CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
491-0 |
493-0 |
2-0 |
0.4% |
522-0 |
High |
493-0 |
502-4 |
9-4 |
1.9% |
522-0 |
Low |
487-4 |
492-2 |
4-6 |
1.0% |
465-6 |
Close |
488-4 |
498-2 |
9-6 |
2.0% |
465-6 |
Range |
5-4 |
10-2 |
4-6 |
86.4% |
56-2 |
ATR |
14-5 |
14-5 |
0-0 |
-0.3% |
0-0 |
Volume |
139,491 |
207,522 |
68,031 |
48.8% |
1,131,870 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528-3 |
523-5 |
503-7 |
|
R3 |
518-1 |
513-3 |
501-1 |
|
R2 |
507-7 |
507-7 |
500-1 |
|
R1 |
503-1 |
503-1 |
499-2 |
505-4 |
PP |
497-5 |
497-5 |
497-5 |
498-7 |
S1 |
492-7 |
492-7 |
497-2 |
495-2 |
S2 |
487-3 |
487-3 |
496-3 |
|
S3 |
477-1 |
482-5 |
495-3 |
|
S4 |
466-7 |
472-3 |
492-5 |
|
|
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 |
502-4 |
456-0 |
46-4 |
9.3% |
13-4 |
2.7% |
91% |
True |
False |
211,252 |
10 |
523-4 |
456-0 |
67-4 |
13.5% |
14-5 |
2.9% |
63% |
False |
False |
209,554 |
20 |
523-4 |
456-0 |
67-4 |
13.5% |
12-5 |
2.5% |
63% |
False |
False |
203,972 |
40 |
523-4 |
412-4 |
111-0 |
22.3% |
10-6 |
2.2% |
77% |
False |
False |
186,192 |
60 |
523-4 |
375-6 |
147-6 |
29.7% |
10-5 |
2.1% |
83% |
False |
False |
170,745 |
80 |
523-4 |
343-2 |
180-2 |
36.2% |
9-6 |
2.0% |
86% |
False |
False |
153,282 |
100 |
523-4 |
343-2 |
180-2 |
36.2% |
8-7 |
1.8% |
86% |
False |
False |
132,684 |
120 |
523-4 |
343-2 |
180-2 |
36.2% |
8-5 |
1.7% |
86% |
False |
False |
119,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
546-0 |
2.618 |
529-3 |
1.618 |
519-1 |
1.000 |
512-6 |
0.618 |
508-7 |
HIGH |
502-4 |
0.618 |
498-5 |
0.500 |
497-3 |
0.382 |
496-1 |
LOW |
492-2 |
0.618 |
485-7 |
1.000 |
482-0 |
1.618 |
475-5 |
2.618 |
465-3 |
4.250 |
448-6 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
498-0 |
495-5 |
PP |
497-5 |
493-0 |
S1 |
497-3 |
490-3 |
|