CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
564-0 |
582-6 |
18-6 |
3.3% |
561-0 |
High |
579-0 |
585-0 |
6-0 |
1.0% |
575-0 |
Low |
562-0 |
576-6 |
14-6 |
2.6% |
543-0 |
Close |
577-2 |
579-0 |
1-6 |
0.3% |
560-0 |
Range |
17-0 |
8-2 |
-8-6 |
-51.5% |
32-0 |
ATR |
16-4 |
15-7 |
-0-5 |
-3.6% |
0-0 |
Volume |
173,523 |
187,650 |
14,127 |
8.1% |
916,409 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-0 |
600-2 |
583-4 |
|
R3 |
596-6 |
592-0 |
581-2 |
|
R2 |
588-4 |
588-4 |
580-4 |
|
R1 |
583-6 |
583-6 |
579-6 |
582-0 |
PP |
580-2 |
580-2 |
580-2 |
579-3 |
S1 |
575-4 |
575-4 |
578-2 |
573-6 |
S2 |
572-0 |
572-0 |
577-4 |
|
S3 |
563-6 |
567-2 |
576-6 |
|
S4 |
555-4 |
559-0 |
574-4 |
|
|
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 |
585-0 |
559-4 |
25-4 |
4.4% |
12-0 |
2.1% |
76% |
True |
False |
163,105 |
10 |
585-0 |
543-0 |
42-0 |
7.3% |
12-1 |
2.1% |
86% |
True |
False |
175,604 |
20 |
585-4 |
456-0 |
129-4 |
22.4% |
13-2 |
2.3% |
95% |
False |
False |
194,376 |
40 |
585-4 |
443-4 |
142-0 |
24.5% |
12-4 |
2.2% |
95% |
False |
False |
195,836 |
60 |
585-4 |
406-0 |
179-4 |
31.0% |
11-5 |
2.0% |
96% |
False |
False |
186,379 |
80 |
585-4 |
375-6 |
209-6 |
36.2% |
10-7 |
1.9% |
97% |
False |
False |
170,784 |
100 |
585-4 |
343-2 |
242-2 |
41.8% |
10-0 |
1.7% |
97% |
False |
False |
154,132 |
120 |
585-4 |
343-2 |
242-2 |
41.8% |
9-3 |
1.6% |
97% |
False |
False |
136,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-0 |
2.618 |
606-5 |
1.618 |
598-3 |
1.000 |
593-2 |
0.618 |
590-1 |
HIGH |
585-0 |
0.618 |
581-7 |
0.500 |
580-7 |
0.382 |
579-7 |
LOW |
576-6 |
0.618 |
571-5 |
1.000 |
568-4 |
1.618 |
563-3 |
2.618 |
555-1 |
4.250 |
541-6 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
580-7 |
577-1 |
PP |
580-2 |
575-3 |
S1 |
579-5 |
573-4 |
|