CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
579-0 |
566-4 |
-12-4 |
-2.2% |
468-0 |
| High |
580-0 |
594-0 |
14-0 |
2.4% |
537-4 |
| Low |
563-6 |
565-6 |
2-0 |
0.4% |
468-0 |
| Close |
565-0 |
588-6 |
23-6 |
4.2% |
537-4 |
| Range |
16-2 |
28-2 |
12-0 |
73.8% |
69-4 |
| ATR |
16-6 |
17-5 |
0-7 |
5.2% |
0-0 |
| Volume |
52,271 |
108,976 |
56,705 |
108.5% |
349,182 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-5 |
656-3 |
604-2 |
|
| R3 |
639-3 |
628-1 |
596-4 |
|
| R2 |
611-1 |
611-1 |
593-7 |
|
| R1 |
599-7 |
599-7 |
591-3 |
605-4 |
| PP |
582-7 |
582-7 |
582-7 |
585-5 |
| S1 |
571-5 |
571-5 |
586-1 |
577-2 |
| S2 |
554-5 |
554-5 |
583-5 |
|
| S3 |
526-3 |
543-3 |
581-0 |
|
| S4 |
498-1 |
515-1 |
573-2 |
|
|
| 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 |
594-0 |
498-2 |
95-6 |
16.3% |
11-3 |
1.9% |
95% |
True |
False |
71,881 |
| 10 |
594-0 |
468-0 |
126-0 |
21.4% |
14-2 |
2.4% |
96% |
True |
False |
67,100 |
| 20 |
594-0 |
468-0 |
126-0 |
21.4% |
12-4 |
2.1% |
96% |
True |
False |
62,659 |
| 40 |
594-0 |
429-4 |
164-4 |
27.9% |
10-1 |
1.7% |
97% |
True |
False |
51,595 |
| 60 |
594-0 |
390-4 |
203-4 |
34.6% |
9-5 |
1.6% |
97% |
True |
False |
41,492 |
| 80 |
594-0 |
356-6 |
237-2 |
40.3% |
8-6 |
1.5% |
98% |
True |
False |
33,524 |
| 100 |
594-0 |
356-6 |
237-2 |
40.3% |
7-6 |
1.3% |
98% |
True |
False |
27,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714-0 |
|
2.618 |
668-0 |
|
1.618 |
639-6 |
|
1.000 |
622-2 |
|
0.618 |
611-4 |
|
HIGH |
594-0 |
|
0.618 |
583-2 |
|
0.500 |
579-7 |
|
0.382 |
576-4 |
|
LOW |
565-6 |
|
0.618 |
548-2 |
|
1.000 |
537-4 |
|
1.618 |
520-0 |
|
2.618 |
491-6 |
|
4.250 |
445-6 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
585-6 |
581-1 |
| PP |
582-7 |
573-3 |
| S1 |
579-7 |
565-6 |
|