CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
582-6 |
573-6 |
-9-0 |
-1.5% |
572-4 |
High |
585-0 |
582-6 |
-2-2 |
-0.4% |
585-0 |
Low |
576-6 |
573-2 |
-3-4 |
-0.6% |
562-0 |
Close |
579-0 |
582-0 |
3-0 |
0.5% |
582-0 |
Range |
8-2 |
9-4 |
1-2 |
15.2% |
23-0 |
ATR |
15-7 |
15-3 |
-0-4 |
-2.9% |
0-0 |
Volume |
187,650 |
128,098 |
-59,552 |
-31.7% |
807,898 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-7 |
604-3 |
587-2 |
|
R3 |
598-3 |
594-7 |
584-5 |
|
R2 |
588-7 |
588-7 |
583-6 |
|
R1 |
585-3 |
585-3 |
582-7 |
587-1 |
PP |
579-3 |
579-3 |
579-3 |
580-2 |
S1 |
575-7 |
575-7 |
581-1 |
577-5 |
S2 |
569-7 |
569-7 |
580-2 |
|
S3 |
560-3 |
566-3 |
579-3 |
|
S4 |
550-7 |
556-7 |
576-6 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-3 |
636-5 |
594-5 |
|
R3 |
622-3 |
613-5 |
588-3 |
|
R2 |
599-3 |
599-3 |
586-2 |
|
R1 |
590-5 |
590-5 |
584-1 |
595-0 |
PP |
576-3 |
576-3 |
576-3 |
578-4 |
S1 |
567-5 |
567-5 |
579-7 |
572-0 |
S2 |
553-3 |
553-3 |
577-6 |
|
S3 |
530-3 |
544-5 |
575-5 |
|
S4 |
507-3 |
521-5 |
569-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
585-0 |
562-0 |
23-0 |
4.0% |
11-4 |
2.0% |
87% |
False |
False |
161,579 |
10 |
585-0 |
543-0 |
42-0 |
7.2% |
12-1 |
2.1% |
93% |
False |
False |
172,430 |
20 |
585-4 |
456-0 |
129-4 |
22.3% |
12-6 |
2.2% |
97% |
False |
False |
186,069 |
40 |
585-4 |
446-0 |
139-4 |
24.0% |
12-5 |
2.2% |
97% |
False |
False |
195,374 |
60 |
585-4 |
406-0 |
179-4 |
30.8% |
11-3 |
1.9% |
98% |
False |
False |
186,095 |
80 |
585-4 |
375-6 |
209-6 |
36.0% |
10-7 |
1.9% |
98% |
False |
False |
171,008 |
100 |
585-4 |
343-2 |
242-2 |
41.6% |
10-1 |
1.7% |
99% |
False |
False |
154,718 |
120 |
585-4 |
343-2 |
242-2 |
41.6% |
9-3 |
1.6% |
99% |
False |
False |
137,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
623-1 |
2.618 |
607-5 |
1.618 |
598-1 |
1.000 |
592-2 |
0.618 |
588-5 |
HIGH |
582-6 |
0.618 |
579-1 |
0.500 |
578-0 |
0.382 |
576-7 |
LOW |
573-2 |
0.618 |
567-3 |
1.000 |
563-6 |
1.618 |
557-7 |
2.618 |
548-3 |
4.250 |
532-7 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
580-5 |
579-1 |
PP |
579-3 |
576-3 |
S1 |
578-0 |
573-4 |
|