CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
570-0 |
580-6 |
10-6 |
1.9% |
567-4 |
| High |
576-4 |
589-0 |
12-4 |
2.2% |
578-2 |
| Low |
567-4 |
579-4 |
12-0 |
2.1% |
556-0 |
| Close |
574-2 |
588-4 |
14-2 |
2.5% |
574-2 |
| Range |
9-0 |
9-4 |
0-4 |
5.6% |
22-2 |
| ATR |
14-4 |
14-5 |
0-0 |
0.1% |
0-0 |
| Volume |
117,213 |
130,635 |
13,422 |
11.5% |
661,638 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-1 |
610-7 |
593-6 |
|
| R3 |
604-5 |
601-3 |
591-1 |
|
| R2 |
595-1 |
595-1 |
590-2 |
|
| R1 |
591-7 |
591-7 |
589-3 |
593-4 |
| PP |
585-5 |
585-5 |
585-5 |
586-4 |
| S1 |
582-3 |
582-3 |
587-5 |
584-0 |
| S2 |
576-1 |
576-1 |
586-6 |
|
| S3 |
566-5 |
572-7 |
585-7 |
|
| S4 |
557-1 |
563-3 |
583-2 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-2 |
627-4 |
586-4 |
|
| R3 |
614-0 |
605-2 |
580-3 |
|
| R2 |
591-6 |
591-6 |
578-3 |
|
| R1 |
583-0 |
583-0 |
576-2 |
587-3 |
| PP |
569-4 |
569-4 |
569-4 |
571-6 |
| S1 |
560-6 |
560-6 |
572-2 |
565-1 |
| S2 |
547-2 |
547-2 |
570-1 |
|
| S3 |
525-0 |
538-4 |
568-1 |
|
| S4 |
502-6 |
516-2 |
562-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
589-0 |
556-0 |
33-0 |
5.6% |
12-6 |
2.2% |
98% |
True |
False |
133,664 |
| 10 |
589-0 |
543-4 |
45-4 |
7.7% |
11-6 |
2.0% |
99% |
True |
False |
149,562 |
| 20 |
589-0 |
520-6 |
68-2 |
11.6% |
12-3 |
2.1% |
99% |
True |
False |
147,609 |
| 40 |
617-4 |
520-6 |
96-6 |
16.4% |
12-0 |
2.0% |
70% |
False |
False |
115,153 |
| 60 |
617-4 |
468-0 |
149-4 |
25.4% |
12-3 |
2.1% |
81% |
False |
False |
99,135 |
| 80 |
617-4 |
429-4 |
188-0 |
31.9% |
11-2 |
1.9% |
85% |
False |
False |
85,622 |
| 100 |
617-4 |
390-4 |
227-0 |
38.6% |
10-6 |
1.8% |
87% |
False |
False |
73,164 |
| 120 |
617-4 |
356-6 |
260-6 |
44.3% |
10-0 |
1.7% |
89% |
False |
False |
62,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
629-3 |
|
2.618 |
613-7 |
|
1.618 |
604-3 |
|
1.000 |
598-4 |
|
0.618 |
594-7 |
|
HIGH |
589-0 |
|
0.618 |
585-3 |
|
0.500 |
584-2 |
|
0.382 |
583-1 |
|
LOW |
579-4 |
|
0.618 |
573-5 |
|
1.000 |
570-0 |
|
1.618 |
564-1 |
|
2.618 |
554-5 |
|
4.250 |
539-1 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
587-1 |
585-1 |
| PP |
585-5 |
581-5 |
| S1 |
584-2 |
578-2 |
|