CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
608-0 |
613-2 |
5-2 |
0.9% |
590-4 |
| High |
610-4 |
617-0 |
6-4 |
1.1% |
605-2 |
| Low |
606-4 |
612-0 |
5-4 |
0.9% |
590-0 |
| Close |
610-2 |
617-0 |
6-6 |
1.1% |
604-2 |
| Range |
4-0 |
5-0 |
1-0 |
25.0% |
15-2 |
| ATR |
10-7 |
10-5 |
-0-2 |
-2.7% |
0-0 |
| Volume |
18,668 |
14,258 |
-4,410 |
-23.6% |
104,899 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
630-3 |
628-5 |
619-6 |
|
| R3 |
625-3 |
623-5 |
618-3 |
|
| R2 |
620-3 |
620-3 |
617-7 |
|
| R1 |
618-5 |
618-5 |
617-4 |
619-4 |
| PP |
615-3 |
615-3 |
615-3 |
615-6 |
| S1 |
613-5 |
613-5 |
616-4 |
614-4 |
| S2 |
610-3 |
610-3 |
616-1 |
|
| S3 |
605-3 |
608-5 |
615-5 |
|
| S4 |
600-3 |
603-5 |
614-2 |
|
|
| 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 |
617-0 |
590-4 |
26-4 |
4.3% |
5-6 |
0.9% |
100% |
True |
False |
19,072 |
| 10 |
617-0 |
576-0 |
41-0 |
6.6% |
6-3 |
1.0% |
100% |
True |
False |
22,065 |
| 20 |
617-0 |
551-2 |
65-6 |
10.7% |
7-3 |
1.2% |
100% |
True |
False |
22,452 |
| 40 |
621-0 |
530-6 |
90-2 |
14.6% |
9-5 |
1.6% |
96% |
False |
False |
21,717 |
| 60 |
621-0 |
474-4 |
146-4 |
23.7% |
10-4 |
1.7% |
97% |
False |
False |
20,408 |
| 80 |
621-0 |
459-2 |
161-6 |
26.2% |
9-6 |
1.6% |
98% |
False |
False |
18,627 |
| 100 |
621-0 |
421-0 |
200-0 |
32.4% |
9-1 |
1.5% |
98% |
False |
False |
16,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638-2 |
|
2.618 |
630-1 |
|
1.618 |
625-1 |
|
1.000 |
622-0 |
|
0.618 |
620-1 |
|
HIGH |
617-0 |
|
0.618 |
615-1 |
|
0.500 |
614-4 |
|
0.382 |
613-7 |
|
LOW |
612-0 |
|
0.618 |
608-7 |
|
1.000 |
607-0 |
|
1.618 |
603-7 |
|
2.618 |
598-7 |
|
4.250 |
590-6 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
616-1 |
615-1 |
| PP |
615-3 |
613-3 |
| S1 |
614-4 |
611-4 |
|