CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
615-0 |
620-4 |
5-4 |
0.9% |
607-0 |
High |
622-6 |
626-4 |
3-6 |
0.6% |
622-6 |
Low |
615-0 |
620-4 |
5-4 |
0.9% |
606-0 |
Close |
622-0 |
623-0 |
1-0 |
0.2% |
622-0 |
Range |
7-6 |
6-0 |
-1-6 |
-22.6% |
16-6 |
ATR |
10-3 |
10-1 |
-0-3 |
-3.0% |
0-0 |
Volume |
23,447 |
14,366 |
-9,081 |
-38.7% |
78,099 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-3 |
638-1 |
626-2 |
|
R3 |
635-3 |
632-1 |
624-5 |
|
R2 |
629-3 |
629-3 |
624-1 |
|
R1 |
626-1 |
626-1 |
623-4 |
627-6 |
PP |
623-3 |
623-3 |
623-3 |
624-1 |
S1 |
620-1 |
620-1 |
622-4 |
621-6 |
S2 |
617-3 |
617-3 |
621-7 |
|
S3 |
611-3 |
614-1 |
621-3 |
|
S4 |
605-3 |
608-1 |
619-6 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-1 |
661-3 |
631-2 |
|
R3 |
650-3 |
644-5 |
626-5 |
|
R2 |
633-5 |
633-5 |
625-1 |
|
R1 |
627-7 |
627-7 |
623-4 |
630-6 |
PP |
616-7 |
616-7 |
616-7 |
618-3 |
S1 |
611-1 |
611-1 |
620-4 |
614-0 |
S2 |
600-1 |
600-1 |
618-7 |
|
S3 |
583-3 |
594-3 |
617-3 |
|
S4 |
566-5 |
577-5 |
612-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
626-4 |
606-0 |
20-4 |
3.3% |
5-3 |
0.9% |
83% |
True |
False |
18,493 |
10 |
626-4 |
590-0 |
36-4 |
5.9% |
6-3 |
1.0% |
90% |
True |
False |
19,736 |
20 |
626-4 |
551-2 |
75-2 |
12.1% |
7-7 |
1.3% |
95% |
True |
False |
22,080 |
40 |
626-4 |
530-6 |
95-6 |
15.4% |
9-3 |
1.5% |
96% |
True |
False |
21,986 |
60 |
626-4 |
474-4 |
152-0 |
24.4% |
10-2 |
1.6% |
98% |
True |
False |
20,691 |
80 |
626-4 |
464-0 |
162-4 |
26.1% |
9-7 |
1.6% |
98% |
True |
False |
18,963 |
100 |
626-4 |
428-2 |
198-2 |
31.8% |
9-2 |
1.5% |
98% |
True |
False |
16,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-0 |
2.618 |
642-2 |
1.618 |
636-2 |
1.000 |
632-4 |
0.618 |
630-2 |
HIGH |
626-4 |
0.618 |
624-2 |
0.500 |
623-4 |
0.382 |
622-6 |
LOW |
620-4 |
0.618 |
616-6 |
1.000 |
614-4 |
1.618 |
610-6 |
2.618 |
604-6 |
4.250 |
595-0 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
623-4 |
621-6 |
PP |
623-3 |
620-4 |
S1 |
623-1 |
619-2 |
|