CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
575-0 |
565-4 |
-9-4 |
-1.7% |
570-4 |
High |
579-0 |
570-0 |
-9-0 |
-1.6% |
585-4 |
Low |
565-6 |
561-0 |
-4-6 |
-0.8% |
555-0 |
Close |
567-2 |
563-0 |
-4-2 |
-0.7% |
563-0 |
Range |
13-2 |
9-0 |
-4-2 |
-32.1% |
30-4 |
ATR |
18-1 |
17-4 |
-0-5 |
-3.6% |
0-0 |
Volume |
192,028 |
159,836 |
-32,192 |
-16.8% |
1,155,847 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
591-5 |
586-3 |
568-0 |
|
R3 |
582-5 |
577-3 |
565-4 |
|
R2 |
573-5 |
573-5 |
564-5 |
|
R1 |
568-3 |
568-3 |
563-7 |
566-4 |
PP |
564-5 |
564-5 |
564-5 |
563-6 |
S1 |
559-3 |
559-3 |
562-1 |
557-4 |
S2 |
555-5 |
555-5 |
561-3 |
|
S3 |
546-5 |
550-3 |
560-4 |
|
S4 |
537-5 |
541-3 |
558-0 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-3 |
641-5 |
579-6 |
|
R3 |
628-7 |
611-1 |
571-3 |
|
R2 |
598-3 |
598-3 |
568-5 |
|
R1 |
580-5 |
580-5 |
565-6 |
574-2 |
PP |
567-7 |
567-7 |
567-7 |
564-5 |
S1 |
550-1 |
550-1 |
560-2 |
543-6 |
S2 |
537-3 |
537-3 |
557-3 |
|
S3 |
506-7 |
519-5 |
554-5 |
|
S4 |
476-3 |
489-1 |
546-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
585-4 |
555-0 |
30-4 |
5.4% |
17-2 |
3.1% |
26% |
False |
False |
231,169 |
10 |
585-4 |
456-0 |
129-4 |
23.0% |
13-3 |
2.4% |
83% |
False |
False |
199,709 |
20 |
585-4 |
456-0 |
129-4 |
23.0% |
14-0 |
2.5% |
83% |
False |
False |
206,752 |
40 |
585-4 |
415-4 |
170-0 |
30.2% |
11-3 |
2.0% |
87% |
False |
False |
191,927 |
60 |
585-4 |
375-6 |
209-6 |
37.3% |
11-1 |
2.0% |
89% |
False |
False |
179,523 |
80 |
585-4 |
343-2 |
242-2 |
43.0% |
10-2 |
1.8% |
91% |
False |
False |
163,512 |
100 |
585-4 |
343-2 |
242-2 |
43.0% |
9-3 |
1.7% |
91% |
False |
False |
142,494 |
120 |
585-4 |
343-2 |
242-2 |
43.0% |
9-0 |
1.6% |
91% |
False |
False |
127,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
608-2 |
2.618 |
593-4 |
1.618 |
584-4 |
1.000 |
579-0 |
0.618 |
575-4 |
HIGH |
570-0 |
0.618 |
566-4 |
0.500 |
565-4 |
0.382 |
564-4 |
LOW |
561-0 |
0.618 |
555-4 |
1.000 |
552-0 |
1.618 |
546-4 |
2.618 |
537-4 |
4.250 |
522-6 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
565-4 |
573-2 |
PP |
564-5 |
569-7 |
S1 |
563-7 |
566-3 |
|