CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
596-4 |
600-4 |
4-0 |
0.7% |
595-0 |
High |
600-0 |
609-4 |
9-4 |
1.6% |
609-4 |
Low |
595-0 |
600-4 |
5-4 |
0.9% |
594-2 |
Close |
599-0 |
608-2 |
9-2 |
1.5% |
608-2 |
Range |
5-0 |
9-0 |
4-0 |
80.0% |
15-2 |
ATR |
11-5 |
11-4 |
-0-1 |
-0.7% |
0-0 |
Volume |
26,464 |
14,466 |
-11,998 |
-45.3% |
108,709 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-1 |
629-5 |
613-2 |
|
R3 |
624-1 |
620-5 |
610-6 |
|
R2 |
615-1 |
615-1 |
609-7 |
|
R1 |
611-5 |
611-5 |
609-1 |
613-3 |
PP |
606-1 |
606-1 |
606-1 |
607-0 |
S1 |
602-5 |
602-5 |
607-3 |
604-3 |
S2 |
597-1 |
597-1 |
606-5 |
|
S3 |
588-1 |
593-5 |
605-6 |
|
S4 |
579-1 |
584-5 |
603-2 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-6 |
644-2 |
616-5 |
|
R3 |
634-4 |
629-0 |
612-4 |
|
R2 |
619-2 |
619-2 |
611-0 |
|
R1 |
613-6 |
613-6 |
609-5 |
616-4 |
PP |
604-0 |
604-0 |
604-0 |
605-3 |
S1 |
598-4 |
598-4 |
606-7 |
601-2 |
S2 |
588-6 |
588-6 |
605-4 |
|
S3 |
573-4 |
583-2 |
604-0 |
|
S4 |
558-2 |
568-0 |
599-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-4 |
594-2 |
15-2 |
2.5% |
6-6 |
1.1% |
92% |
True |
False |
21,741 |
10 |
609-4 |
570-0 |
39-4 |
6.5% |
8-2 |
1.4% |
97% |
True |
False |
26,266 |
20 |
609-4 |
534-6 |
74-6 |
12.3% |
8-4 |
1.4% |
98% |
True |
False |
28,836 |
40 |
625-0 |
534-6 |
90-2 |
14.8% |
9-4 |
1.6% |
81% |
False |
False |
32,571 |
60 |
625-0 |
479-0 |
146-0 |
24.0% |
10-3 |
1.7% |
89% |
False |
False |
32,333 |
80 |
625-0 |
454-6 |
170-2 |
28.0% |
9-3 |
1.5% |
90% |
False |
False |
30,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-6 |
2.618 |
633-0 |
1.618 |
624-0 |
1.000 |
618-4 |
0.618 |
615-0 |
HIGH |
609-4 |
0.618 |
606-0 |
0.500 |
605-0 |
0.382 |
604-0 |
LOW |
600-4 |
0.618 |
595-0 |
1.000 |
591-4 |
1.618 |
586-0 |
2.618 |
577-0 |
4.250 |
562-2 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
607-1 |
606-1 |
PP |
606-1 |
604-0 |
S1 |
605-0 |
601-7 |
|