CME Pit-Traded Corn Future September 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 |
584-0 |
589-0 |
5-0 |
0.9% |
576-4 |
| High |
584-2 |
593-0 |
8-6 |
1.5% |
593-0 |
| Low |
582-2 |
589-0 |
6-6 |
1.2% |
576-4 |
| Close |
584-6 |
595-4 |
10-6 |
1.8% |
595-4 |
| Range |
2-0 |
4-0 |
2-0 |
100.0% |
16-4 |
| ATR |
7-7 |
7-7 |
0-0 |
0.3% |
0-0 |
| Volume |
2,003 |
2,786 |
783 |
39.1% |
10,086 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
604-4 |
604-0 |
597-6 |
|
| R3 |
600-4 |
600-0 |
596-5 |
|
| R2 |
596-4 |
596-4 |
596-2 |
|
| R1 |
596-0 |
596-0 |
595-7 |
596-2 |
| PP |
592-4 |
592-4 |
592-4 |
592-5 |
| S1 |
592-0 |
592-0 |
595-1 |
592-2 |
| S2 |
588-4 |
588-4 |
594-6 |
|
| S3 |
584-4 |
588-0 |
594-3 |
|
| S4 |
580-4 |
584-0 |
593-2 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-7 |
633-1 |
604-5 |
|
| R3 |
621-3 |
616-5 |
600-0 |
|
| R2 |
604-7 |
604-7 |
598-4 |
|
| R1 |
600-1 |
600-1 |
597-0 |
602-4 |
| PP |
588-3 |
588-3 |
588-3 |
589-4 |
| S1 |
583-5 |
583-5 |
594-0 |
586-0 |
| S2 |
571-7 |
571-7 |
592-4 |
|
| S3 |
555-3 |
567-1 |
591-0 |
|
| S4 |
538-7 |
550-5 |
586-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610-0 |
|
2.618 |
603-4 |
|
1.618 |
599-4 |
|
1.000 |
597-0 |
|
0.618 |
595-4 |
|
HIGH |
593-0 |
|
0.618 |
591-4 |
|
0.500 |
591-0 |
|
0.382 |
590-4 |
|
LOW |
589-0 |
|
0.618 |
586-4 |
|
1.000 |
585-0 |
|
1.618 |
582-4 |
|
2.618 |
578-4 |
|
4.250 |
572-0 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
594-0 |
592-6 |
| PP |
592-4 |
590-1 |
| S1 |
591-0 |
587-3 |
|