CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
600-0 |
600-2 |
0-2 |
0.0% |
580-6 |
High |
604-0 |
604-0 |
0-0 |
0.0% |
599-0 |
Low |
597-4 |
598-0 |
0-4 |
0.1% |
579-4 |
Close |
599-4 |
602-2 |
2-6 |
0.5% |
596-4 |
Range |
6-4 |
6-0 |
-0-4 |
-7.7% |
19-4 |
ATR |
12-7 |
12-3 |
-0-4 |
-3.8% |
0-0 |
Volume |
93,729 |
76,525 |
-17,204 |
-18.4% |
562,273 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-3 |
616-7 |
605-4 |
|
R3 |
613-3 |
610-7 |
603-7 |
|
R2 |
607-3 |
607-3 |
603-3 |
|
R1 |
604-7 |
604-7 |
602-6 |
606-1 |
PP |
601-3 |
601-3 |
601-3 |
602-0 |
S1 |
598-7 |
598-7 |
601-6 |
600-1 |
S2 |
595-3 |
595-3 |
601-1 |
|
S3 |
589-3 |
592-7 |
600-5 |
|
S4 |
583-3 |
586-7 |
599-0 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
650-1 |
642-7 |
607-2 |
|
R3 |
630-5 |
623-3 |
601-7 |
|
R2 |
611-1 |
611-1 |
600-1 |
|
R1 |
603-7 |
603-7 |
598-2 |
607-4 |
PP |
591-5 |
591-5 |
591-5 |
593-4 |
S1 |
584-3 |
584-3 |
594-6 |
588-0 |
S2 |
572-1 |
572-1 |
592-7 |
|
S3 |
552-5 |
564-7 |
591-1 |
|
S4 |
533-1 |
545-3 |
585-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
604-0 |
580-4 |
23-4 |
3.9% |
8-7 |
1.5% |
93% |
True |
False |
99,602 |
10 |
604-0 |
556-0 |
48-0 |
8.0% |
9-3 |
1.6% |
96% |
True |
False |
112,669 |
20 |
604-0 |
520-6 |
83-2 |
13.8% |
10-2 |
1.7% |
98% |
True |
False |
131,559 |
40 |
617-4 |
520-6 |
96-6 |
16.1% |
11-4 |
1.9% |
84% |
False |
False |
120,645 |
60 |
617-4 |
468-0 |
149-4 |
24.8% |
12-1 |
2.0% |
90% |
False |
False |
103,106 |
80 |
617-4 |
452-0 |
165-4 |
27.5% |
11-2 |
1.9% |
91% |
False |
False |
90,997 |
100 |
617-4 |
412-6 |
204-6 |
34.0% |
10-7 |
1.8% |
93% |
False |
False |
78,201 |
120 |
617-4 |
390-4 |
227-0 |
37.7% |
10-1 |
1.7% |
93% |
False |
False |
67,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-4 |
2.618 |
619-6 |
1.618 |
613-6 |
1.000 |
610-0 |
0.618 |
607-6 |
HIGH |
604-0 |
0.618 |
601-6 |
0.500 |
601-0 |
0.382 |
600-2 |
LOW |
598-0 |
0.618 |
594-2 |
1.000 |
592-0 |
1.618 |
588-2 |
2.618 |
582-2 |
4.250 |
572-4 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
601-7 |
600-1 |
PP |
601-3 |
598-1 |
S1 |
601-0 |
596-0 |
|