CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
631-4 |
631-6 |
0-2 |
0.0% |
611-0 |
| High |
638-0 |
632-0 |
-6-0 |
-0.9% |
625-4 |
| Low |
631-4 |
625-4 |
-6-0 |
-1.0% |
609-0 |
| Close |
635-6 |
628-0 |
-7-6 |
-1.2% |
625-6 |
| Range |
6-4 |
6-4 |
0-0 |
0.0% |
16-4 |
| ATR |
9-3 |
9-4 |
0-0 |
0.6% |
0-0 |
| Volume |
24,612 |
16,243 |
-8,369 |
-34.0% |
85,449 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-0 |
644-4 |
631-5 |
|
| R3 |
641-4 |
638-0 |
629-6 |
|
| R2 |
635-0 |
635-0 |
629-2 |
|
| R1 |
631-4 |
631-4 |
628-5 |
630-0 |
| PP |
628-4 |
628-4 |
628-4 |
627-6 |
| S1 |
625-0 |
625-0 |
627-3 |
623-4 |
| S2 |
622-0 |
622-0 |
626-6 |
|
| S3 |
615-4 |
618-4 |
626-2 |
|
| S4 |
609-0 |
612-0 |
624-3 |
|
|
| 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 |
619-0 |
19-0 |
3.0% |
5-7 |
0.9% |
47% |
False |
False |
20,228 |
| 10 |
638-0 |
595-0 |
43-0 |
6.8% |
5-7 |
0.9% |
77% |
False |
False |
20,299 |
| 20 |
638-0 |
568-4 |
69-4 |
11.1% |
7-1 |
1.1% |
86% |
False |
False |
24,851 |
| 40 |
638-0 |
534-6 |
103-2 |
16.4% |
8-6 |
1.4% |
90% |
False |
False |
31,089 |
| 60 |
638-0 |
509-2 |
128-6 |
20.5% |
9-2 |
1.5% |
92% |
False |
False |
31,423 |
| 80 |
638-0 |
479-0 |
159-0 |
25.3% |
9-3 |
1.5% |
94% |
False |
False |
30,390 |
| 100 |
638-0 |
436-0 |
202-0 |
32.2% |
8-6 |
1.4% |
95% |
False |
False |
27,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
659-5 |
|
2.618 |
649-0 |
|
1.618 |
642-4 |
|
1.000 |
638-4 |
|
0.618 |
636-0 |
|
HIGH |
632-0 |
|
0.618 |
629-4 |
|
0.500 |
628-6 |
|
0.382 |
628-0 |
|
LOW |
625-4 |
|
0.618 |
621-4 |
|
1.000 |
619-0 |
|
1.618 |
615-0 |
|
2.618 |
608-4 |
|
4.250 |
597-7 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
628-6 |
631-6 |
| PP |
628-4 |
630-4 |
| S1 |
628-2 |
629-2 |
|