CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
626-4 |
628-0 |
1-4 |
0.2% |
607-0 |
| High |
631-4 |
633-4 |
2-0 |
0.3% |
622-6 |
| Low |
626-4 |
628-0 |
1-4 |
0.2% |
606-0 |
| Close |
631-2 |
632-0 |
0-6 |
0.1% |
622-0 |
| Range |
5-0 |
5-4 |
0-4 |
10.0% |
16-6 |
| ATR |
10-0 |
9-5 |
-0-3 |
-3.2% |
0-0 |
| Volume |
11,253 |
18,548 |
7,295 |
64.8% |
78,099 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-5 |
645-3 |
635-0 |
|
| R3 |
642-1 |
639-7 |
633-4 |
|
| R2 |
636-5 |
636-5 |
633-0 |
|
| R1 |
634-3 |
634-3 |
632-4 |
635-4 |
| PP |
631-1 |
631-1 |
631-1 |
631-6 |
| S1 |
628-7 |
628-7 |
631-4 |
630-0 |
| S2 |
625-5 |
625-5 |
631-0 |
|
| S3 |
620-1 |
623-3 |
630-4 |
|
| S4 |
614-5 |
617-7 |
629-0 |
|
|
| 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 |
633-4 |
612-0 |
21-4 |
3.4% |
5-7 |
0.9% |
93% |
True |
False |
16,374 |
| 10 |
633-4 |
590-2 |
43-2 |
6.8% |
6-3 |
1.0% |
97% |
True |
False |
18,028 |
| 20 |
633-4 |
562-4 |
71-0 |
11.2% |
7-7 |
1.2% |
98% |
True |
False |
22,306 |
| 40 |
633-4 |
530-6 |
102-6 |
16.3% |
9-1 |
1.5% |
99% |
True |
False |
22,048 |
| 60 |
633-4 |
497-0 |
136-4 |
21.6% |
9-6 |
1.5% |
99% |
True |
False |
20,576 |
| 80 |
633-4 |
474-4 |
159-0 |
25.2% |
9-6 |
1.6% |
99% |
True |
False |
19,158 |
| 100 |
633-4 |
428-2 |
205-2 |
32.5% |
9-0 |
1.4% |
99% |
True |
False |
16,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-7 |
|
2.618 |
647-7 |
|
1.618 |
642-3 |
|
1.000 |
639-0 |
|
0.618 |
636-7 |
|
HIGH |
633-4 |
|
0.618 |
631-3 |
|
0.500 |
630-6 |
|
0.382 |
630-1 |
|
LOW |
628-0 |
|
0.618 |
624-5 |
|
1.000 |
622-4 |
|
1.618 |
619-1 |
|
2.618 |
613-5 |
|
4.250 |
604-5 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
631-5 |
630-3 |
| PP |
631-1 |
628-5 |
| S1 |
630-6 |
627-0 |
|