CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
624-0 |
629-4 |
5-4 |
0.9% |
611-0 |
| High |
628-2 |
635-0 |
6-6 |
1.1% |
625-4 |
| Low |
624-0 |
629-4 |
5-4 |
0.9% |
609-0 |
| Close |
626-4 |
634-4 |
8-0 |
1.3% |
625-6 |
| Range |
4-2 |
5-4 |
1-2 |
29.4% |
16-4 |
| ATR |
9-6 |
9-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
20,740 |
15,017 |
-5,723 |
-27.6% |
85,449 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
649-4 |
647-4 |
637-4 |
|
| R3 |
644-0 |
642-0 |
636-0 |
|
| R2 |
638-4 |
638-4 |
635-4 |
|
| R1 |
636-4 |
636-4 |
635-0 |
637-4 |
| PP |
633-0 |
633-0 |
633-0 |
633-4 |
| S1 |
631-0 |
631-0 |
634-0 |
632-0 |
| S2 |
627-4 |
627-4 |
633-4 |
|
| S3 |
622-0 |
625-4 |
633-0 |
|
| S4 |
616-4 |
620-0 |
631-4 |
|
|
| 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 |
635-0 |
609-6 |
25-2 |
4.0% |
5-0 |
0.8% |
98% |
True |
False |
19,083 |
| 10 |
635-0 |
594-2 |
40-6 |
6.4% |
5-7 |
0.9% |
99% |
True |
False |
20,605 |
| 20 |
635-0 |
555-4 |
79-4 |
12.5% |
7-0 |
1.1% |
99% |
True |
False |
25,106 |
| 40 |
635-0 |
534-6 |
100-2 |
15.8% |
8-6 |
1.4% |
100% |
True |
False |
31,225 |
| 60 |
635-0 |
479-0 |
156-0 |
24.6% |
9-4 |
1.5% |
100% |
True |
False |
32,047 |
| 80 |
635-0 |
473-0 |
162-0 |
25.5% |
9-4 |
1.5% |
100% |
True |
False |
30,684 |
| 100 |
635-0 |
436-0 |
199-0 |
31.4% |
8-6 |
1.4% |
100% |
True |
False |
27,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-3 |
|
2.618 |
649-3 |
|
1.618 |
643-7 |
|
1.000 |
640-4 |
|
0.618 |
638-3 |
|
HIGH |
635-0 |
|
0.618 |
632-7 |
|
0.500 |
632-2 |
|
0.382 |
631-5 |
|
LOW |
629-4 |
|
0.618 |
626-1 |
|
1.000 |
624-0 |
|
1.618 |
620-5 |
|
2.618 |
615-1 |
|
4.250 |
606-1 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
633-6 |
632-0 |
| PP |
633-0 |
629-4 |
| S1 |
632-2 |
627-0 |
|