CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
565-4 |
561-0 |
-4-4 |
-0.8% |
570-4 |
High |
570-0 |
562-6 |
-7-2 |
-1.3% |
585-4 |
Low |
561-0 |
553-0 |
-8-0 |
-1.4% |
555-0 |
Close |
563-0 |
557-2 |
-5-6 |
-1.0% |
563-0 |
Range |
9-0 |
9-6 |
0-6 |
8.3% |
30-4 |
ATR |
17-4 |
17-0 |
-0-4 |
-3.1% |
0-0 |
Volume |
159,836 |
141,441 |
-18,395 |
-11.5% |
1,155,847 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
586-7 |
581-7 |
562-5 |
|
R3 |
577-1 |
572-1 |
559-7 |
|
R2 |
567-3 |
567-3 |
559-0 |
|
R1 |
562-3 |
562-3 |
558-1 |
560-0 |
PP |
557-5 |
557-5 |
557-5 |
556-4 |
S1 |
552-5 |
552-5 |
556-3 |
550-2 |
S2 |
547-7 |
547-7 |
555-4 |
|
S3 |
538-1 |
542-7 |
554-5 |
|
S4 |
528-3 |
533-1 |
551-7 |
|
|
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 |
553-0 |
32-4 |
5.8% |
16-0 |
2.9% |
13% |
False |
True |
204,798 |
10 |
585-4 |
478-2 |
107-2 |
19.2% |
12-5 |
2.3% |
74% |
False |
False |
192,945 |
20 |
585-4 |
456-0 |
129-4 |
23.2% |
13-6 |
2.5% |
78% |
False |
False |
202,341 |
40 |
585-4 |
415-4 |
170-0 |
30.5% |
11-3 |
2.0% |
83% |
False |
False |
191,032 |
60 |
585-4 |
375-6 |
209-6 |
37.6% |
11-1 |
2.0% |
87% |
False |
False |
179,812 |
80 |
585-4 |
343-2 |
242-2 |
43.5% |
10-3 |
1.9% |
88% |
False |
False |
164,458 |
100 |
585-4 |
343-2 |
242-2 |
43.5% |
9-4 |
1.7% |
88% |
False |
False |
143,434 |
120 |
585-4 |
343-2 |
242-2 |
43.5% |
9-0 |
1.6% |
88% |
False |
False |
128,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
604-2 |
2.618 |
588-2 |
1.618 |
578-4 |
1.000 |
572-4 |
0.618 |
568-6 |
HIGH |
562-6 |
0.618 |
559-0 |
0.500 |
557-7 |
0.382 |
556-6 |
LOW |
553-0 |
0.618 |
547-0 |
1.000 |
543-2 |
1.618 |
537-2 |
2.618 |
527-4 |
4.250 |
511-4 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
557-7 |
566-0 |
PP |
557-5 |
563-1 |
S1 |
557-4 |
560-1 |
|