CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
596-0 |
607-0 |
11-0 |
1.8% |
590-4 |
High |
605-2 |
610-0 |
4-6 |
0.8% |
605-2 |
Low |
596-0 |
606-0 |
10-0 |
1.7% |
590-0 |
Close |
604-2 |
607-0 |
2-6 |
0.5% |
604-2 |
Range |
9-2 |
4-0 |
-5-2 |
-56.8% |
15-2 |
ATR |
11-7 |
11-3 |
-0-3 |
-3.7% |
0-0 |
Volume |
14,804 |
21,726 |
6,922 |
46.8% |
104,899 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-5 |
617-3 |
609-2 |
|
R3 |
615-5 |
613-3 |
608-1 |
|
R2 |
611-5 |
611-5 |
607-6 |
|
R1 |
609-3 |
609-3 |
607-3 |
609-0 |
PP |
607-5 |
607-5 |
607-5 |
607-4 |
S1 |
605-3 |
605-3 |
606-5 |
605-0 |
S2 |
603-5 |
603-5 |
606-2 |
|
S3 |
599-5 |
601-3 |
605-7 |
|
S4 |
595-5 |
597-3 |
604-6 |
|
|
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 |
610-0 |
590-2 |
19-6 |
3.3% |
6-5 |
1.1% |
85% |
True |
False |
20,896 |
10 |
610-0 |
565-2 |
44-6 |
7.4% |
8-6 |
1.4% |
93% |
True |
False |
23,962 |
20 |
610-0 |
530-6 |
79-2 |
13.1% |
8-1 |
1.3% |
96% |
True |
False |
23,172 |
40 |
621-0 |
530-6 |
90-2 |
14.9% |
9-7 |
1.6% |
84% |
False |
False |
21,718 |
60 |
621-0 |
474-4 |
146-4 |
24.1% |
10-6 |
1.8% |
90% |
False |
False |
20,365 |
80 |
621-0 |
455-4 |
165-4 |
27.3% |
9-6 |
1.6% |
92% |
False |
False |
18,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
627-0 |
2.618 |
620-4 |
1.618 |
616-4 |
1.000 |
614-0 |
0.618 |
612-4 |
HIGH |
610-0 |
0.618 |
608-4 |
0.500 |
608-0 |
0.382 |
607-4 |
LOW |
606-0 |
0.618 |
603-4 |
1.000 |
602-0 |
1.618 |
599-4 |
2.618 |
595-4 |
4.250 |
589-0 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
608-0 |
604-6 |
PP |
607-5 |
602-4 |
S1 |
607-3 |
600-2 |
|