CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
594-4 |
585-0 |
-9-4 |
-1.6% |
468-0 |
| High |
595-0 |
589-4 |
-5-4 |
-0.9% |
537-4 |
| Low |
578-0 |
577-4 |
-0-4 |
-0.1% |
468-0 |
| Close |
580-2 |
578-4 |
-1-6 |
-0.3% |
537-4 |
| Range |
17-0 |
12-0 |
-5-0 |
-29.4% |
69-4 |
| ATR |
17-5 |
17-2 |
-0-3 |
-2.3% |
0-0 |
| Volume |
107,062 |
82,860 |
-24,202 |
-22.6% |
349,182 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-7 |
610-1 |
585-1 |
|
| R3 |
605-7 |
598-1 |
581-6 |
|
| R2 |
593-7 |
593-7 |
580-6 |
|
| R1 |
586-1 |
586-1 |
579-5 |
584-0 |
| PP |
581-7 |
581-7 |
581-7 |
580-6 |
| S1 |
574-1 |
574-1 |
577-3 |
572-0 |
| S2 |
569-7 |
569-7 |
576-2 |
|
| S3 |
557-7 |
562-1 |
575-2 |
|
| S4 |
545-7 |
550-1 |
571-7 |
|
|
| 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 |
537-4 |
57-4 |
9.9% |
14-6 |
2.5% |
71% |
False |
False |
89,898 |
| 10 |
595-0 |
468-0 |
127-0 |
22.0% |
13-5 |
2.4% |
87% |
False |
False |
77,837 |
| 20 |
595-0 |
468-0 |
127-0 |
22.0% |
13-3 |
2.3% |
87% |
False |
False |
66,423 |
| 40 |
595-0 |
429-4 |
165-4 |
28.6% |
10-4 |
1.8% |
90% |
False |
False |
54,955 |
| 60 |
595-0 |
390-4 |
204-4 |
35.4% |
10-0 |
1.7% |
92% |
False |
False |
44,160 |
| 80 |
595-0 |
356-6 |
238-2 |
41.2% |
9-0 |
1.5% |
93% |
False |
False |
35,753 |
| 100 |
595-0 |
356-6 |
238-2 |
41.2% |
8-0 |
1.4% |
93% |
False |
False |
29,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
640-4 |
|
2.618 |
620-7 |
|
1.618 |
608-7 |
|
1.000 |
601-4 |
|
0.618 |
596-7 |
|
HIGH |
589-4 |
|
0.618 |
584-7 |
|
0.500 |
583-4 |
|
0.382 |
582-1 |
|
LOW |
577-4 |
|
0.618 |
570-1 |
|
1.000 |
565-4 |
|
1.618 |
558-1 |
|
2.618 |
546-1 |
|
4.250 |
526-4 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
583-4 |
580-3 |
| PP |
581-7 |
579-6 |
| S1 |
580-1 |
579-1 |
|