CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
628-0 |
629-2 |
1-2 |
0.2% |
607-0 |
| High |
633-4 |
630-0 |
-3-4 |
-0.6% |
622-6 |
| Low |
628-0 |
621-4 |
-6-4 |
-1.0% |
606-0 |
| Close |
632-0 |
624-0 |
-8-0 |
-1.3% |
622-0 |
| Range |
5-4 |
8-4 |
3-0 |
54.5% |
16-6 |
| ATR |
9-5 |
9-6 |
0-0 |
0.6% |
0-0 |
| Volume |
18,548 |
13,237 |
-5,311 |
-28.6% |
78,099 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
650-5 |
645-7 |
628-5 |
|
| R3 |
642-1 |
637-3 |
626-3 |
|
| R2 |
633-5 |
633-5 |
625-4 |
|
| R1 |
628-7 |
628-7 |
624-6 |
627-0 |
| PP |
625-1 |
625-1 |
625-1 |
624-2 |
| S1 |
620-3 |
620-3 |
623-2 |
618-4 |
| S2 |
616-5 |
616-5 |
622-4 |
|
| S3 |
608-1 |
611-7 |
621-5 |
|
| S4 |
599-5 |
603-3 |
619-3 |
|
|
| 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 |
615-0 |
18-4 |
3.0% |
6-4 |
1.0% |
49% |
False |
False |
16,170 |
| 10 |
633-4 |
590-4 |
43-0 |
6.9% |
6-1 |
1.0% |
78% |
False |
False |
17,621 |
| 20 |
633-4 |
564-0 |
69-4 |
11.1% |
7-5 |
1.2% |
86% |
False |
False |
22,161 |
| 40 |
633-4 |
530-6 |
102-6 |
16.5% |
9-1 |
1.5% |
91% |
False |
False |
22,042 |
| 60 |
633-4 |
504-6 |
128-6 |
20.6% |
9-6 |
1.6% |
93% |
False |
False |
20,607 |
| 80 |
633-4 |
474-4 |
159-0 |
25.5% |
9-7 |
1.6% |
94% |
False |
False |
19,048 |
| 100 |
633-4 |
428-2 |
205-2 |
32.9% |
9-1 |
1.5% |
95% |
False |
False |
16,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666-1 |
|
2.618 |
652-2 |
|
1.618 |
643-6 |
|
1.000 |
638-4 |
|
0.618 |
635-2 |
|
HIGH |
630-0 |
|
0.618 |
626-6 |
|
0.500 |
625-6 |
|
0.382 |
624-6 |
|
LOW |
621-4 |
|
0.618 |
616-2 |
|
1.000 |
613-0 |
|
1.618 |
607-6 |
|
2.618 |
599-2 |
|
4.250 |
585-3 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
625-6 |
627-4 |
| PP |
625-1 |
626-3 |
| S1 |
624-5 |
625-1 |
|