CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
566-4 |
594-4 |
28-0 |
4.9% |
468-0 |
High |
594-0 |
595-0 |
1-0 |
0.2% |
537-4 |
Low |
565-6 |
578-0 |
12-2 |
2.2% |
468-0 |
Close |
588-6 |
580-2 |
-8-4 |
-1.4% |
537-4 |
Range |
28-2 |
17-0 |
-11-2 |
-39.8% |
69-4 |
ATR |
17-5 |
17-5 |
0-0 |
-0.3% |
0-0 |
Volume |
108,976 |
107,062 |
-1,914 |
-1.8% |
349,182 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
635-3 |
624-7 |
589-5 |
|
R3 |
618-3 |
607-7 |
584-7 |
|
R2 |
601-3 |
601-3 |
583-3 |
|
R1 |
590-7 |
590-7 |
581-6 |
587-5 |
PP |
584-3 |
584-3 |
584-3 |
582-6 |
S1 |
573-7 |
573-7 |
578-6 |
570-5 |
S2 |
567-3 |
567-3 |
577-1 |
|
S3 |
550-3 |
556-7 |
575-5 |
|
S4 |
533-3 |
539-7 |
570-7 |
|
|
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 |
595-0 |
502-0 |
93-0 |
16.0% |
14-1 |
2.4% |
84% |
True |
False |
81,527 |
10 |
595-0 |
468-0 |
127-0 |
21.9% |
14-1 |
2.4% |
88% |
True |
False |
74,278 |
20 |
595-0 |
468-0 |
127-0 |
21.9% |
13-1 |
2.3% |
88% |
True |
False |
64,537 |
40 |
595-0 |
429-4 |
165-4 |
28.5% |
10-3 |
1.8% |
91% |
True |
False |
53,656 |
60 |
595-0 |
390-4 |
204-4 |
35.2% |
9-7 |
1.7% |
93% |
True |
False |
42,967 |
80 |
595-0 |
356-6 |
238-2 |
41.1% |
8-7 |
1.5% |
94% |
True |
False |
34,790 |
100 |
595-0 |
356-6 |
238-2 |
41.1% |
7-7 |
1.4% |
94% |
True |
False |
28,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667-2 |
2.618 |
639-4 |
1.618 |
622-4 |
1.000 |
612-0 |
0.618 |
605-4 |
HIGH |
595-0 |
0.618 |
588-4 |
0.500 |
586-4 |
0.382 |
584-4 |
LOW |
578-0 |
0.618 |
567-4 |
1.000 |
561-0 |
1.618 |
550-4 |
2.618 |
533-4 |
4.250 |
505-6 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
586-4 |
580-0 |
PP |
584-3 |
579-5 |
S1 |
582-3 |
579-3 |
|