CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
572-4 |
563-4 |
-9-0 |
-1.6% |
561-0 |
High |
574-2 |
577-0 |
2-6 |
0.5% |
575-0 |
Low |
565-0 |
563-2 |
-1-6 |
-0.3% |
543-0 |
Close |
568-6 |
571-0 |
2-2 |
0.4% |
560-0 |
Range |
9-2 |
13-6 |
4-4 |
48.6% |
32-0 |
ATR |
16-5 |
16-3 |
-0-2 |
-1.2% |
0-0 |
Volume |
148,185 |
170,442 |
22,257 |
15.0% |
916,409 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
611-5 |
605-1 |
578-4 |
|
R3 |
597-7 |
591-3 |
574-6 |
|
R2 |
584-1 |
584-1 |
573-4 |
|
R1 |
577-5 |
577-5 |
572-2 |
580-7 |
PP |
570-3 |
570-3 |
570-3 |
572-0 |
S1 |
563-7 |
563-7 |
569-6 |
567-1 |
S2 |
556-5 |
556-5 |
568-4 |
|
S3 |
542-7 |
550-1 |
567-2 |
|
S4 |
529-1 |
536-3 |
563-4 |
|
|
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 |
577-0 |
556-4 |
20-4 |
3.6% |
13-0 |
2.3% |
71% |
True |
False |
173,504 |
10 |
585-4 |
543-0 |
42-4 |
7.4% |
12-7 |
2.3% |
66% |
False |
False |
183,342 |
20 |
585-4 |
456-0 |
129-4 |
22.7% |
13-7 |
2.4% |
89% |
False |
False |
201,931 |
40 |
585-4 |
438-0 |
147-4 |
25.8% |
12-1 |
2.1% |
90% |
False |
False |
196,242 |
60 |
585-4 |
399-4 |
186-0 |
32.6% |
11-4 |
2.0% |
92% |
False |
False |
185,556 |
80 |
585-4 |
375-6 |
209-6 |
36.7% |
10-6 |
1.9% |
93% |
False |
False |
169,111 |
100 |
585-4 |
343-2 |
242-2 |
42.4% |
9-7 |
1.7% |
94% |
False |
False |
151,698 |
120 |
585-4 |
343-2 |
242-2 |
42.4% |
9-2 |
1.6% |
94% |
False |
False |
134,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
635-4 |
2.618 |
613-0 |
1.618 |
599-2 |
1.000 |
590-6 |
0.618 |
585-4 |
HIGH |
577-0 |
0.618 |
571-6 |
0.500 |
570-1 |
0.382 |
568-4 |
LOW |
563-2 |
0.618 |
554-6 |
1.000 |
549-4 |
1.618 |
541-0 |
2.618 |
527-2 |
4.250 |
504-6 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
570-6 |
570-1 |
PP |
570-3 |
569-1 |
S1 |
570-1 |
568-2 |
|