CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
631-6 |
634-4 |
2-6 |
0.4% |
624-0 |
High |
632-0 |
640-0 |
8-0 |
1.3% |
640-0 |
Low |
625-4 |
634-4 |
9-0 |
1.4% |
624-0 |
Close |
628-0 |
640-0 |
12-0 |
1.9% |
640-0 |
Range |
6-4 |
5-4 |
-1-0 |
-15.4% |
16-0 |
ATR |
9-4 |
9-5 |
0-1 |
1.9% |
0-0 |
Volume |
16,243 |
21,693 |
5,450 |
33.6% |
98,305 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-5 |
652-7 |
643-0 |
|
R3 |
649-1 |
647-3 |
641-4 |
|
R2 |
643-5 |
643-5 |
641-0 |
|
R1 |
641-7 |
641-7 |
640-4 |
642-6 |
PP |
638-1 |
638-1 |
638-1 |
638-5 |
S1 |
636-3 |
636-3 |
639-4 |
637-2 |
S2 |
632-5 |
632-5 |
639-0 |
|
S3 |
627-1 |
630-7 |
638-4 |
|
S4 |
621-5 |
625-3 |
637-0 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-5 |
677-3 |
648-6 |
|
R3 |
666-5 |
661-3 |
644-3 |
|
R2 |
650-5 |
650-5 |
642-7 |
|
R1 |
645-3 |
645-3 |
641-4 |
648-0 |
PP |
634-5 |
634-5 |
634-5 |
636-0 |
S1 |
629-3 |
629-3 |
638-4 |
632-0 |
S2 |
618-5 |
618-5 |
637-1 |
|
S3 |
602-5 |
613-3 |
635-5 |
|
S4 |
586-5 |
597-3 |
631-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
640-0 |
624-0 |
16-0 |
2.5% |
5-5 |
0.9% |
100% |
True |
False |
19,661 |
10 |
640-0 |
600-4 |
39-4 |
6.2% |
5-7 |
0.9% |
100% |
True |
False |
19,822 |
20 |
640-0 |
570-0 |
70-0 |
10.9% |
7-0 |
1.1% |
100% |
True |
False |
24,271 |
40 |
640-0 |
534-6 |
105-2 |
16.4% |
8-5 |
1.3% |
100% |
True |
False |
30,887 |
60 |
640-0 |
511-2 |
128-6 |
20.1% |
9-2 |
1.4% |
100% |
True |
False |
31,228 |
80 |
640-0 |
479-0 |
161-0 |
25.2% |
9-4 |
1.5% |
100% |
True |
False |
30,375 |
100 |
640-0 |
436-0 |
204-0 |
31.9% |
8-6 |
1.4% |
100% |
True |
False |
27,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
663-3 |
2.618 |
654-3 |
1.618 |
648-7 |
1.000 |
645-4 |
0.618 |
643-3 |
HIGH |
640-0 |
0.618 |
637-7 |
0.500 |
637-2 |
0.382 |
636-5 |
LOW |
634-4 |
0.618 |
631-1 |
1.000 |
629-0 |
1.618 |
625-5 |
2.618 |
620-1 |
4.250 |
611-1 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
639-1 |
637-5 |
PP |
638-1 |
635-1 |
S1 |
637-2 |
632-6 |
|