CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
607-0 |
608-0 |
1-0 |
0.2% |
590-4 |
High |
610-0 |
610-4 |
0-4 |
0.1% |
605-2 |
Low |
606-0 |
606-4 |
0-4 |
0.1% |
590-0 |
Close |
607-0 |
610-2 |
3-2 |
0.5% |
604-2 |
Range |
4-0 |
4-0 |
0-0 |
0.0% |
15-2 |
ATR |
11-3 |
10-7 |
-0-4 |
-4.6% |
0-0 |
Volume |
21,726 |
18,668 |
-3,058 |
-14.1% |
104,899 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-1 |
619-5 |
612-4 |
|
R3 |
617-1 |
615-5 |
611-3 |
|
R2 |
613-1 |
613-1 |
611-0 |
|
R1 |
611-5 |
611-5 |
610-5 |
612-3 |
PP |
609-1 |
609-1 |
609-1 |
609-4 |
S1 |
607-5 |
607-5 |
609-7 |
608-3 |
S2 |
605-1 |
605-1 |
609-4 |
|
S3 |
601-1 |
603-5 |
609-1 |
|
S4 |
597-1 |
599-5 |
608-0 |
|
|
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 |
610-4 |
590-2 |
20-2 |
3.3% |
7-0 |
1.1% |
99% |
True |
False |
19,683 |
10 |
610-4 |
565-2 |
45-2 |
7.4% |
7-5 |
1.2% |
99% |
True |
False |
23,438 |
20 |
610-4 |
530-6 |
79-6 |
13.1% |
8-2 |
1.3% |
100% |
True |
False |
22,596 |
40 |
621-0 |
530-6 |
90-2 |
14.8% |
9-7 |
1.6% |
88% |
False |
False |
21,737 |
60 |
621-0 |
474-4 |
146-4 |
24.0% |
10-5 |
1.7% |
93% |
False |
False |
20,379 |
80 |
621-0 |
459-2 |
161-6 |
26.5% |
9-6 |
1.6% |
93% |
False |
False |
18,507 |
100 |
621-0 |
421-0 |
200-0 |
32.8% |
9-2 |
1.5% |
95% |
False |
False |
15,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
627-4 |
2.618 |
621-0 |
1.618 |
617-0 |
1.000 |
614-4 |
0.618 |
613-0 |
HIGH |
610-4 |
0.618 |
609-0 |
0.500 |
608-4 |
0.382 |
608-0 |
LOW |
606-4 |
0.618 |
604-0 |
1.000 |
602-4 |
1.618 |
600-0 |
2.618 |
596-0 |
4.250 |
589-4 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
609-5 |
607-7 |
PP |
609-1 |
605-5 |
S1 |
608-4 |
603-2 |
|