CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
618-0 |
619-0 |
1-0 |
0.2% |
595-0 |
High |
620-6 |
625-4 |
4-6 |
0.8% |
609-4 |
Low |
616-4 |
619-0 |
2-4 |
0.4% |
594-2 |
Close |
621-2 |
625-6 |
4-4 |
0.7% |
608-2 |
Range |
4-2 |
6-4 |
2-2 |
52.9% |
15-2 |
ATR |
10-3 |
10-1 |
-0-2 |
-2.7% |
0-0 |
Volume |
12,973 |
24,529 |
11,556 |
89.1% |
108,709 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-7 |
640-7 |
629-3 |
|
R3 |
636-3 |
634-3 |
627-4 |
|
R2 |
629-7 |
629-7 |
627-0 |
|
R1 |
627-7 |
627-7 |
626-3 |
628-7 |
PP |
623-3 |
623-3 |
623-3 |
624-0 |
S1 |
621-3 |
621-3 |
625-1 |
622-3 |
S2 |
616-7 |
616-7 |
624-4 |
|
S3 |
610-3 |
614-7 |
624-0 |
|
S4 |
603-7 |
608-3 |
622-1 |
|
|
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 |
625-4 |
600-4 |
25-0 |
4.0% |
6-1 |
1.0% |
101% |
True |
False |
19,983 |
10 |
625-4 |
582-0 |
43-4 |
7.0% |
6-2 |
1.0% |
101% |
True |
False |
21,471 |
20 |
625-4 |
555-4 |
70-0 |
11.2% |
6-7 |
1.1% |
100% |
True |
False |
25,610 |
40 |
625-4 |
534-6 |
90-6 |
14.5% |
9-0 |
1.4% |
100% |
True |
False |
31,791 |
60 |
625-4 |
479-0 |
146-4 |
23.4% |
9-7 |
1.6% |
100% |
True |
False |
32,418 |
80 |
625-4 |
469-2 |
156-2 |
25.0% |
9-3 |
1.5% |
100% |
True |
False |
30,625 |
100 |
625-4 |
436-0 |
189-4 |
30.3% |
9-0 |
1.4% |
100% |
True |
False |
27,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
653-1 |
2.618 |
642-4 |
1.618 |
636-0 |
1.000 |
632-0 |
0.618 |
629-4 |
HIGH |
625-4 |
0.618 |
623-0 |
0.500 |
622-2 |
0.382 |
621-4 |
LOW |
619-0 |
0.618 |
615-0 |
1.000 |
612-4 |
1.618 |
608-4 |
2.618 |
602-0 |
4.250 |
591-3 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
624-5 |
623-0 |
PP |
623-3 |
620-3 |
S1 |
622-2 |
617-5 |
|