CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
468-0 |
490-0 |
22-0 |
4.7% |
532-6 |
High |
484-4 |
503-4 |
19-0 |
3.9% |
533-4 |
Low |
468-0 |
490-0 |
22-0 |
4.7% |
478-2 |
Close |
483-0 |
501-6 |
18-6 |
3.9% |
478-2 |
Range |
16-4 |
13-4 |
-3-0 |
-18.2% |
55-2 |
ATR |
14-1 |
14-5 |
0-4 |
3.2% |
0-0 |
Volume |
91,068 |
59,956 |
-31,112 |
-34.2% |
264,720 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
538-7 |
533-7 |
509-1 |
|
R3 |
525-3 |
520-3 |
505-4 |
|
R2 |
511-7 |
511-7 |
504-2 |
|
R1 |
506-7 |
506-7 |
503-0 |
509-3 |
PP |
498-3 |
498-3 |
498-3 |
499-6 |
S1 |
493-3 |
493-3 |
500-4 |
495-7 |
S2 |
484-7 |
484-7 |
499-2 |
|
S3 |
471-3 |
479-7 |
498-0 |
|
S4 |
457-7 |
466-3 |
494-3 |
|
|
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 |
517-4 |
468-0 |
49-4 |
9.9% |
17-1 |
3.4% |
68% |
False |
False |
62,320 |
10 |
536-0 |
468-0 |
68-0 |
13.6% |
14-1 |
2.8% |
50% |
False |
False |
55,786 |
20 |
536-0 |
468-0 |
68-0 |
13.6% |
11-7 |
2.4% |
50% |
False |
False |
60,185 |
40 |
536-0 |
420-0 |
116-0 |
23.1% |
9-7 |
2.0% |
70% |
False |
False |
46,161 |
60 |
536-0 |
390-4 |
145-4 |
29.0% |
9-2 |
1.9% |
76% |
False |
False |
36,597 |
80 |
536-0 |
356-6 |
179-2 |
35.7% |
8-2 |
1.6% |
81% |
False |
False |
29,318 |
100 |
536-0 |
356-6 |
179-2 |
35.7% |
7-3 |
1.5% |
81% |
False |
False |
24,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
560-7 |
2.618 |
538-7 |
1.618 |
525-3 |
1.000 |
517-0 |
0.618 |
511-7 |
HIGH |
503-4 |
0.618 |
498-3 |
0.500 |
496-6 |
0.382 |
495-1 |
LOW |
490-0 |
0.618 |
481-5 |
1.000 |
476-4 |
1.618 |
468-1 |
2.618 |
454-5 |
4.250 |
432-5 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
500-1 |
496-3 |
PP |
498-3 |
491-1 |
S1 |
496-6 |
485-6 |
|