CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
487-4 |
486-0 |
-1-4 |
-0.3% |
522-0 |
High |
496-4 |
486-2 |
-10-2 |
-2.1% |
522-0 |
Low |
478-2 |
465-6 |
-12-4 |
-2.6% |
465-6 |
Close |
495-6 |
465-6 |
-30-0 |
-6.1% |
465-6 |
Range |
18-2 |
20-4 |
2-2 |
12.3% |
56-2 |
ATR |
13-5 |
14-6 |
1-1 |
8.6% |
0-0 |
Volume |
301,929 |
294,223 |
-7,706 |
-2.6% |
1,131,870 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
534-1 |
520-3 |
477-0 |
|
R3 |
513-5 |
499-7 |
471-3 |
|
R2 |
493-1 |
493-1 |
469-4 |
|
R1 |
479-3 |
479-3 |
467-5 |
476-0 |
PP |
472-5 |
472-5 |
472-5 |
470-7 |
S1 |
458-7 |
458-7 |
463-7 |
455-4 |
S2 |
452-1 |
452-1 |
462-0 |
|
S3 |
431-5 |
438-3 |
460-1 |
|
S4 |
411-1 |
417-7 |
454-4 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-2 |
615-6 |
496-6 |
|
R3 |
597-0 |
559-4 |
481-2 |
|
R2 |
540-6 |
540-6 |
476-0 |
|
R1 |
503-2 |
503-2 |
470-7 |
493-7 |
PP |
484-4 |
484-4 |
484-4 |
479-6 |
S1 |
447-0 |
447-0 |
460-5 |
437-5 |
S2 |
428-2 |
428-2 |
455-4 |
|
S3 |
372-0 |
390-6 |
450-2 |
|
S4 |
315-6 |
334-4 |
434-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
522-0 |
465-6 |
56-2 |
12.1% |
16-3 |
3.5% |
0% |
False |
True |
226,374 |
10 |
523-4 |
465-6 |
57-6 |
12.4% |
14-6 |
3.2% |
0% |
False |
True |
213,796 |
20 |
523-4 |
446-0 |
77-4 |
16.6% |
12-4 |
2.7% |
25% |
False |
False |
204,680 |
40 |
523-4 |
406-0 |
117-4 |
25.2% |
10-5 |
2.3% |
51% |
False |
False |
186,107 |
60 |
523-4 |
375-6 |
147-6 |
31.7% |
10-2 |
2.2% |
61% |
False |
False |
165,987 |
80 |
523-4 |
343-2 |
180-2 |
38.7% |
9-3 |
2.0% |
68% |
False |
False |
146,881 |
100 |
523-4 |
343-2 |
180-2 |
38.7% |
8-6 |
1.9% |
68% |
False |
False |
127,409 |
120 |
523-4 |
343-2 |
180-2 |
38.7% |
8-3 |
1.8% |
68% |
False |
False |
114,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
573-3 |
2.618 |
539-7 |
1.618 |
519-3 |
1.000 |
506-6 |
0.618 |
498-7 |
HIGH |
486-2 |
0.618 |
478-3 |
0.500 |
476-0 |
0.382 |
473-5 |
LOW |
465-6 |
0.618 |
453-1 |
1.000 |
445-2 |
1.618 |
432-5 |
2.618 |
412-1 |
4.250 |
378-5 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
476-0 |
485-6 |
PP |
472-5 |
479-1 |
S1 |
469-1 |
472-3 |
|