CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
528-2 |
570-4 |
42-2 |
8.0% |
456-4 |
High |
528-2 |
571-0 |
42-6 |
8.1% |
528-2 |
Low |
528-2 |
555-0 |
26-6 |
5.1% |
456-0 |
Close |
528-2 |
555-6 |
27-4 |
5.2% |
528-2 |
Range |
0-0 |
16-0 |
16-0 |
|
72-2 |
ATR |
15-6 |
17-5 |
1-7 |
12.3% |
0-0 |
Volume |
79,203 |
273,297 |
194,094 |
245.1% |
841,244 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-5 |
598-1 |
564-4 |
|
R3 |
592-5 |
582-1 |
560-1 |
|
R2 |
576-5 |
576-5 |
558-5 |
|
R1 |
566-1 |
566-1 |
557-2 |
563-3 |
PP |
560-5 |
560-5 |
560-5 |
559-2 |
S1 |
550-1 |
550-1 |
554-2 |
547-3 |
S2 |
544-5 |
544-5 |
552-7 |
|
S3 |
528-5 |
534-1 |
551-3 |
|
S4 |
512-5 |
518-1 |
547-0 |
|
|
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 |
571-0 |
478-2 |
92-6 |
16.7% |
9-1 |
1.6% |
84% |
True |
False |
181,092 |
10 |
571-0 |
456-0 |
115-0 |
20.7% |
13-3 |
2.4% |
87% |
True |
False |
206,750 |
20 |
571-0 |
456-0 |
115-0 |
20.7% |
12-5 |
2.3% |
87% |
True |
False |
201,860 |
40 |
571-0 |
415-4 |
155-4 |
28.0% |
10-6 |
1.9% |
90% |
True |
False |
184,115 |
60 |
571-0 |
375-6 |
195-2 |
35.1% |
10-4 |
1.9% |
92% |
True |
False |
171,686 |
80 |
571-0 |
343-2 |
227-6 |
41.0% |
9-7 |
1.8% |
93% |
True |
False |
156,148 |
100 |
571-0 |
343-2 |
227-6 |
41.0% |
9-0 |
1.6% |
93% |
True |
False |
135,524 |
120 |
571-0 |
343-2 |
227-6 |
41.0% |
8-5 |
1.5% |
93% |
True |
False |
121,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-0 |
2.618 |
612-7 |
1.618 |
596-7 |
1.000 |
587-0 |
0.618 |
580-7 |
HIGH |
571-0 |
0.618 |
564-7 |
0.500 |
563-0 |
0.382 |
561-1 |
LOW |
555-0 |
0.618 |
545-1 |
1.000 |
539-0 |
1.618 |
529-1 |
2.618 |
513-1 |
4.250 |
487-0 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
563-0 |
547-6 |
PP |
560-5 |
539-5 |
S1 |
558-1 |
531-5 |
|