CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
560-4 |
568-2 |
7-6 |
1.4% |
579-0 |
| High |
567-2 |
586-0 |
18-6 |
3.3% |
595-0 |
| Low |
555-0 |
568-0 |
13-0 |
2.3% |
563-6 |
| Close |
558-0 |
585-4 |
27-4 |
4.9% |
575-0 |
| Range |
12-2 |
18-0 |
5-6 |
46.9% |
31-2 |
| ATR |
15-6 |
16-5 |
0-7 |
5.5% |
0-0 |
| Volume |
37,399 |
88,898 |
51,499 |
137.7% |
418,506 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633-7 |
627-5 |
595-3 |
|
| R3 |
615-7 |
609-5 |
590-4 |
|
| R2 |
597-7 |
597-7 |
588-6 |
|
| R1 |
591-5 |
591-5 |
587-1 |
594-6 |
| PP |
579-7 |
579-7 |
579-7 |
581-3 |
| S1 |
573-5 |
573-5 |
583-7 |
576-6 |
| S2 |
561-7 |
561-7 |
582-2 |
|
| S3 |
543-7 |
555-5 |
580-4 |
|
| S4 |
525-7 |
537-5 |
575-5 |
|
|
| 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 |
589-4 |
555-0 |
34-4 |
5.9% |
11-3 |
1.9% |
88% |
False |
False |
66,835 |
| 10 |
595-0 |
502-0 |
93-0 |
15.9% |
12-6 |
2.2% |
90% |
False |
False |
74,181 |
| 20 |
595-0 |
468-0 |
127-0 |
21.7% |
13-1 |
2.3% |
93% |
False |
False |
65,814 |
| 40 |
595-0 |
431-4 |
163-4 |
27.9% |
10-5 |
1.8% |
94% |
False |
False |
58,702 |
| 60 |
595-0 |
396-6 |
198-2 |
33.9% |
10-2 |
1.8% |
95% |
False |
False |
47,462 |
| 80 |
595-0 |
356-6 |
238-2 |
40.7% |
9-3 |
1.6% |
96% |
False |
False |
38,717 |
| 100 |
595-0 |
356-6 |
238-2 |
40.7% |
8-2 |
1.4% |
96% |
False |
False |
31,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
662-4 |
|
2.618 |
633-1 |
|
1.618 |
615-1 |
|
1.000 |
604-0 |
|
0.618 |
597-1 |
|
HIGH |
586-0 |
|
0.618 |
579-1 |
|
0.500 |
577-0 |
|
0.382 |
574-7 |
|
LOW |
568-0 |
|
0.618 |
556-7 |
|
1.000 |
550-0 |
|
1.618 |
538-7 |
|
2.618 |
520-7 |
|
4.250 |
491-4 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
582-5 |
580-4 |
| PP |
579-7 |
575-4 |
| S1 |
577-0 |
570-4 |
|