CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
600-0 |
596-4 |
-3-4 |
-0.6% |
578-0 |
High |
605-6 |
600-0 |
-5-6 |
-0.9% |
591-0 |
Low |
594-2 |
595-0 |
0-6 |
0.1% |
570-0 |
Close |
596-0 |
599-0 |
3-0 |
0.5% |
588-0 |
Range |
11-4 |
5-0 |
-6-4 |
-56.5% |
21-0 |
ATR |
12-1 |
11-5 |
-0-4 |
-4.2% |
0-0 |
Volume |
19,228 |
26,464 |
7,236 |
37.6% |
153,953 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-0 |
611-0 |
601-6 |
|
R3 |
608-0 |
606-0 |
600-3 |
|
R2 |
603-0 |
603-0 |
599-7 |
|
R1 |
601-0 |
601-0 |
599-4 |
602-0 |
PP |
598-0 |
598-0 |
598-0 |
598-4 |
S1 |
596-0 |
596-0 |
598-4 |
597-0 |
S2 |
593-0 |
593-0 |
598-1 |
|
S3 |
588-0 |
591-0 |
597-5 |
|
S4 |
583-0 |
586-0 |
596-2 |
|
|
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% |
6-3 |
1.1% |
72% |
False |
False |
22,959 |
10 |
605-6 |
570-0 |
35-6 |
6.0% |
8-0 |
1.3% |
81% |
False |
False |
28,720 |
20 |
605-6 |
534-6 |
71-0 |
11.9% |
8-2 |
1.4% |
90% |
False |
False |
30,316 |
40 |
625-0 |
534-6 |
90-2 |
15.1% |
9-4 |
1.6% |
71% |
False |
False |
33,430 |
60 |
625-0 |
479-0 |
146-0 |
24.4% |
10-2 |
1.7% |
82% |
False |
False |
32,574 |
80 |
625-0 |
444-4 |
180-4 |
30.1% |
9-3 |
1.6% |
86% |
False |
False |
30,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
621-2 |
2.618 |
613-1 |
1.618 |
608-1 |
1.000 |
605-0 |
0.618 |
603-1 |
HIGH |
600-0 |
0.618 |
598-1 |
0.500 |
597-4 |
0.382 |
596-7 |
LOW |
595-0 |
0.618 |
591-7 |
1.000 |
590-0 |
1.618 |
586-7 |
2.618 |
581-7 |
4.250 |
573-6 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
598-4 |
600-0 |
PP |
598-0 |
599-5 |
S1 |
597-4 |
599-3 |
|