CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
620-4 |
626-4 |
6-0 |
1.0% |
607-0 |
| High |
626-4 |
631-4 |
5-0 |
0.8% |
622-6 |
| Low |
620-4 |
626-4 |
6-0 |
1.0% |
606-0 |
| Close |
623-0 |
631-2 |
8-2 |
1.3% |
622-0 |
| Range |
6-0 |
5-0 |
-1-0 |
-16.7% |
16-6 |
| ATR |
10-1 |
10-0 |
-0-1 |
-1.1% |
0-0 |
| Volume |
14,366 |
11,253 |
-3,113 |
-21.7% |
78,099 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-6 |
643-0 |
634-0 |
|
| R3 |
639-6 |
638-0 |
632-5 |
|
| R2 |
634-6 |
634-6 |
632-1 |
|
| R1 |
633-0 |
633-0 |
631-6 |
633-7 |
| PP |
629-6 |
629-6 |
629-6 |
630-2 |
| S1 |
628-0 |
628-0 |
630-6 |
628-7 |
| S2 |
624-6 |
624-6 |
630-3 |
|
| S3 |
619-6 |
623-0 |
629-7 |
|
| S4 |
614-6 |
618-0 |
628-4 |
|
|
| 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 |
631-4 |
606-4 |
25-0 |
4.0% |
5-4 |
0.9% |
99% |
True |
False |
16,398 |
| 10 |
631-4 |
590-2 |
41-2 |
6.5% |
6-1 |
1.0% |
99% |
True |
False |
18,647 |
| 20 |
631-4 |
551-2 |
80-2 |
12.7% |
8-0 |
1.3% |
100% |
True |
False |
22,251 |
| 40 |
631-4 |
530-6 |
100-6 |
16.0% |
9-2 |
1.5% |
100% |
True |
False |
21,876 |
| 60 |
631-4 |
474-4 |
157-0 |
24.9% |
10-0 |
1.6% |
100% |
True |
False |
20,585 |
| 80 |
631-4 |
466-4 |
165-0 |
26.1% |
9-7 |
1.6% |
100% |
True |
False |
19,006 |
| 100 |
631-4 |
428-2 |
203-2 |
32.2% |
9-1 |
1.4% |
100% |
True |
False |
16,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
652-6 |
|
2.618 |
644-5 |
|
1.618 |
639-5 |
|
1.000 |
636-4 |
|
0.618 |
634-5 |
|
HIGH |
631-4 |
|
0.618 |
629-5 |
|
0.500 |
629-0 |
|
0.382 |
628-3 |
|
LOW |
626-4 |
|
0.618 |
623-3 |
|
1.000 |
621-4 |
|
1.618 |
618-3 |
|
2.618 |
613-3 |
|
4.250 |
605-2 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
630-4 |
628-5 |
| PP |
629-6 |
625-7 |
| S1 |
629-0 |
623-2 |
|