CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
557-6 |
585-4 |
27-6 |
5.0% |
456-4 |
High |
584-0 |
585-4 |
1-4 |
0.3% |
528-2 |
Low |
555-4 |
565-6 |
10-2 |
1.8% |
456-0 |
Close |
579-0 |
569-2 |
-9-6 |
-1.7% |
528-2 |
Range |
28-4 |
19-6 |
-8-6 |
-30.7% |
72-2 |
ATR |
18-3 |
18-4 |
0-1 |
0.5% |
0-0 |
Volume |
284,163 |
246,523 |
-37,640 |
-13.2% |
841,244 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-6 |
620-6 |
580-1 |
|
R3 |
613-0 |
601-0 |
574-5 |
|
R2 |
593-2 |
593-2 |
572-7 |
|
R1 |
581-2 |
581-2 |
571-0 |
577-3 |
PP |
573-4 |
573-4 |
573-4 |
571-4 |
S1 |
561-4 |
561-4 |
567-4 |
557-5 |
S2 |
553-6 |
553-6 |
565-5 |
|
S3 |
534-0 |
541-6 |
563-7 |
|
S4 |
514-2 |
522-0 |
558-3 |
|
|
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 |
585-4 |
492-2 |
93-2 |
16.4% |
14-7 |
2.6% |
83% |
True |
False |
218,141 |
10 |
585-4 |
456-0 |
129-4 |
22.7% |
15-0 |
2.6% |
87% |
True |
False |
224,137 |
20 |
585-4 |
456-0 |
129-4 |
22.7% |
14-0 |
2.5% |
87% |
True |
False |
210,406 |
40 |
585-4 |
415-4 |
170-0 |
29.9% |
11-3 |
2.0% |
90% |
True |
False |
191,240 |
60 |
585-4 |
375-6 |
209-6 |
36.8% |
11-0 |
1.9% |
92% |
True |
False |
176,519 |
80 |
585-4 |
343-2 |
242-2 |
42.6% |
10-1 |
1.8% |
93% |
True |
False |
161,076 |
100 |
585-4 |
343-2 |
242-2 |
42.6% |
9-2 |
1.6% |
93% |
True |
False |
139,937 |
120 |
585-4 |
343-2 |
242-2 |
42.6% |
8-7 |
1.6% |
93% |
True |
False |
125,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
669-4 |
2.618 |
637-2 |
1.618 |
617-4 |
1.000 |
605-2 |
0.618 |
597-6 |
HIGH |
585-4 |
0.618 |
578-0 |
0.500 |
575-5 |
0.382 |
573-2 |
LOW |
565-6 |
0.618 |
553-4 |
1.000 |
546-0 |
1.618 |
533-6 |
2.618 |
514-0 |
4.250 |
481-6 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
575-5 |
570-2 |
PP |
573-4 |
569-7 |
S1 |
571-3 |
569-5 |
|