CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
585-4 |
575-0 |
-10-4 |
-1.8% |
456-4 |
High |
585-4 |
579-0 |
-6-4 |
-1.1% |
528-2 |
Low |
565-6 |
565-6 |
0-0 |
0.0% |
456-0 |
Close |
569-2 |
567-2 |
-2-0 |
-0.4% |
528-2 |
Range |
19-6 |
13-2 |
-6-4 |
-32.9% |
72-2 |
ATR |
18-4 |
18-1 |
-0-3 |
-2.0% |
0-0 |
Volume |
246,523 |
192,028 |
-54,495 |
-22.1% |
841,244 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-3 |
602-1 |
574-4 |
|
R3 |
597-1 |
588-7 |
570-7 |
|
R2 |
583-7 |
583-7 |
569-5 |
|
R1 |
575-5 |
575-5 |
568-4 |
573-1 |
PP |
570-5 |
570-5 |
570-5 |
569-4 |
S1 |
562-3 |
562-3 |
566-0 |
559-7 |
S2 |
557-3 |
557-3 |
564-7 |
|
S3 |
544-1 |
549-1 |
563-5 |
|
S4 |
530-7 |
535-7 |
560-0 |
|
|
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 |
585-4 |
528-2 |
57-2 |
10.1% |
15-4 |
2.7% |
68% |
False |
False |
215,042 |
10 |
585-4 |
456-0 |
129-4 |
22.8% |
14-4 |
2.6% |
86% |
False |
False |
213,147 |
20 |
585-4 |
456-0 |
129-4 |
22.8% |
14-3 |
2.5% |
86% |
False |
False |
212,016 |
40 |
585-4 |
415-4 |
170-0 |
30.0% |
11-4 |
2.0% |
89% |
False |
False |
191,850 |
60 |
585-4 |
375-6 |
209-6 |
37.0% |
11-2 |
2.0% |
91% |
False |
False |
178,138 |
80 |
585-4 |
343-2 |
242-2 |
42.7% |
10-2 |
1.8% |
92% |
False |
False |
162,326 |
100 |
585-4 |
343-2 |
242-2 |
42.7% |
9-3 |
1.7% |
92% |
False |
False |
141,353 |
120 |
585-4 |
343-2 |
242-2 |
42.7% |
8-7 |
1.6% |
92% |
False |
False |
126,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
635-2 |
2.618 |
613-6 |
1.618 |
600-4 |
1.000 |
592-2 |
0.618 |
587-2 |
HIGH |
579-0 |
0.618 |
574-0 |
0.500 |
572-3 |
0.382 |
570-6 |
LOW |
565-6 |
0.618 |
557-4 |
1.000 |
552-4 |
1.618 |
544-2 |
2.618 |
531-0 |
4.250 |
509-4 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
572-3 |
570-4 |
PP |
570-5 |
569-3 |
S1 |
569-0 |
568-3 |
|