CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
566-6 |
572-4 |
5-6 |
1.0% |
561-0 |
High |
571-0 |
574-2 |
3-2 |
0.6% |
575-0 |
Low |
559-4 |
565-0 |
5-4 |
1.0% |
543-0 |
Close |
560-0 |
568-6 |
8-6 |
1.6% |
560-0 |
Range |
11-4 |
9-2 |
-2-2 |
-19.6% |
32-0 |
ATR |
16-6 |
16-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
135,725 |
148,185 |
12,460 |
9.2% |
916,409 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
597-1 |
592-1 |
573-7 |
|
R3 |
587-7 |
582-7 |
571-2 |
|
R2 |
578-5 |
578-5 |
570-4 |
|
R1 |
573-5 |
573-5 |
569-5 |
571-4 |
PP |
569-3 |
569-3 |
569-3 |
568-2 |
S1 |
564-3 |
564-3 |
567-7 |
562-2 |
S2 |
560-1 |
560-1 |
567-0 |
|
S3 |
550-7 |
555-1 |
566-2 |
|
S4 |
541-5 |
545-7 |
563-5 |
|
|
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 |
5.6% |
12-5 |
2.2% |
80% |
False |
False |
184,630 |
10 |
585-4 |
543-0 |
42-4 |
7.5% |
14-3 |
2.5% |
61% |
False |
False |
194,714 |
20 |
585-4 |
456-0 |
129-4 |
22.8% |
13-7 |
2.4% |
87% |
False |
False |
200,732 |
40 |
585-4 |
438-0 |
147-4 |
25.9% |
11-7 |
2.1% |
89% |
False |
False |
196,278 |
60 |
585-4 |
399-4 |
186-0 |
32.7% |
11-4 |
2.0% |
91% |
False |
False |
185,524 |
80 |
585-4 |
375-6 |
209-6 |
36.9% |
10-5 |
1.9% |
92% |
False |
False |
168,865 |
100 |
585-4 |
343-2 |
242-2 |
42.6% |
9-6 |
1.7% |
93% |
False |
False |
150,492 |
120 |
585-4 |
343-2 |
242-2 |
42.6% |
9-2 |
1.6% |
93% |
False |
False |
133,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
613-4 |
2.618 |
598-4 |
1.618 |
589-2 |
1.000 |
583-4 |
0.618 |
580-0 |
HIGH |
574-2 |
0.618 |
570-6 |
0.500 |
569-5 |
0.382 |
568-4 |
LOW |
565-0 |
0.618 |
559-2 |
1.000 |
555-6 |
1.618 |
550-0 |
2.618 |
540-6 |
4.250 |
525-6 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
569-5 |
568-1 |
PP |
569-3 |
567-4 |
S1 |
569-0 |
566-7 |
|