CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
498-0 |
468-0 |
-30-0 |
-6.0% |
532-6 |
High |
498-4 |
484-4 |
-14-0 |
-2.8% |
533-4 |
Low |
478-2 |
468-0 |
-10-2 |
-2.1% |
478-2 |
Close |
478-2 |
483-0 |
4-6 |
1.0% |
478-2 |
Range |
20-2 |
16-4 |
-3-6 |
-18.5% |
55-2 |
ATR |
14-0 |
14-1 |
0-1 |
1.3% |
0-0 |
Volume |
78,021 |
91,068 |
13,047 |
16.7% |
264,720 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528-0 |
522-0 |
492-1 |
|
R3 |
511-4 |
505-4 |
487-4 |
|
R2 |
495-0 |
495-0 |
486-0 |
|
R1 |
489-0 |
489-0 |
484-4 |
492-0 |
PP |
478-4 |
478-4 |
478-4 |
480-0 |
S1 |
472-4 |
472-4 |
481-4 |
475-4 |
S2 |
462-0 |
462-0 |
480-0 |
|
S3 |
445-4 |
456-0 |
478-4 |
|
S4 |
429-0 |
439-4 |
473-7 |
|
|
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 |
525-6 |
468-0 |
57-6 |
12.0% |
17-2 |
3.6% |
26% |
False |
True |
60,353 |
10 |
536-0 |
468-0 |
68-0 |
14.1% |
14-1 |
2.9% |
22% |
False |
True |
58,090 |
20 |
536-0 |
468-0 |
68-0 |
14.1% |
11-4 |
2.4% |
22% |
False |
True |
61,971 |
40 |
536-0 |
420-0 |
116-0 |
24.0% |
9-6 |
2.0% |
54% |
False |
False |
45,317 |
60 |
536-0 |
390-4 |
145-4 |
30.1% |
9-1 |
1.9% |
64% |
False |
False |
35,794 |
80 |
536-0 |
356-6 |
179-2 |
37.1% |
8-1 |
1.7% |
70% |
False |
False |
28,681 |
100 |
536-0 |
356-6 |
179-2 |
37.1% |
7-2 |
1.5% |
70% |
False |
False |
23,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
554-5 |
2.618 |
527-6 |
1.618 |
511-2 |
1.000 |
501-0 |
0.618 |
494-6 |
HIGH |
484-4 |
0.618 |
478-2 |
0.500 |
476-2 |
0.382 |
474-2 |
LOW |
468-0 |
0.618 |
457-6 |
1.000 |
451-4 |
1.618 |
441-2 |
2.618 |
424-6 |
4.250 |
397-7 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
480-6 |
488-2 |
PP |
478-4 |
486-4 |
S1 |
476-2 |
484-6 |
|