CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
537-4 |
579-0 |
41-4 |
7.7% |
468-0 |
High |
537-4 |
580-0 |
42-4 |
7.9% |
537-4 |
Low |
537-4 |
563-6 |
26-2 |
4.9% |
468-0 |
Close |
537-4 |
565-0 |
27-4 |
5.1% |
537-4 |
Range |
0-0 |
16-2 |
16-2 |
|
69-4 |
ATR |
14-6 |
16-6 |
2-0 |
13.4% |
0-0 |
Volume |
98,324 |
52,271 |
-46,053 |
-46.8% |
349,182 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
618-3 |
607-7 |
574-0 |
|
R3 |
602-1 |
591-5 |
569-4 |
|
R2 |
585-7 |
585-7 |
568-0 |
|
R1 |
575-3 |
575-3 |
566-4 |
572-4 |
PP |
569-5 |
569-5 |
569-5 |
568-1 |
S1 |
559-1 |
559-1 |
563-4 |
556-2 |
S2 |
553-3 |
553-3 |
562-0 |
|
S3 |
537-1 |
542-7 |
560-4 |
|
S4 |
520-7 |
526-5 |
556-0 |
|
|
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 |
580-0 |
490-0 |
90-0 |
15.9% |
8-4 |
1.5% |
83% |
True |
False |
62,077 |
10 |
580-0 |
468-0 |
112-0 |
19.8% |
12-7 |
2.3% |
87% |
True |
False |
61,215 |
20 |
580-0 |
468-0 |
112-0 |
19.8% |
11-7 |
2.1% |
87% |
True |
False |
60,026 |
40 |
580-0 |
429-4 |
150-4 |
26.6% |
9-6 |
1.7% |
90% |
True |
False |
49,330 |
60 |
580-0 |
390-4 |
189-4 |
33.5% |
9-2 |
1.6% |
92% |
True |
False |
39,930 |
80 |
580-0 |
356-6 |
223-2 |
39.5% |
8-4 |
1.5% |
93% |
True |
False |
32,238 |
100 |
580-0 |
356-6 |
223-2 |
39.5% |
7-4 |
1.3% |
93% |
True |
False |
26,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
649-0 |
2.618 |
622-4 |
1.618 |
606-2 |
1.000 |
596-2 |
0.618 |
590-0 |
HIGH |
580-0 |
0.618 |
573-6 |
0.500 |
571-7 |
0.382 |
570-0 |
LOW |
563-6 |
0.618 |
553-6 |
1.000 |
547-4 |
1.618 |
537-4 |
2.618 |
521-2 |
4.250 |
494-6 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
571-7 |
557-0 |
PP |
569-5 |
549-0 |
S1 |
567-2 |
541-0 |
|