CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
499-4 |
498-0 |
-1-4 |
-0.3% |
532-6 |
High |
508-4 |
498-4 |
-10-0 |
-2.0% |
533-4 |
Low |
491-4 |
478-2 |
-13-2 |
-2.7% |
478-2 |
Close |
508-2 |
478-2 |
-30-0 |
-5.9% |
478-2 |
Range |
17-0 |
20-2 |
3-2 |
19.1% |
55-2 |
ATR |
12-6 |
14-0 |
1-2 |
9.7% |
0-0 |
Volume |
47,272 |
78,021 |
30,749 |
65.0% |
264,720 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
545-6 |
532-2 |
489-3 |
|
R3 |
525-4 |
512-0 |
483-7 |
|
R2 |
505-2 |
505-2 |
482-0 |
|
R1 |
491-6 |
491-6 |
480-1 |
488-3 |
PP |
485-0 |
485-0 |
485-0 |
483-2 |
S1 |
471-4 |
471-4 |
476-3 |
468-1 |
S2 |
464-6 |
464-6 |
474-4 |
|
S3 |
444-4 |
451-2 |
472-5 |
|
S4 |
424-2 |
431-0 |
467-1 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-3 |
625-5 |
508-5 |
|
R3 |
607-1 |
570-3 |
493-4 |
|
R2 |
551-7 |
551-7 |
488-3 |
|
R1 |
515-1 |
515-1 |
483-3 |
505-7 |
PP |
496-5 |
496-5 |
496-5 |
492-0 |
S1 |
459-7 |
459-7 |
473-1 |
450-5 |
S2 |
441-3 |
441-3 |
468-1 |
|
S3 |
386-1 |
404-5 |
463-0 |
|
S4 |
330-7 |
349-3 |
447-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
533-4 |
478-2 |
55-2 |
11.6% |
16-0 |
3.3% |
0% |
False |
True |
52,944 |
10 |
536-0 |
478-2 |
57-6 |
12.1% |
13-7 |
2.9% |
0% |
False |
True |
57,433 |
20 |
536-0 |
460-6 |
75-2 |
15.7% |
11-4 |
2.4% |
23% |
False |
False |
59,061 |
40 |
536-0 |
420-0 |
116-0 |
24.3% |
9-5 |
2.0% |
50% |
False |
False |
43,916 |
60 |
536-0 |
390-4 |
145-4 |
30.4% |
8-7 |
1.9% |
60% |
False |
False |
34,547 |
80 |
536-0 |
356-6 |
179-2 |
37.5% |
8-0 |
1.7% |
68% |
False |
False |
27,614 |
100 |
536-0 |
356-6 |
179-2 |
37.5% |
7-1 |
1.5% |
68% |
False |
False |
22,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
584-4 |
2.618 |
551-4 |
1.618 |
531-2 |
1.000 |
518-6 |
0.618 |
511-0 |
HIGH |
498-4 |
0.618 |
490-6 |
0.500 |
488-3 |
0.382 |
486-0 |
LOW |
478-2 |
0.618 |
465-6 |
1.000 |
458-0 |
1.618 |
445-4 |
2.618 |
425-2 |
4.250 |
392-2 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
488-3 |
497-7 |
PP |
485-0 |
491-3 |
S1 |
481-5 |
484-6 |
|