CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
595-0 |
598-4 |
3-4 |
0.6% |
578-0 |
High |
601-0 |
600-0 |
-1-0 |
-0.2% |
591-0 |
Low |
595-0 |
597-6 |
2-6 |
0.5% |
570-0 |
Close |
601-0 |
599-0 |
-2-0 |
-0.3% |
588-0 |
Range |
6-0 |
2-2 |
-3-6 |
-62.5% |
21-0 |
ATR |
12-7 |
12-1 |
-0-5 |
-5.3% |
0-0 |
Volume |
23,859 |
24,692 |
833 |
3.5% |
153,953 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-5 |
604-5 |
600-2 |
|
R3 |
603-3 |
602-3 |
599-5 |
|
R2 |
601-1 |
601-1 |
599-3 |
|
R1 |
600-1 |
600-1 |
599-2 |
600-5 |
PP |
598-7 |
598-7 |
598-7 |
599-2 |
S1 |
597-7 |
597-7 |
598-6 |
598-3 |
S2 |
596-5 |
596-5 |
598-5 |
|
S3 |
594-3 |
595-5 |
598-3 |
|
S4 |
592-1 |
593-3 |
597-6 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-0 |
638-0 |
599-4 |
|
R3 |
625-0 |
617-0 |
593-6 |
|
R2 |
604-0 |
604-0 |
591-7 |
|
R1 |
596-0 |
596-0 |
589-7 |
600-0 |
PP |
583-0 |
583-0 |
583-0 |
585-0 |
S1 |
575-0 |
575-0 |
586-1 |
579-0 |
S2 |
562-0 |
562-0 |
584-1 |
|
S3 |
541-0 |
554-0 |
582-2 |
|
S4 |
520-0 |
533-0 |
576-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
601-0 |
570-0 |
31-0 |
5.2% |
7-7 |
1.3% |
94% |
False |
False |
24,844 |
10 |
601-0 |
567-0 |
34-0 |
5.7% |
8-4 |
1.4% |
94% |
False |
False |
29,734 |
20 |
601-0 |
534-6 |
66-2 |
11.1% |
8-7 |
1.5% |
97% |
False |
False |
32,235 |
40 |
625-0 |
534-6 |
90-2 |
15.1% |
9-7 |
1.6% |
71% |
False |
False |
33,511 |
60 |
625-0 |
479-0 |
146-0 |
24.4% |
10-3 |
1.7% |
82% |
False |
False |
32,608 |
80 |
625-0 |
444-4 |
180-4 |
30.1% |
9-2 |
1.5% |
86% |
False |
False |
29,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
609-4 |
2.618 |
605-7 |
1.618 |
603-5 |
1.000 |
602-2 |
0.618 |
601-3 |
HIGH |
600-0 |
0.618 |
599-1 |
0.500 |
598-7 |
0.382 |
598-5 |
LOW |
597-6 |
0.618 |
596-3 |
1.000 |
595-4 |
1.618 |
594-1 |
2.618 |
591-7 |
4.250 |
588-2 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
599-0 |
596-4 |
PP |
598-7 |
594-0 |
S1 |
598-7 |
591-4 |
|