CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
598-4 |
600-0 |
1-4 |
0.3% |
578-0 |
High |
600-0 |
605-6 |
5-6 |
1.0% |
591-0 |
Low |
597-6 |
594-2 |
-3-4 |
-0.6% |
570-0 |
Close |
599-0 |
596-0 |
-3-0 |
-0.5% |
588-0 |
Range |
2-2 |
11-4 |
9-2 |
411.1% |
21-0 |
ATR |
12-1 |
12-1 |
0-0 |
-0.4% |
0-0 |
Volume |
24,692 |
19,228 |
-5,464 |
-22.1% |
153,953 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-1 |
626-1 |
602-3 |
|
R3 |
621-5 |
614-5 |
599-1 |
|
R2 |
610-1 |
610-1 |
598-1 |
|
R1 |
603-1 |
603-1 |
597-0 |
600-7 |
PP |
598-5 |
598-5 |
598-5 |
597-4 |
S1 |
591-5 |
591-5 |
595-0 |
589-3 |
S2 |
587-1 |
587-1 |
593-7 |
|
S3 |
575-5 |
580-1 |
592-7 |
|
S4 |
564-1 |
568-5 |
589-5 |
|
|
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 |
605-6 |
582-0 |
23-6 |
4.0% |
6-6 |
1.1% |
59% |
True |
False |
23,040 |
10 |
605-6 |
568-4 |
37-2 |
6.3% |
8-4 |
1.4% |
74% |
True |
False |
29,403 |
20 |
605-6 |
534-6 |
71-0 |
11.9% |
8-4 |
1.4% |
86% |
True |
False |
31,284 |
40 |
625-0 |
534-6 |
90-2 |
15.1% |
9-7 |
1.7% |
68% |
False |
False |
33,620 |
60 |
625-0 |
479-0 |
146-0 |
24.5% |
10-3 |
1.7% |
80% |
False |
False |
32,518 |
80 |
625-0 |
444-4 |
180-4 |
30.3% |
9-3 |
1.6% |
84% |
False |
False |
29,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
654-5 |
2.618 |
635-7 |
1.618 |
624-3 |
1.000 |
617-2 |
0.618 |
612-7 |
HIGH |
605-6 |
0.618 |
601-3 |
0.500 |
600-0 |
0.382 |
598-5 |
LOW |
594-2 |
0.618 |
587-1 |
1.000 |
582-6 |
1.618 |
575-5 |
2.618 |
564-1 |
4.250 |
545-3 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
600-0 |
600-0 |
PP |
598-5 |
598-5 |
S1 |
597-3 |
597-3 |
|