CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
493-0 |
528-2 |
35-2 |
7.2% |
456-4 |
High |
502-4 |
528-2 |
25-6 |
5.1% |
528-2 |
Low |
492-2 |
528-2 |
36-0 |
7.3% |
456-0 |
Close |
498-2 |
528-2 |
30-0 |
6.0% |
528-2 |
Range |
10-2 |
0-0 |
-10-2 |
-100.0% |
72-2 |
ATR |
14-5 |
15-6 |
1-1 |
7.5% |
0-0 |
Volume |
207,522 |
79,203 |
-128,319 |
-61.8% |
841,244 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528-2 |
528-2 |
528-2 |
|
R3 |
528-2 |
528-2 |
528-2 |
|
R2 |
528-2 |
528-2 |
528-2 |
|
R1 |
528-2 |
528-2 |
528-2 |
528-2 |
PP |
528-2 |
528-2 |
528-2 |
528-2 |
S1 |
528-2 |
528-2 |
528-2 |
528-2 |
S2 |
528-2 |
528-2 |
528-2 |
|
S3 |
528-2 |
528-2 |
528-2 |
|
S4 |
528-2 |
528-2 |
528-2 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-7 |
696-7 |
568-0 |
|
R3 |
648-5 |
624-5 |
548-1 |
|
R2 |
576-3 |
576-3 |
541-4 |
|
R1 |
552-3 |
552-3 |
534-7 |
564-3 |
PP |
504-1 |
504-1 |
504-1 |
510-2 |
S1 |
480-1 |
480-1 |
521-5 |
492-1 |
S2 |
431-7 |
431-7 |
515-0 |
|
S3 |
359-5 |
407-7 |
508-3 |
|
S4 |
287-3 |
335-5 |
488-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
528-2 |
456-0 |
72-2 |
13.7% |
9-3 |
1.8% |
100% |
True |
False |
168,248 |
10 |
528-2 |
456-0 |
72-2 |
13.7% |
12-7 |
2.4% |
100% |
True |
False |
197,311 |
20 |
528-2 |
456-0 |
72-2 |
13.7% |
12-1 |
2.3% |
100% |
True |
False |
196,728 |
40 |
528-2 |
415-4 |
112-6 |
21.3% |
10-3 |
2.0% |
100% |
True |
False |
183,704 |
60 |
528-2 |
375-6 |
152-4 |
28.9% |
10-3 |
2.0% |
100% |
True |
False |
170,199 |
80 |
528-2 |
343-2 |
185-0 |
35.0% |
9-5 |
1.8% |
100% |
True |
False |
153,547 |
100 |
528-2 |
343-2 |
185-0 |
35.0% |
8-7 |
1.7% |
100% |
True |
False |
133,138 |
120 |
528-2 |
343-2 |
185-0 |
35.0% |
8-4 |
1.6% |
100% |
True |
False |
119,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
528-2 |
2.618 |
528-2 |
1.618 |
528-2 |
1.000 |
528-2 |
0.618 |
528-2 |
HIGH |
528-2 |
0.618 |
528-2 |
0.500 |
528-2 |
0.382 |
528-2 |
LOW |
528-2 |
0.618 |
528-2 |
1.000 |
528-2 |
1.618 |
528-2 |
2.618 |
528-2 |
4.250 |
528-2 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
528-2 |
521-4 |
PP |
528-2 |
514-5 |
S1 |
528-2 |
507-7 |
|