CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
478-6 |
491-0 |
12-2 |
2.6% |
522-0 |
High |
492-2 |
493-0 |
0-6 |
0.2% |
522-0 |
Low |
478-2 |
487-4 |
9-2 |
1.9% |
465-6 |
Close |
491-0 |
488-4 |
-2-4 |
-0.5% |
465-6 |
Range |
14-0 |
5-4 |
-8-4 |
-60.7% |
56-2 |
ATR |
15-3 |
14-5 |
-0-6 |
-4.6% |
0-0 |
Volume |
205,951 |
139,491 |
-66,460 |
-32.3% |
1,131,870 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
506-1 |
502-7 |
491-4 |
|
R3 |
500-5 |
497-3 |
490-0 |
|
R2 |
495-1 |
495-1 |
489-4 |
|
R1 |
491-7 |
491-7 |
489-0 |
490-6 |
PP |
489-5 |
489-5 |
489-5 |
489-1 |
S1 |
486-3 |
486-3 |
488-0 |
485-2 |
S2 |
484-1 |
484-1 |
487-4 |
|
S3 |
478-5 |
480-7 |
487-0 |
|
S4 |
473-1 |
475-3 |
485-4 |
|
|
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 |
496-4 |
456-0 |
40-4 |
8.3% |
15-0 |
3.1% |
80% |
False |
False |
230,134 |
10 |
523-4 |
456-0 |
67-4 |
13.8% |
14-3 |
3.0% |
48% |
False |
False |
208,278 |
20 |
523-4 |
456-0 |
67-4 |
13.8% |
12-5 |
2.6% |
48% |
False |
False |
203,615 |
40 |
523-4 |
406-0 |
117-4 |
24.1% |
10-6 |
2.2% |
70% |
False |
False |
184,410 |
60 |
523-4 |
375-6 |
147-6 |
30.2% |
10-4 |
2.2% |
76% |
False |
False |
169,496 |
80 |
523-4 |
343-2 |
180-2 |
36.9% |
9-6 |
2.0% |
81% |
False |
False |
151,440 |
100 |
523-4 |
343-2 |
180-2 |
36.9% |
8-7 |
1.8% |
81% |
False |
False |
131,071 |
120 |
523-4 |
343-2 |
180-2 |
36.9% |
8-5 |
1.8% |
81% |
False |
False |
117,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
516-3 |
2.618 |
507-3 |
1.618 |
501-7 |
1.000 |
498-4 |
0.618 |
496-3 |
HIGH |
493-0 |
0.618 |
490-7 |
0.500 |
490-2 |
0.382 |
489-5 |
LOW |
487-4 |
0.618 |
484-1 |
1.000 |
482-0 |
1.618 |
478-5 |
2.618 |
473-1 |
4.250 |
464-1 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
490-2 |
483-7 |
PP |
489-5 |
479-1 |
S1 |
489-1 |
474-4 |
|