CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
572-2 |
560-4 |
-11-6 |
-2.1% |
579-0 |
| High |
574-0 |
567-2 |
-6-6 |
-1.2% |
595-0 |
| Low |
567-4 |
555-0 |
-12-4 |
-2.2% |
563-6 |
| Close |
569-2 |
558-0 |
-11-2 |
-2.0% |
575-0 |
| Range |
6-4 |
12-2 |
5-6 |
88.5% |
31-2 |
| ATR |
15-7 |
15-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
57,683 |
37,399 |
-20,284 |
-35.2% |
418,506 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-7 |
589-5 |
564-6 |
|
| R3 |
584-5 |
577-3 |
561-3 |
|
| R2 |
572-3 |
572-3 |
560-2 |
|
| R1 |
565-1 |
565-1 |
559-1 |
562-5 |
| PP |
560-1 |
560-1 |
560-1 |
558-6 |
| S1 |
552-7 |
552-7 |
556-7 |
550-3 |
| S2 |
547-7 |
547-7 |
555-6 |
|
| S3 |
535-5 |
540-5 |
554-5 |
|
| S4 |
523-3 |
528-3 |
551-2 |
|
|
| 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 |
555-0 |
40-0 |
7.2% |
11-1 |
2.0% |
8% |
False |
True |
70,468 |
| 10 |
595-0 |
498-2 |
96-6 |
17.3% |
11-2 |
2.0% |
62% |
False |
False |
71,174 |
| 20 |
595-0 |
468-0 |
127-0 |
22.8% |
12-6 |
2.3% |
71% |
False |
False |
63,480 |
| 40 |
595-0 |
429-4 |
165-4 |
29.7% |
10-3 |
1.9% |
78% |
False |
False |
57,136 |
| 60 |
595-0 |
390-4 |
204-4 |
36.6% |
10-1 |
1.8% |
82% |
False |
False |
46,194 |
| 80 |
595-0 |
356-6 |
238-2 |
42.7% |
9-1 |
1.6% |
84% |
False |
False |
37,635 |
| 100 |
595-0 |
356-6 |
238-2 |
42.7% |
8-1 |
1.5% |
84% |
False |
False |
31,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
619-2 |
|
2.618 |
599-3 |
|
1.618 |
587-1 |
|
1.000 |
579-4 |
|
0.618 |
574-7 |
|
HIGH |
567-2 |
|
0.618 |
562-5 |
|
0.500 |
561-1 |
|
0.382 |
559-5 |
|
LOW |
555-0 |
|
0.618 |
547-3 |
|
1.000 |
542-6 |
|
1.618 |
535-1 |
|
2.618 |
522-7 |
|
4.250 |
503-0 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
561-1 |
568-2 |
| PP |
560-1 |
564-7 |
| S1 |
559-0 |
561-3 |
|