CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
585-0 |
573-4 |
-11-4 |
-2.0% |
579-0 |
High |
589-4 |
581-4 |
-8-0 |
-1.4% |
595-0 |
Low |
577-4 |
573-4 |
-4-0 |
-0.7% |
563-6 |
Close |
578-4 |
575-0 |
-3-4 |
-0.6% |
575-0 |
Range |
12-0 |
8-0 |
-4-0 |
-33.3% |
31-2 |
ATR |
17-2 |
16-4 |
-0-5 |
-3.8% |
0-0 |
Volume |
82,860 |
67,337 |
-15,523 |
-18.7% |
418,506 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
600-5 |
595-7 |
579-3 |
|
R3 |
592-5 |
587-7 |
577-2 |
|
R2 |
584-5 |
584-5 |
576-4 |
|
R1 |
579-7 |
579-7 |
575-6 |
582-2 |
PP |
576-5 |
576-5 |
576-5 |
577-7 |
S1 |
571-7 |
571-7 |
574-2 |
574-2 |
S2 |
568-5 |
568-5 |
573-4 |
|
S3 |
560-5 |
563-7 |
572-6 |
|
S4 |
552-5 |
555-7 |
570-5 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
671-5 |
654-5 |
592-2 |
|
R3 |
640-3 |
623-3 |
583-5 |
|
R2 |
609-1 |
609-1 |
580-6 |
|
R1 |
592-1 |
592-1 |
577-7 |
585-0 |
PP |
577-7 |
577-7 |
577-7 |
574-3 |
S1 |
560-7 |
560-7 |
572-1 |
553-6 |
S2 |
546-5 |
546-5 |
569-2 |
|
S3 |
515-3 |
529-5 |
566-3 |
|
S4 |
484-1 |
498-3 |
557-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
595-0 |
563-6 |
31-2 |
5.4% |
16-2 |
2.8% |
36% |
False |
False |
83,701 |
10 |
595-0 |
468-0 |
127-0 |
22.1% |
12-3 |
2.2% |
84% |
False |
False |
76,768 |
20 |
595-0 |
468-0 |
127-0 |
22.1% |
13-1 |
2.3% |
84% |
False |
False |
67,100 |
40 |
595-0 |
429-4 |
165-4 |
28.8% |
10-3 |
1.8% |
88% |
False |
False |
56,091 |
60 |
595-0 |
390-4 |
204-4 |
35.6% |
10-0 |
1.7% |
90% |
False |
False |
45,171 |
80 |
595-0 |
356-6 |
238-2 |
41.4% |
9-0 |
1.6% |
92% |
False |
False |
36,555 |
100 |
595-0 |
356-6 |
238-2 |
41.4% |
8-0 |
1.4% |
92% |
False |
False |
30,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
615-4 |
2.618 |
602-4 |
1.618 |
594-4 |
1.000 |
589-4 |
0.618 |
586-4 |
HIGH |
581-4 |
0.618 |
578-4 |
0.500 |
577-4 |
0.382 |
576-4 |
LOW |
573-4 |
0.618 |
568-4 |
1.000 |
565-4 |
1.618 |
560-4 |
2.618 |
552-4 |
4.250 |
539-4 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
577-4 |
584-2 |
PP |
576-5 |
581-1 |
S1 |
575-7 |
578-1 |
|