CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
619-0 |
621-0 |
2-0 |
0.3% |
600-0 |
| High |
624-0 |
626-0 |
2-0 |
0.3% |
614-4 |
| Low |
618-4 |
619-4 |
1-0 |
0.2% |
597-4 |
| Close |
623-2 |
624-0 |
0-6 |
0.1% |
614-0 |
| Range |
5-4 |
6-4 |
1-0 |
18.2% |
17-0 |
| ATR |
11-1 |
10-6 |
-0-3 |
-3.0% |
0-0 |
| Volume |
72,635 |
66,044 |
-6,591 |
-9.1% |
350,603 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642-5 |
639-7 |
627-5 |
|
| R3 |
636-1 |
633-3 |
625-6 |
|
| R2 |
629-5 |
629-5 |
625-2 |
|
| R1 |
626-7 |
626-7 |
624-5 |
628-2 |
| PP |
623-1 |
623-1 |
623-1 |
623-7 |
| S1 |
620-3 |
620-3 |
623-3 |
621-6 |
| S2 |
616-5 |
616-5 |
622-6 |
|
| S3 |
610-1 |
613-7 |
622-2 |
|
| S4 |
603-5 |
607-3 |
620-3 |
|
|
| 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 |
626-0 |
604-2 |
21-6 |
3.5% |
6-1 |
1.0% |
91% |
True |
False |
76,135 |
| 10 |
626-0 |
580-4 |
45-4 |
7.3% |
7-4 |
1.2% |
96% |
True |
False |
87,868 |
| 20 |
626-0 |
554-0 |
72-0 |
11.5% |
9-3 |
1.5% |
97% |
True |
False |
113,826 |
| 40 |
626-0 |
520-6 |
105-2 |
16.9% |
10-7 |
1.7% |
98% |
True |
False |
122,081 |
| 60 |
626-0 |
490-0 |
136-0 |
21.8% |
11-1 |
1.8% |
99% |
True |
False |
104,422 |
| 80 |
626-0 |
468-0 |
158-0 |
25.3% |
11-2 |
1.8% |
99% |
True |
False |
93,809 |
| 100 |
626-0 |
420-0 |
206-0 |
33.0% |
10-4 |
1.7% |
99% |
True |
False |
80,780 |
| 120 |
626-0 |
390-4 |
235-4 |
37.7% |
10-1 |
1.6% |
99% |
True |
False |
70,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653-5 |
|
2.618 |
643-0 |
|
1.618 |
636-4 |
|
1.000 |
632-4 |
|
0.618 |
630-0 |
|
HIGH |
626-0 |
|
0.618 |
623-4 |
|
0.500 |
622-6 |
|
0.382 |
622-0 |
|
LOW |
619-4 |
|
0.618 |
615-4 |
|
1.000 |
613-0 |
|
1.618 |
609-0 |
|
2.618 |
602-4 |
|
4.250 |
591-7 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
623-5 |
622-4 |
| PP |
623-1 |
620-7 |
| S1 |
622-6 |
619-3 |
|