 |
605-2 |
8-2 |
1.4% |
605-2 |
Low |
590-4 |
596-0 |
5-4 |
0.9% |
590-0 |
Close |
595-4 |
604-2 |
8-6 |
1.5% |
604-2 |
Range |
6-4 |
9-2 |
2-6 |
42.3% |
15-2 |
ATR |
12-0 |
11-7 |
-0-1 |
-1.3% |
0-0 |
Volume |
25,905 |
14,804 |
-11,101 |
-42.9% |
104,899 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-5 |
626-1 |
609-3 |
|
R3 |
620-3 |
616-7 |
606-6 |
|
R2 |
611-1 |
611-1 |
606-0 |
|
R1 |
607-5 |
607-5 |
605-1 |
609-3 |
PP |
601-7 |
601-7 |
601-7 |
602-6 |
S1 |
598-3 |
598-3 |
603-3 |
600-1 |
S2 |
592-5 |
592-5 |
602-4 |
|
S3 |
583-3 |
589-1 |
601-6 |
|
S4 |
574-1 |
579-7 |
599-1 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-5 |
640-1 |
612-5 |
|
R3 |
630-3 |
624-7 |
608-4 |
|
R2 |
615-1 |
615-1 |
607-0 |
|
R1 |
609-5 |
609-5 |
605-5 |
612-3 |
PP |
599-7 |
599-7 |
599-7 |
601-2 |
S1 |
594-3 |
594-3 |
602-7 |
597-1 |
S2 |
584-5 |
584-5 |
601-4 |
|
S3 |
569-3 |
579-1 |
600-0 |
|
S4 |
554-1 |
563-7 |
595-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
605-2 |
590-0 |
15-2 |
2.5% |
7-2 |
1.2% |
93% |
True |
False |
20,979 |
10 |
605-2 |
565-2 |
40-0 |
6.6% |
8-6 |
1.5% |
98% |
True |
False |
25,129 |
20 |
605-2 |
530-6 |
74-4 |
12.3% |
8-7 |
1.5% |
99% |
True |
False |
22,905 |
40 |
621-0 |
530-6 |
90-2 |
14.9% |
10-0 |
1.7% |
81% |
False |
False |
21,573 |
60 |
621-0 |
474-4 |
146-4 |
24.2% |
10-7 |
1.8% |
89% |
False |
False |
20,301 |
80 |
621-0 |
441-0 |
180-0 |
29.8% |
9-7 |
1.6% |
91% |
False |
False |
18,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
644-4 |
2.618 |
629-4 |
1.618 |
620-2 |
1.000 |
614-4 |
0.618 |
611-0 |
HIGH |
605-2 |
0.618 |
601-6 |
0.500 |
600-5 |
0.382 |
599-4 |
LOW |
596-0 |
0.618 |
590-2 |
1.000 |
586-6 |
1.618 |
581-0 |
2.618 |
571-6 |
4.250 |
556-6 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
603-0 |
602-1 |
PP |
601-7 |
599-7 |
S1 |
600-5 |
597-6 |
|