CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
629-2 |
630-4 |
1-2 |
0.2% |
620-4 |
| High |
630-0 |
638-0 |
8-0 |
1.3% |
638-0 |
| Low |
621-4 |
630-2 |
8-6 |
1.4% |
620-4 |
| Close |
624-0 |
636-4 |
12-4 |
2.0% |
636-4 |
| Range |
8-4 |
7-6 |
-0-6 |
-8.8% |
17-4 |
| ATR |
9-6 |
10-0 |
0-2 |
3.2% |
0-0 |
| Volume |
13,237 |
17,753 |
4,516 |
34.1% |
75,157 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-1 |
655-1 |
640-6 |
|
| R3 |
650-3 |
647-3 |
638-5 |
|
| R2 |
642-5 |
642-5 |
637-7 |
|
| R1 |
639-5 |
639-5 |
637-2 |
641-1 |
| PP |
634-7 |
634-7 |
634-7 |
635-6 |
| S1 |
631-7 |
631-7 |
635-6 |
633-3 |
| S2 |
627-1 |
627-1 |
635-1 |
|
| S3 |
619-3 |
624-1 |
634-3 |
|
| S4 |
611-5 |
616-3 |
632-2 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
684-1 |
677-7 |
646-1 |
|
| R3 |
666-5 |
660-3 |
641-2 |
|
| R2 |
649-1 |
649-1 |
639-6 |
|
| R1 |
642-7 |
642-7 |
638-1 |
646-0 |
| PP |
631-5 |
631-5 |
631-5 |
633-2 |
| S1 |
625-3 |
625-3 |
634-7 |
628-4 |
| S2 |
614-1 |
614-1 |
633-2 |
|
| S3 |
596-5 |
607-7 |
631-6 |
|
| S4 |
579-1 |
590-3 |
626-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
638-0 |
620-4 |
17-4 |
2.7% |
6-4 |
1.0% |
91% |
True |
False |
15,031 |
| 10 |
638-0 |
596-0 |
42-0 |
6.6% |
6-2 |
1.0% |
96% |
True |
False |
16,806 |
| 20 |
638-0 |
565-2 |
72-6 |
11.4% |
7-4 |
1.2% |
98% |
True |
False |
22,024 |
| 40 |
638-0 |
530-6 |
107-2 |
16.8% |
9-1 |
1.4% |
99% |
True |
False |
22,095 |
| 60 |
638-0 |
506-4 |
131-4 |
20.7% |
9-7 |
1.5% |
99% |
True |
False |
20,607 |
| 80 |
638-0 |
474-4 |
163-4 |
25.7% |
9-7 |
1.6% |
99% |
True |
False |
19,118 |
| 100 |
638-0 |
428-2 |
209-6 |
33.0% |
9-1 |
1.4% |
99% |
True |
False |
16,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
671-0 |
|
2.618 |
658-2 |
|
1.618 |
650-4 |
|
1.000 |
645-6 |
|
0.618 |
642-6 |
|
HIGH |
638-0 |
|
0.618 |
635-0 |
|
0.500 |
634-1 |
|
0.382 |
633-2 |
|
LOW |
630-2 |
|
0.618 |
625-4 |
|
1.000 |
622-4 |
|
1.618 |
617-6 |
|
2.618 |
610-0 |
|
4.250 |
597-2 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
635-6 |
634-2 |
| PP |
634-7 |
632-0 |
| S1 |
634-1 |
629-6 |
|