CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
583-0 |
595-0 |
12-0 |
2.1% |
578-0 |
| High |
589-0 |
601-0 |
12-0 |
2.0% |
591-0 |
| Low |
582-0 |
595-0 |
13-0 |
2.2% |
570-0 |
| Close |
588-0 |
601-0 |
13-0 |
2.2% |
588-0 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
21-0 |
| ATR |
12-7 |
12-7 |
0-0 |
0.1% |
0-0 |
| Volume |
20,556 |
23,859 |
3,303 |
16.1% |
153,953 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-0 |
615-0 |
604-2 |
|
| R3 |
611-0 |
609-0 |
602-5 |
|
| R2 |
605-0 |
605-0 |
602-1 |
|
| R1 |
603-0 |
603-0 |
601-4 |
604-0 |
| PP |
599-0 |
599-0 |
599-0 |
599-4 |
| S1 |
597-0 |
597-0 |
600-4 |
598-0 |
| S2 |
593-0 |
593-0 |
599-7 |
|
| S3 |
587-0 |
591-0 |
599-3 |
|
| S4 |
581-0 |
585-0 |
597-6 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-0 |
638-0 |
599-4 |
|
| R3 |
625-0 |
617-0 |
593-6 |
|
| R2 |
604-0 |
604-0 |
591-7 |
|
| R1 |
596-0 |
596-0 |
589-7 |
600-0 |
| PP |
583-0 |
583-0 |
583-0 |
585-0 |
| S1 |
575-0 |
575-0 |
586-1 |
579-0 |
| S2 |
562-0 |
562-0 |
584-1 |
|
| S3 |
541-0 |
554-0 |
582-2 |
|
| S4 |
520-0 |
533-0 |
576-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
601-0 |
570-0 |
31-0 |
5.2% |
10-3 |
1.7% |
100% |
True |
False |
25,230 |
| 10 |
601-0 |
555-4 |
45-4 |
7.6% |
8-2 |
1.4% |
100% |
True |
False |
29,607 |
| 20 |
601-0 |
534-6 |
66-2 |
11.0% |
9-5 |
1.6% |
100% |
True |
False |
33,185 |
| 40 |
625-0 |
534-6 |
90-2 |
15.0% |
9-7 |
1.6% |
73% |
False |
False |
33,515 |
| 60 |
625-0 |
479-0 |
146-0 |
24.3% |
10-4 |
1.7% |
84% |
False |
False |
32,791 |
| 80 |
625-0 |
444-4 |
180-4 |
30.0% |
9-3 |
1.6% |
87% |
False |
False |
29,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
626-4 |
|
2.618 |
616-6 |
|
1.618 |
610-6 |
|
1.000 |
607-0 |
|
0.618 |
604-6 |
|
HIGH |
601-0 |
|
0.618 |
598-6 |
|
0.500 |
598-0 |
|
0.382 |
597-2 |
|
LOW |
595-0 |
|
0.618 |
591-2 |
|
1.000 |
589-0 |
|
1.618 |
585-2 |
|
2.618 |
579-2 |
|
4.250 |
569-4 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
600-0 |
597-7 |
| PP |
599-0 |
594-5 |
| S1 |
598-0 |
591-4 |
|