CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
456-4 |
478-6 |
22-2 |
4.9% |
522-0 |
High |
473-0 |
492-2 |
19-2 |
4.1% |
522-0 |
Low |
456-0 |
478-2 |
22-2 |
4.9% |
465-6 |
Close |
471-4 |
491-0 |
19-4 |
4.1% |
465-6 |
Range |
17-0 |
14-0 |
-3-0 |
-17.6% |
56-2 |
ATR |
14-7 |
15-3 |
0-3 |
2.8% |
0-0 |
Volume |
209,077 |
205,951 |
-3,126 |
-1.5% |
1,131,870 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
529-1 |
524-1 |
498-6 |
|
R3 |
515-1 |
510-1 |
494-7 |
|
R2 |
501-1 |
501-1 |
493-5 |
|
R1 |
496-1 |
496-1 |
492-2 |
498-5 |
PP |
487-1 |
487-1 |
487-1 |
488-4 |
S1 |
482-1 |
482-1 |
489-6 |
484-5 |
S2 |
473-1 |
473-1 |
488-3 |
|
S3 |
459-1 |
468-1 |
487-1 |
|
S4 |
445-1 |
454-1 |
483-2 |
|
|
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 |
505-6 |
456-0 |
49-6 |
10.1% |
17-6 |
3.6% |
70% |
False |
False |
244,307 |
10 |
523-4 |
456-0 |
67-4 |
13.7% |
15-0 |
3.1% |
52% |
False |
False |
213,507 |
20 |
523-4 |
456-0 |
67-4 |
13.7% |
12-6 |
2.6% |
52% |
False |
False |
204,106 |
40 |
523-4 |
406-0 |
117-4 |
23.9% |
10-7 |
2.2% |
72% |
False |
False |
185,125 |
60 |
523-4 |
375-6 |
147-6 |
30.1% |
10-5 |
2.2% |
78% |
False |
False |
168,523 |
80 |
523-4 |
343-2 |
180-2 |
36.7% |
9-5 |
2.0% |
82% |
False |
False |
150,272 |
100 |
523-4 |
343-2 |
180-2 |
36.7% |
8-7 |
1.8% |
82% |
False |
False |
130,152 |
120 |
523-4 |
343-2 |
180-2 |
36.7% |
8-4 |
1.7% |
82% |
False |
False |
116,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
551-6 |
2.618 |
528-7 |
1.618 |
514-7 |
1.000 |
506-2 |
0.618 |
500-7 |
HIGH |
492-2 |
0.618 |
486-7 |
0.500 |
485-2 |
0.382 |
483-5 |
LOW |
478-2 |
0.618 |
469-5 |
1.000 |
464-2 |
1.618 |
455-5 |
2.618 |
441-5 |
4.250 |
418-6 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
489-1 |
485-3 |
PP |
487-1 |
479-6 |
S1 |
485-2 |
474-1 |
|