CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
561-0 |
547-0 |
-14-0 |
-2.5% |
570-4 |
| High |
562-6 |
555-0 |
-7-6 |
-1.4% |
585-4 |
| Low |
553-0 |
543-0 |
-10-0 |
-1.8% |
555-0 |
| Close |
557-2 |
546-0 |
-11-2 |
-2.0% |
563-0 |
| Range |
9-6 |
12-0 |
2-2 |
23.1% |
30-4 |
| ATR |
17-0 |
16-6 |
-0-2 |
-1.1% |
0-0 |
| Volume |
141,441 |
226,074 |
84,633 |
59.8% |
1,155,847 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584-0 |
577-0 |
552-5 |
|
| R3 |
572-0 |
565-0 |
549-2 |
|
| R2 |
560-0 |
560-0 |
548-2 |
|
| R1 |
553-0 |
553-0 |
547-1 |
550-4 |
| PP |
548-0 |
548-0 |
548-0 |
546-6 |
| S1 |
541-0 |
541-0 |
544-7 |
538-4 |
| S2 |
536-0 |
536-0 |
543-6 |
|
| S3 |
524-0 |
529-0 |
542-6 |
|
| S4 |
512-0 |
517-0 |
539-3 |
|
|
| 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 |
543-0 |
42-4 |
7.8% |
12-6 |
2.3% |
7% |
False |
True |
193,180 |
| 10 |
585-4 |
487-4 |
98-0 |
17.9% |
12-3 |
2.3% |
60% |
False |
False |
194,957 |
| 20 |
585-4 |
456-0 |
129-4 |
23.7% |
13-6 |
2.5% |
69% |
False |
False |
204,232 |
| 40 |
585-4 |
415-4 |
170-0 |
31.1% |
11-4 |
2.1% |
77% |
False |
False |
193,095 |
| 60 |
585-4 |
376-4 |
209-0 |
38.3% |
11-2 |
2.1% |
81% |
False |
False |
181,740 |
| 80 |
585-4 |
343-2 |
242-2 |
44.4% |
10-3 |
1.9% |
84% |
False |
False |
166,153 |
| 100 |
585-4 |
343-2 |
242-2 |
44.4% |
9-5 |
1.8% |
84% |
False |
False |
145,350 |
| 120 |
585-4 |
343-2 |
242-2 |
44.4% |
9-0 |
1.7% |
84% |
False |
False |
129,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-0 |
|
2.618 |
586-3 |
|
1.618 |
574-3 |
|
1.000 |
567-0 |
|
0.618 |
562-3 |
|
HIGH |
555-0 |
|
0.618 |
550-3 |
|
0.500 |
549-0 |
|
0.382 |
547-5 |
|
LOW |
543-0 |
|
0.618 |
535-5 |
|
1.000 |
531-0 |
|
1.618 |
523-5 |
|
2.618 |
511-5 |
|
4.250 |
492-0 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
549-0 |
556-4 |
| PP |
548-0 |
553-0 |
| S1 |
547-0 |
549-4 |
|