CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
502-0 |
537-4 |
35-4 |
7.1% |
468-0 |
High |
511-0 |
537-4 |
26-4 |
5.2% |
537-4 |
Low |
502-0 |
537-4 |
35-4 |
7.1% |
468-0 |
Close |
507-4 |
537-4 |
30-0 |
5.9% |
537-4 |
Range |
9-0 |
0-0 |
-9-0 |
-100.0% |
69-4 |
ATR |
13-5 |
14-6 |
1-1 |
8.6% |
0-0 |
Volume |
41,003 |
98,324 |
57,321 |
139.8% |
349,182 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
537-4 |
537-4 |
537-4 |
|
R3 |
537-4 |
537-4 |
537-4 |
|
R2 |
537-4 |
537-4 |
537-4 |
|
R1 |
537-4 |
537-4 |
537-4 |
537-4 |
PP |
537-4 |
537-4 |
537-4 |
537-4 |
S1 |
537-4 |
537-4 |
537-4 |
537-4 |
S2 |
537-4 |
537-4 |
537-4 |
|
S3 |
537-4 |
537-4 |
537-4 |
|
S4 |
537-4 |
537-4 |
537-4 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
722-7 |
699-5 |
575-6 |
|
R3 |
653-3 |
630-1 |
556-5 |
|
R2 |
583-7 |
583-7 |
550-2 |
|
R1 |
560-5 |
560-5 |
543-7 |
572-2 |
PP |
514-3 |
514-3 |
514-3 |
520-1 |
S1 |
491-1 |
491-1 |
531-1 |
502-6 |
S2 |
444-7 |
444-7 |
524-6 |
|
S3 |
375-3 |
421-5 |
518-3 |
|
S4 |
305-7 |
352-1 |
499-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
537-4 |
468-0 |
69-4 |
12.9% |
8-4 |
1.6% |
100% |
True |
False |
69,836 |
10 |
537-4 |
468-0 |
69-4 |
12.9% |
12-2 |
2.3% |
100% |
True |
False |
61,390 |
20 |
537-4 |
468-0 |
69-4 |
12.9% |
11-2 |
2.1% |
100% |
True |
False |
61,296 |
40 |
537-4 |
429-4 |
108-0 |
20.1% |
9-3 |
1.8% |
100% |
True |
False |
49,075 |
60 |
537-4 |
390-4 |
147-0 |
27.3% |
9-1 |
1.7% |
100% |
True |
False |
39,371 |
80 |
537-4 |
356-6 |
180-6 |
33.6% |
8-2 |
1.5% |
100% |
True |
False |
31,643 |
100 |
537-4 |
356-6 |
180-6 |
33.6% |
7-3 |
1.4% |
100% |
True |
False |
26,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
537-4 |
2.618 |
537-4 |
1.618 |
537-4 |
1.000 |
537-4 |
0.618 |
537-4 |
HIGH |
537-4 |
0.618 |
537-4 |
0.500 |
537-4 |
0.382 |
537-4 |
LOW |
537-4 |
0.618 |
537-4 |
1.000 |
537-4 |
1.618 |
537-4 |
2.618 |
537-4 |
4.250 |
537-4 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
537-4 |
531-0 |
PP |
537-4 |
524-3 |
S1 |
537-4 |
517-7 |
|