CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
573-4 |
572-2 |
-1-2 |
-0.2% |
579-0 |
High |
581-4 |
574-0 |
-7-4 |
-1.3% |
595-0 |
Low |
573-4 |
567-4 |
-6-0 |
-1.0% |
563-6 |
Close |
575-0 |
569-2 |
-5-6 |
-1.0% |
575-0 |
Range |
8-0 |
6-4 |
-1-4 |
-18.8% |
31-2 |
ATR |
16-4 |
15-7 |
-0-5 |
-3.9% |
0-0 |
Volume |
67,337 |
57,683 |
-9,654 |
-14.3% |
418,506 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589-6 |
586-0 |
572-7 |
|
R3 |
583-2 |
579-4 |
571-0 |
|
R2 |
576-6 |
576-6 |
570-4 |
|
R1 |
573-0 |
573-0 |
569-7 |
571-5 |
PP |
570-2 |
570-2 |
570-2 |
569-4 |
S1 |
566-4 |
566-4 |
568-5 |
565-1 |
S2 |
563-6 |
563-6 |
568-0 |
|
S3 |
557-2 |
560-0 |
567-4 |
|
S4 |
550-6 |
553-4 |
565-5 |
|
|
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 |
565-6 |
29-2 |
5.1% |
14-3 |
2.5% |
12% |
False |
False |
84,783 |
10 |
595-0 |
490-0 |
105-0 |
18.4% |
11-3 |
2.0% |
75% |
False |
False |
73,430 |
20 |
595-0 |
468-0 |
127-0 |
22.3% |
12-6 |
2.2% |
80% |
False |
False |
65,760 |
40 |
595-0 |
429-4 |
165-4 |
29.1% |
10-2 |
1.8% |
84% |
False |
False |
56,711 |
60 |
595-0 |
390-4 |
204-4 |
35.9% |
10-0 |
1.8% |
87% |
False |
False |
45,794 |
80 |
595-0 |
356-6 |
238-2 |
41.9% |
9-1 |
1.6% |
89% |
False |
False |
37,231 |
100 |
595-0 |
356-6 |
238-2 |
41.9% |
8-0 |
1.4% |
89% |
False |
False |
30,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
601-5 |
2.618 |
591-0 |
1.618 |
584-4 |
1.000 |
580-4 |
0.618 |
578-0 |
HIGH |
574-0 |
0.618 |
571-4 |
0.500 |
570-6 |
0.382 |
570-0 |
LOW |
567-4 |
0.618 |
563-4 |
1.000 |
561-0 |
1.618 |
557-0 |
2.618 |
550-4 |
4.250 |
539-7 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
570-6 |
578-4 |
PP |
570-2 |
575-3 |
S1 |
569-6 |
572-3 |
|