CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
600-4 |
611-0 |
10-4 |
1.7% |
595-0 |
High |
609-4 |
615-0 |
5-4 |
0.9% |
609-4 |
Low |
600-4 |
609-0 |
8-4 |
1.4% |
594-2 |
Close |
608-2 |
611-0 |
2-6 |
0.5% |
608-2 |
Range |
9-0 |
6-0 |
-3-0 |
-33.3% |
15-2 |
ATR |
11-4 |
11-1 |
-0-3 |
-3.0% |
0-0 |
Volume |
14,466 |
25,788 |
11,322 |
78.3% |
108,709 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-5 |
626-3 |
614-2 |
|
R3 |
623-5 |
620-3 |
612-5 |
|
R2 |
617-5 |
617-5 |
612-1 |
|
R1 |
614-3 |
614-3 |
611-4 |
614-0 |
PP |
611-5 |
611-5 |
611-5 |
611-4 |
S1 |
608-3 |
608-3 |
610-4 |
608-0 |
S2 |
605-5 |
605-5 |
609-7 |
|
S3 |
599-5 |
602-3 |
609-3 |
|
S4 |
593-5 |
596-3 |
607-6 |
|
|
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 |
615-0 |
594-2 |
20-6 |
3.4% |
6-6 |
1.1% |
81% |
True |
False |
22,127 |
10 |
615-0 |
570-0 |
45-0 |
7.4% |
8-5 |
1.4% |
91% |
True |
False |
23,678 |
20 |
615-0 |
534-6 |
80-2 |
13.1% |
8-0 |
1.3% |
95% |
True |
False |
28,352 |
40 |
625-0 |
534-6 |
90-2 |
14.8% |
9-3 |
1.5% |
84% |
False |
False |
32,428 |
60 |
625-0 |
479-0 |
146-0 |
23.9% |
10-2 |
1.7% |
90% |
False |
False |
32,367 |
80 |
625-0 |
462-0 |
163-0 |
26.7% |
9-3 |
1.5% |
91% |
False |
False |
30,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
640-4 |
2.618 |
630-6 |
1.618 |
624-6 |
1.000 |
621-0 |
0.618 |
618-6 |
HIGH |
615-0 |
0.618 |
612-6 |
0.500 |
612-0 |
0.382 |
611-2 |
LOW |
609-0 |
0.618 |
605-2 |
1.000 |
603-0 |
1.618 |
599-2 |
2.618 |
593-2 |
4.250 |
583-4 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
612-0 |
609-0 |
PP |
611-5 |
607-0 |
S1 |
611-3 |
605-0 |
|