CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
619-0 |
624-0 |
5-0 |
0.8% |
611-0 |
High |
625-4 |
628-2 |
2-6 |
0.4% |
625-4 |
Low |
619-0 |
624-0 |
5-0 |
0.8% |
609-0 |
Close |
625-6 |
626-4 |
0-6 |
0.1% |
625-6 |
Range |
6-4 |
4-2 |
-2-2 |
-34.6% |
16-4 |
ATR |
10-1 |
9-6 |
-0-3 |
-4.1% |
0-0 |
Volume |
24,529 |
20,740 |
-3,789 |
-15.4% |
85,449 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639-0 |
637-0 |
628-7 |
|
R3 |
634-6 |
632-6 |
627-5 |
|
R2 |
630-4 |
630-4 |
627-2 |
|
R1 |
628-4 |
628-4 |
626-7 |
629-4 |
PP |
626-2 |
626-2 |
626-2 |
626-6 |
S1 |
624-2 |
624-2 |
626-1 |
625-2 |
S2 |
622-0 |
622-0 |
625-6 |
|
S3 |
617-6 |
620-0 |
625-3 |
|
S4 |
613-4 |
615-6 |
624-1 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-5 |
664-1 |
634-7 |
|
R3 |
653-1 |
647-5 |
630-2 |
|
R2 |
636-5 |
636-5 |
628-6 |
|
R1 |
631-1 |
631-1 |
627-2 |
633-7 |
PP |
620-1 |
620-1 |
620-1 |
621-4 |
S1 |
614-5 |
614-5 |
624-2 |
617-3 |
S2 |
603-5 |
603-5 |
622-6 |
|
S3 |
587-1 |
598-1 |
621-2 |
|
S4 |
570-5 |
581-5 |
616-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
628-2 |
609-0 |
19-2 |
3.1% |
5-1 |
0.8% |
91% |
True |
False |
21,237 |
10 |
628-2 |
594-2 |
34-0 |
5.4% |
6-0 |
0.9% |
95% |
True |
False |
21,489 |
20 |
628-2 |
555-4 |
72-6 |
11.6% |
7-0 |
1.1% |
98% |
True |
False |
24,908 |
40 |
628-2 |
534-6 |
93-4 |
14.9% |
8-7 |
1.4% |
98% |
True |
False |
31,610 |
60 |
628-2 |
479-0 |
149-2 |
23.8% |
9-6 |
1.5% |
99% |
True |
False |
32,418 |
80 |
628-2 |
470-0 |
158-2 |
25.3% |
9-4 |
1.5% |
99% |
True |
False |
30,727 |
100 |
628-2 |
436-0 |
192-2 |
30.7% |
9-0 |
1.4% |
99% |
True |
False |
27,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
646-2 |
2.618 |
639-3 |
1.618 |
635-1 |
1.000 |
632-4 |
0.618 |
630-7 |
HIGH |
628-2 |
0.618 |
626-5 |
0.500 |
626-1 |
0.382 |
625-5 |
LOW |
624-0 |
0.618 |
621-3 |
1.000 |
619-6 |
1.618 |
617-1 |
2.618 |
612-7 |
4.250 |
606-0 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
626-3 |
625-1 |
PP |
626-2 |
623-6 |
S1 |
626-1 |
622-3 |
|