CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
563-4 |
564-0 |
0-4 |
0.1% |
561-0 |
High |
577-0 |
579-0 |
2-0 |
0.3% |
575-0 |
Low |
563-2 |
562-0 |
-1-2 |
-0.2% |
543-0 |
Close |
571-0 |
577-2 |
6-2 |
1.1% |
560-0 |
Range |
13-6 |
17-0 |
3-2 |
23.6% |
32-0 |
ATR |
16-3 |
16-4 |
0-0 |
0.3% |
0-0 |
Volume |
170,442 |
173,523 |
3,081 |
1.8% |
916,409 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-6 |
617-4 |
586-5 |
|
R3 |
606-6 |
600-4 |
581-7 |
|
R2 |
589-6 |
589-6 |
580-3 |
|
R1 |
583-4 |
583-4 |
578-6 |
586-5 |
PP |
572-6 |
572-6 |
572-6 |
574-2 |
S1 |
566-4 |
566-4 |
575-6 |
569-5 |
S2 |
555-6 |
555-6 |
574-1 |
|
S3 |
538-6 |
549-4 |
572-5 |
|
S4 |
521-6 |
532-4 |
567-7 |
|
|
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 |
579-0 |
559-4 |
19-4 |
3.4% |
12-5 |
2.2% |
91% |
True |
False |
163,400 |
10 |
579-0 |
543-0 |
36-0 |
6.2% |
12-5 |
2.2% |
95% |
True |
False |
176,042 |
20 |
585-4 |
456-0 |
129-4 |
22.4% |
13-6 |
2.4% |
94% |
False |
False |
200,090 |
40 |
585-4 |
442-0 |
143-4 |
24.9% |
12-4 |
2.2% |
94% |
False |
False |
196,013 |
60 |
585-4 |
406-0 |
179-4 |
31.1% |
11-5 |
2.0% |
95% |
False |
False |
185,222 |
80 |
585-4 |
375-6 |
209-6 |
36.3% |
10-6 |
1.9% |
96% |
False |
False |
170,066 |
100 |
585-4 |
343-2 |
242-2 |
42.0% |
10-0 |
1.7% |
97% |
False |
False |
152,890 |
120 |
585-4 |
343-2 |
242-2 |
42.0% |
9-3 |
1.6% |
97% |
False |
False |
135,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-2 |
2.618 |
623-4 |
1.618 |
606-4 |
1.000 |
596-0 |
0.618 |
589-4 |
HIGH |
579-0 |
0.618 |
572-4 |
0.500 |
570-4 |
0.382 |
568-4 |
LOW |
562-0 |
0.618 |
551-4 |
1.000 |
545-0 |
1.618 |
534-4 |
2.618 |
517-4 |
4.250 |
489-6 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
575-0 |
575-0 |
PP |
572-6 |
572-6 |
S1 |
570-4 |
570-4 |
|