CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
490-0 |
501-0 |
11-0 |
2.2% |
532-6 |
High |
503-4 |
501-6 |
-1-6 |
-0.3% |
533-4 |
Low |
490-0 |
498-2 |
8-2 |
1.7% |
478-2 |
Close |
501-6 |
499-2 |
-2-4 |
-0.5% |
478-2 |
Range |
13-4 |
3-4 |
-10-0 |
-74.1% |
55-2 |
ATR |
14-5 |
13-6 |
-0-6 |
-5.4% |
0-0 |
Volume |
59,956 |
58,831 |
-1,125 |
-1.9% |
264,720 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
510-2 |
508-2 |
501-1 |
|
R3 |
506-6 |
504-6 |
500-2 |
|
R2 |
503-2 |
503-2 |
499-7 |
|
R1 |
501-2 |
501-2 |
499-5 |
500-4 |
PP |
499-6 |
499-6 |
499-6 |
499-3 |
S1 |
497-6 |
497-6 |
498-7 |
497-0 |
S2 |
496-2 |
496-2 |
498-5 |
|
S3 |
492-6 |
494-2 |
498-2 |
|
S4 |
489-2 |
490-6 |
497-3 |
|
|
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 |
508-4 |
468-0 |
40-4 |
8.1% |
14-1 |
2.8% |
77% |
False |
False |
67,029 |
10 |
536-0 |
468-0 |
68-0 |
13.6% |
13-5 |
2.7% |
46% |
False |
False |
57,447 |
20 |
536-0 |
468-0 |
68-0 |
13.6% |
11-6 |
2.4% |
46% |
False |
False |
60,724 |
40 |
536-0 |
420-0 |
116-0 |
23.2% |
9-6 |
2.0% |
68% |
False |
False |
46,963 |
60 |
536-0 |
390-4 |
145-4 |
29.1% |
9-2 |
1.9% |
75% |
False |
False |
37,455 |
80 |
536-0 |
356-6 |
179-2 |
35.9% |
8-2 |
1.7% |
79% |
False |
False |
30,009 |
100 |
536-0 |
356-6 |
179-2 |
35.9% |
7-3 |
1.5% |
79% |
False |
False |
24,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
516-5 |
2.618 |
510-7 |
1.618 |
507-3 |
1.000 |
505-2 |
0.618 |
503-7 |
HIGH |
501-6 |
0.618 |
500-3 |
0.500 |
500-0 |
0.382 |
499-5 |
LOW |
498-2 |
0.618 |
496-1 |
1.000 |
494-6 |
1.618 |
492-5 |
2.618 |
489-1 |
4.250 |
483-3 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
500-0 |
494-6 |
PP |
499-6 |
490-2 |
S1 |
499-4 |
485-6 |
|