CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
573-4 |
566-6 |
-6-6 |
-1.2% |
561-0 |
High |
573-6 |
571-0 |
-2-6 |
-0.5% |
575-0 |
Low |
562-0 |
559-4 |
-2-4 |
-0.4% |
543-0 |
Close |
564-2 |
560-0 |
-4-2 |
-0.8% |
560-0 |
Range |
11-6 |
11-4 |
-0-2 |
-2.1% |
32-0 |
ATR |
17-2 |
16-6 |
-0-3 |
-2.4% |
0-0 |
Volume |
189,125 |
135,725 |
-53,400 |
-28.2% |
916,409 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
598-0 |
590-4 |
566-3 |
|
R3 |
586-4 |
579-0 |
563-1 |
|
R2 |
575-0 |
575-0 |
562-1 |
|
R1 |
567-4 |
567-4 |
561-0 |
565-4 |
PP |
563-4 |
563-4 |
563-4 |
562-4 |
S1 |
556-0 |
556-0 |
559-0 |
554-0 |
S2 |
552-0 |
552-0 |
557-7 |
|
S3 |
540-4 |
544-4 |
556-7 |
|
S4 |
529-0 |
533-0 |
553-5 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
655-3 |
639-5 |
577-5 |
|
R3 |
623-3 |
607-5 |
568-6 |
|
R2 |
591-3 |
591-3 |
565-7 |
|
R1 |
575-5 |
575-5 |
562-7 |
567-4 |
PP |
559-3 |
559-3 |
559-3 |
555-2 |
S1 |
543-5 |
543-5 |
557-1 |
535-4 |
S2 |
527-3 |
527-3 |
554-1 |
|
S3 |
495-3 |
511-5 |
551-2 |
|
S4 |
463-3 |
479-5 |
542-3 |
|
|
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% |
12-6 |
2.3% |
53% |
False |
False |
183,281 |
10 |
585-4 |
543-0 |
42-4 |
7.6% |
15-0 |
2.7% |
40% |
False |
False |
207,225 |
20 |
585-4 |
456-0 |
129-4 |
23.1% |
14-0 |
2.5% |
80% |
False |
False |
202,268 |
40 |
585-4 |
434-2 |
151-2 |
27.0% |
11-7 |
2.1% |
83% |
False |
False |
196,631 |
60 |
585-4 |
396-6 |
188-6 |
33.7% |
11-4 |
2.1% |
86% |
False |
False |
185,325 |
80 |
585-4 |
371-0 |
214-4 |
38.3% |
10-6 |
1.9% |
88% |
False |
False |
169,727 |
100 |
585-4 |
343-2 |
242-2 |
43.3% |
9-6 |
1.7% |
89% |
False |
False |
149,447 |
120 |
585-4 |
343-2 |
242-2 |
43.3% |
9-2 |
1.6% |
89% |
False |
False |
132,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
619-7 |
2.618 |
601-1 |
1.618 |
589-5 |
1.000 |
582-4 |
0.618 |
578-1 |
HIGH |
571-0 |
0.618 |
566-5 |
0.500 |
565-2 |
0.382 |
563-7 |
LOW |
559-4 |
0.618 |
552-3 |
1.000 |
548-0 |
1.618 |
540-7 |
2.618 |
529-3 |
4.250 |
510-5 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
565-2 |
565-6 |
PP |
563-4 |
563-7 |
S1 |
561-6 |
561-7 |
|