CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
613-2 |
615-0 |
1-6 |
0.3% |
590-4 |
| High |
617-0 |
622-6 |
5-6 |
0.9% |
605-2 |
| Low |
612-0 |
615-0 |
3-0 |
0.5% |
590-0 |
| Close |
617-0 |
622-0 |
5-0 |
0.8% |
604-2 |
| Range |
5-0 |
7-6 |
2-6 |
55.0% |
15-2 |
| ATR |
10-5 |
10-3 |
-0-2 |
-1.9% |
0-0 |
| Volume |
14,258 |
23,447 |
9,189 |
64.4% |
104,899 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
643-1 |
640-3 |
626-2 |
|
| R3 |
635-3 |
632-5 |
624-1 |
|
| R2 |
627-5 |
627-5 |
623-3 |
|
| R1 |
624-7 |
624-7 |
622-6 |
626-2 |
| PP |
619-7 |
619-7 |
619-7 |
620-5 |
| S1 |
617-1 |
617-1 |
621-2 |
618-4 |
| S2 |
612-1 |
612-1 |
620-5 |
|
| S3 |
604-3 |
609-3 |
619-7 |
|
| S4 |
596-5 |
601-5 |
617-6 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645-5 |
640-1 |
612-5 |
|
| R3 |
630-3 |
624-7 |
608-4 |
|
| R2 |
615-1 |
615-1 |
607-0 |
|
| R1 |
609-5 |
609-5 |
605-5 |
612-3 |
| PP |
599-7 |
599-7 |
599-7 |
601-2 |
| S1 |
594-3 |
594-3 |
602-7 |
597-1 |
| S2 |
584-5 |
584-5 |
601-4 |
|
| S3 |
569-3 |
579-1 |
600-0 |
|
| S4 |
554-1 |
563-7 |
595-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622-6 |
596-0 |
26-6 |
4.3% |
6-0 |
1.0% |
97% |
True |
False |
18,580 |
| 10 |
622-6 |
576-0 |
46-6 |
7.5% |
6-4 |
1.0% |
98% |
True |
False |
21,550 |
| 20 |
622-6 |
551-2 |
71-4 |
11.5% |
7-4 |
1.2% |
99% |
True |
False |
22,620 |
| 40 |
622-6 |
530-6 |
92-0 |
14.8% |
9-3 |
1.5% |
99% |
True |
False |
21,885 |
| 60 |
622-6 |
474-4 |
148-2 |
23.8% |
10-3 |
1.7% |
99% |
True |
False |
20,672 |
| 80 |
622-6 |
464-0 |
158-6 |
25.5% |
9-7 |
1.6% |
100% |
True |
False |
18,861 |
| 100 |
622-6 |
428-2 |
194-4 |
31.3% |
9-2 |
1.5% |
100% |
True |
False |
16,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
655-6 |
|
2.618 |
643-0 |
|
1.618 |
635-2 |
|
1.000 |
630-4 |
|
0.618 |
627-4 |
|
HIGH |
622-6 |
|
0.618 |
619-6 |
|
0.500 |
618-7 |
|
0.382 |
618-0 |
|
LOW |
615-0 |
|
0.618 |
610-2 |
|
1.000 |
607-2 |
|
1.618 |
602-4 |
|
2.618 |
594-6 |
|
4.250 |
582-0 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
621-0 |
619-4 |
| PP |
619-7 |
617-1 |
| S1 |
618-7 |
614-5 |
|