CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
611-0 |
611-4 |
0-4 |
0.1% |
595-0 |
High |
615-0 |
614-4 |
-0-4 |
-0.1% |
609-4 |
Low |
609-0 |
609-6 |
0-6 |
0.1% |
594-2 |
Close |
611-0 |
614-2 |
3-2 |
0.5% |
608-2 |
Range |
6-0 |
4-6 |
-1-2 |
-20.8% |
15-2 |
ATR |
11-1 |
10-6 |
-0-4 |
-4.1% |
0-0 |
Volume |
25,788 |
22,159 |
-3,629 |
-14.1% |
108,709 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-1 |
625-3 |
616-7 |
|
R3 |
622-3 |
620-5 |
615-4 |
|
R2 |
617-5 |
617-5 |
615-1 |
|
R1 |
615-7 |
615-7 |
614-5 |
616-6 |
PP |
612-7 |
612-7 |
612-7 |
613-2 |
S1 |
611-1 |
611-1 |
613-7 |
612-0 |
S2 |
608-1 |
608-1 |
613-3 |
|
S3 |
603-3 |
606-3 |
613-0 |
|
S4 |
598-5 |
601-5 |
611-5 |
|
|
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% |
7-2 |
1.2% |
96% |
False |
False |
21,621 |
10 |
615-0 |
570-0 |
45-0 |
7.3% |
7-4 |
1.2% |
98% |
False |
False |
23,232 |
20 |
615-0 |
534-6 |
80-2 |
13.1% |
7-6 |
1.3% |
99% |
False |
False |
27,391 |
40 |
625-0 |
534-6 |
90-2 |
14.7% |
9-3 |
1.5% |
88% |
False |
False |
32,241 |
60 |
625-0 |
479-0 |
146-0 |
23.8% |
10-1 |
1.7% |
93% |
False |
False |
32,316 |
80 |
625-0 |
463-4 |
161-4 |
26.3% |
9-3 |
1.5% |
93% |
False |
False |
30,496 |
100 |
625-0 |
427-4 |
197-4 |
32.2% |
9-0 |
1.5% |
95% |
False |
False |
27,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
634-6 |
2.618 |
626-7 |
1.618 |
622-1 |
1.000 |
619-2 |
0.618 |
617-3 |
HIGH |
614-4 |
0.618 |
612-5 |
0.500 |
612-1 |
0.382 |
611-5 |
LOW |
609-6 |
0.618 |
606-7 |
1.000 |
605-0 |
1.618 |
602-1 |
2.618 |
597-3 |
4.250 |
589-4 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
613-4 |
612-1 |
PP |
612-7 |
609-7 |
S1 |
612-1 |
607-6 |
|