CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
607-0 |
612-6 |
5-6 |
0.9% |
600-0 |
| High |
614-4 |
618-6 |
4-2 |
0.7% |
614-4 |
| Low |
607-0 |
612-6 |
5-6 |
0.9% |
597-4 |
| Close |
614-0 |
615-2 |
1-2 |
0.2% |
614-0 |
| Range |
7-4 |
6-0 |
-1-4 |
-20.0% |
17-0 |
| ATR |
11-5 |
11-2 |
-0-3 |
-3.5% |
0-0 |
| Volume |
80,568 |
61,651 |
-18,917 |
-23.5% |
350,603 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633-5 |
630-3 |
618-4 |
|
| R3 |
627-5 |
624-3 |
616-7 |
|
| R2 |
621-5 |
621-5 |
616-3 |
|
| R1 |
618-3 |
618-3 |
615-6 |
620-0 |
| PP |
615-5 |
615-5 |
615-5 |
616-3 |
| S1 |
612-3 |
612-3 |
614-6 |
614-0 |
| S2 |
609-5 |
609-5 |
614-1 |
|
| S3 |
603-5 |
606-3 |
613-5 |
|
| S4 |
597-5 |
600-3 |
612-0 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-5 |
653-7 |
623-3 |
|
| R3 |
642-5 |
636-7 |
618-5 |
|
| R2 |
625-5 |
625-5 |
617-1 |
|
| R1 |
619-7 |
619-7 |
615-4 |
622-6 |
| PP |
608-5 |
608-5 |
608-5 |
610-1 |
| S1 |
602-7 |
602-7 |
612-4 |
605-6 |
| S2 |
591-5 |
591-5 |
610-7 |
|
| S3 |
574-5 |
585-7 |
609-3 |
|
| S4 |
557-5 |
568-7 |
604-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
618-6 |
597-4 |
21-2 |
3.5% |
6-2 |
1.0% |
84% |
True |
False |
82,450 |
| 10 |
618-6 |
579-4 |
39-2 |
6.4% |
7-6 |
1.3% |
91% |
True |
False |
97,452 |
| 20 |
618-6 |
543-4 |
75-2 |
12.2% |
9-4 |
1.5% |
95% |
True |
False |
120,869 |
| 40 |
618-6 |
520-6 |
98-0 |
15.9% |
11-1 |
1.8% |
96% |
True |
False |
122,441 |
| 60 |
618-6 |
468-0 |
150-6 |
24.5% |
11-4 |
1.9% |
98% |
True |
False |
104,928 |
| 80 |
618-6 |
456-6 |
162-0 |
26.3% |
11-3 |
1.8% |
98% |
True |
False |
92,858 |
| 100 |
618-6 |
420-0 |
198-6 |
32.3% |
10-6 |
1.8% |
98% |
True |
False |
79,931 |
| 120 |
618-6 |
390-4 |
228-2 |
37.1% |
10-1 |
1.6% |
98% |
True |
False |
69,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
644-2 |
|
2.618 |
634-4 |
|
1.618 |
628-4 |
|
1.000 |
624-6 |
|
0.618 |
622-4 |
|
HIGH |
618-6 |
|
0.618 |
616-4 |
|
0.500 |
615-6 |
|
0.382 |
615-0 |
|
LOW |
612-6 |
|
0.618 |
609-0 |
|
1.000 |
606-6 |
|
1.618 |
603-0 |
|
2.618 |
597-0 |
|
4.250 |
587-2 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
615-6 |
614-0 |
| PP |
615-5 |
612-6 |
| S1 |
615-3 |
611-4 |
|