CME Pit-Traded Corn Future July 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 |
629-4 |
631-4 |
2-0 |
0.3% |
611-0 |
| High |
635-0 |
638-0 |
3-0 |
0.5% |
625-4 |
| Low |
629-4 |
631-4 |
2-0 |
0.3% |
609-0 |
| Close |
634-4 |
635-6 |
1-2 |
0.2% |
625-6 |
| Range |
5-4 |
6-4 |
1-0 |
18.2% |
16-4 |
| ATR |
9-5 |
9-3 |
-0-2 |
-2.3% |
0-0 |
| Volume |
15,017 |
24,612 |
9,595 |
63.9% |
85,449 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654-5 |
651-5 |
639-3 |
|
| R3 |
648-1 |
645-1 |
637-4 |
|
| R2 |
641-5 |
641-5 |
637-0 |
|
| R1 |
638-5 |
638-5 |
636-3 |
640-1 |
| PP |
635-1 |
635-1 |
635-1 |
635-6 |
| S1 |
632-1 |
632-1 |
635-1 |
633-5 |
| S2 |
628-5 |
628-5 |
634-4 |
|
| S3 |
622-1 |
625-5 |
634-0 |
|
| S4 |
615-5 |
619-1 |
632-1 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
669-5 |
664-1 |
634-7 |
|
| R3 |
653-1 |
647-5 |
630-2 |
|
| R2 |
636-5 |
636-5 |
628-6 |
|
| R1 |
631-1 |
631-1 |
627-2 |
633-7 |
| PP |
620-1 |
620-1 |
620-1 |
621-4 |
| S1 |
614-5 |
614-5 |
624-2 |
617-3 |
| S2 |
603-5 |
603-5 |
622-6 |
|
| S3 |
587-1 |
598-1 |
621-2 |
|
| S4 |
570-5 |
581-5 |
616-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
638-0 |
616-4 |
21-4 |
3.4% |
5-3 |
0.8% |
90% |
True |
False |
19,574 |
| 10 |
638-0 |
594-2 |
43-6 |
6.9% |
6-3 |
1.0% |
95% |
True |
False |
20,597 |
| 20 |
638-0 |
567-0 |
71-0 |
11.2% |
7-3 |
1.2% |
97% |
True |
False |
25,165 |
| 40 |
638-0 |
534-6 |
103-2 |
16.2% |
8-6 |
1.4% |
98% |
True |
False |
31,412 |
| 60 |
638-0 |
500-4 |
137-4 |
21.6% |
9-2 |
1.5% |
98% |
True |
False |
31,722 |
| 80 |
638-0 |
479-0 |
159-0 |
25.0% |
9-3 |
1.5% |
99% |
True |
False |
30,803 |
| 100 |
638-0 |
436-0 |
202-0 |
31.8% |
8-6 |
1.4% |
99% |
True |
False |
27,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
665-5 |
|
2.618 |
655-0 |
|
1.618 |
648-4 |
|
1.000 |
644-4 |
|
0.618 |
642-0 |
|
HIGH |
638-0 |
|
0.618 |
635-4 |
|
0.500 |
634-6 |
|
0.382 |
634-0 |
|
LOW |
631-4 |
|
0.618 |
627-4 |
|
1.000 |
625-0 |
|
1.618 |
621-0 |
|
2.618 |
614-4 |
|
4.250 |
603-7 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
635-3 |
634-1 |
| PP |
635-1 |
632-5 |
| S1 |
634-6 |
631-0 |
|