CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
486-0 |
456-4 |
-29-4 |
-6.1% |
522-0 |
High |
486-2 |
473-0 |
-13-2 |
-2.7% |
522-0 |
Low |
465-6 |
456-0 |
-9-6 |
-2.1% |
465-6 |
Close |
465-6 |
471-4 |
5-6 |
1.2% |
465-6 |
Range |
20-4 |
17-0 |
-3-4 |
-17.1% |
56-2 |
ATR |
14-6 |
14-7 |
0-1 |
1.1% |
0-0 |
Volume |
294,223 |
209,077 |
-85,146 |
-28.9% |
1,131,870 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
517-7 |
511-5 |
480-7 |
|
R3 |
500-7 |
494-5 |
476-1 |
|
R2 |
483-7 |
483-7 |
474-5 |
|
R1 |
477-5 |
477-5 |
473-0 |
480-6 |
PP |
466-7 |
466-7 |
466-7 |
468-3 |
S1 |
460-5 |
460-5 |
470-0 |
463-6 |
S2 |
449-7 |
449-7 |
468-3 |
|
S3 |
432-7 |
443-5 |
466-7 |
|
S4 |
415-7 |
426-5 |
462-1 |
|
|
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 |
513-0 |
456-0 |
57-0 |
12.1% |
17-5 |
3.7% |
27% |
False |
True |
232,407 |
10 |
523-4 |
456-0 |
67-4 |
14.3% |
15-0 |
3.2% |
23% |
False |
True |
211,737 |
20 |
523-4 |
456-0 |
67-4 |
14.3% |
12-3 |
2.6% |
23% |
False |
True |
209,294 |
40 |
523-4 |
406-0 |
117-4 |
24.9% |
10-6 |
2.3% |
56% |
False |
False |
184,360 |
60 |
523-4 |
375-6 |
147-6 |
31.3% |
10-3 |
2.2% |
65% |
False |
False |
166,828 |
80 |
523-4 |
343-2 |
180-2 |
38.2% |
9-4 |
2.0% |
71% |
False |
False |
148,652 |
100 |
523-4 |
343-2 |
180-2 |
38.2% |
8-6 |
1.9% |
71% |
False |
False |
128,852 |
120 |
523-4 |
343-2 |
180-2 |
38.2% |
8-4 |
1.8% |
71% |
False |
False |
115,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
545-2 |
2.618 |
517-4 |
1.618 |
500-4 |
1.000 |
490-0 |
0.618 |
483-4 |
HIGH |
473-0 |
0.618 |
466-4 |
0.500 |
464-4 |
0.382 |
462-4 |
LOW |
456-0 |
0.618 |
445-4 |
1.000 |
439-0 |
1.618 |
428-4 |
2.618 |
411-4 |
4.250 |
383-6 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
469-1 |
476-2 |
PP |
466-7 |
474-5 |
S1 |
464-4 |
473-1 |
|