CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
557-0 |
573-4 |
16-4 |
3.0% |
570-4 |
High |
575-0 |
573-6 |
-1-2 |
-0.2% |
585-4 |
Low |
556-4 |
562-0 |
5-4 |
1.0% |
555-0 |
Close |
573-4 |
564-2 |
-9-2 |
-1.6% |
563-0 |
Range |
18-4 |
11-6 |
-6-6 |
-36.5% |
30-4 |
ATR |
17-5 |
17-2 |
-0-3 |
-2.4% |
0-0 |
Volume |
224,044 |
189,125 |
-34,919 |
-15.6% |
1,155,847 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-7 |
594-7 |
570-6 |
|
R3 |
590-1 |
583-1 |
567-4 |
|
R2 |
578-3 |
578-3 |
566-3 |
|
R1 |
571-3 |
571-3 |
565-3 |
569-0 |
PP |
566-5 |
566-5 |
566-5 |
565-4 |
S1 |
559-5 |
559-5 |
563-1 |
557-2 |
S2 |
554-7 |
554-7 |
562-1 |
|
S3 |
543-1 |
547-7 |
561-0 |
|
S4 |
531-3 |
536-1 |
557-6 |
|
|
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 |
575-0 |
543-0 |
32-0 |
5.7% |
12-2 |
2.2% |
66% |
False |
False |
188,104 |
10 |
585-4 |
528-2 |
57-2 |
10.1% |
13-7 |
2.5% |
63% |
False |
False |
201,573 |
20 |
585-4 |
456-0 |
129-4 |
23.0% |
14-2 |
2.5% |
84% |
False |
False |
205,564 |
40 |
585-4 |
425-4 |
160-0 |
28.4% |
11-6 |
2.1% |
87% |
False |
False |
196,364 |
60 |
585-4 |
390-2 |
195-2 |
34.6% |
11-4 |
2.0% |
89% |
False |
False |
185,295 |
80 |
585-4 |
367-2 |
218-2 |
38.7% |
10-5 |
1.9% |
90% |
False |
False |
169,482 |
100 |
585-4 |
343-2 |
242-2 |
42.9% |
9-6 |
1.7% |
91% |
False |
False |
148,597 |
120 |
585-4 |
343-2 |
242-2 |
42.9% |
9-1 |
1.6% |
91% |
False |
False |
131,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
623-6 |
2.618 |
604-4 |
1.618 |
592-6 |
1.000 |
585-4 |
0.618 |
581-0 |
HIGH |
573-6 |
0.618 |
569-2 |
0.500 |
567-7 |
0.382 |
566-4 |
LOW |
562-0 |
0.618 |
554-6 |
1.000 |
550-2 |
1.618 |
543-0 |
2.618 |
531-2 |
4.250 |
512-0 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
567-7 |
562-4 |
PP |
566-5 |
560-6 |
S1 |
565-4 |
559-0 |
|