CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
584-4 |
578-4 |
-6-0 |
-1.0% |
572-2 |
| High |
585-4 |
582-2 |
-3-2 |
-0.6% |
586-0 |
| Low |
574-6 |
570-6 |
-4-0 |
-0.7% |
555-0 |
| Close |
575-6 |
572-2 |
-3-4 |
-0.6% |
572-2 |
| Range |
10-6 |
11-4 |
0-6 |
7.0% |
31-0 |
| ATR |
16-2 |
15-7 |
-0-3 |
-2.1% |
0-0 |
| Volume |
77,305 |
70,530 |
-6,775 |
-8.8% |
331,815 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609-5 |
602-3 |
578-5 |
|
| R3 |
598-1 |
590-7 |
575-3 |
|
| R2 |
586-5 |
586-5 |
574-3 |
|
| R1 |
579-3 |
579-3 |
573-2 |
577-2 |
| PP |
575-1 |
575-1 |
575-1 |
574-0 |
| S1 |
567-7 |
567-7 |
571-2 |
565-6 |
| S2 |
563-5 |
563-5 |
570-1 |
|
| S3 |
552-1 |
556-3 |
569-1 |
|
| S4 |
540-5 |
544-7 |
565-7 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-1 |
649-1 |
589-2 |
|
| R3 |
633-1 |
618-1 |
580-6 |
|
| R2 |
602-1 |
602-1 |
577-7 |
|
| R1 |
587-1 |
587-1 |
575-1 |
587-6 |
| PP |
571-1 |
571-1 |
571-1 |
571-3 |
| S1 |
556-1 |
556-1 |
569-3 |
556-6 |
| S2 |
540-1 |
540-1 |
566-5 |
|
| S3 |
509-1 |
525-1 |
563-6 |
|
| S4 |
478-1 |
494-1 |
555-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
586-0 |
555-0 |
31-0 |
5.4% |
11-6 |
2.1% |
56% |
False |
False |
66,363 |
| 10 |
595-0 |
555-0 |
40-0 |
7.0% |
14-0 |
2.5% |
43% |
False |
False |
75,032 |
| 20 |
595-0 |
468-0 |
127-0 |
22.2% |
13-1 |
2.3% |
82% |
False |
False |
68,211 |
| 40 |
595-0 |
448-4 |
146-4 |
25.6% |
10-7 |
1.9% |
84% |
False |
False |
60,710 |
| 60 |
595-0 |
409-4 |
185-4 |
32.4% |
10-3 |
1.8% |
88% |
False |
False |
49,383 |
| 80 |
595-0 |
384-0 |
211-0 |
36.9% |
9-3 |
1.6% |
89% |
False |
False |
40,364 |
| 100 |
595-0 |
356-6 |
238-2 |
41.6% |
8-3 |
1.5% |
90% |
False |
False |
33,296 |
| 120 |
595-0 |
356-6 |
238-2 |
41.6% |
7-6 |
1.4% |
90% |
False |
False |
28,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631-1 |
|
2.618 |
612-3 |
|
1.618 |
600-7 |
|
1.000 |
593-6 |
|
0.618 |
589-3 |
|
HIGH |
582-2 |
|
0.618 |
577-7 |
|
0.500 |
576-4 |
|
0.382 |
575-1 |
|
LOW |
570-6 |
|
0.618 |
563-5 |
|
1.000 |
559-2 |
|
1.618 |
552-1 |
|
2.618 |
540-5 |
|
4.250 |
521-7 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
576-4 |
577-0 |
| PP |
575-1 |
575-3 |
| S1 |
573-5 |
573-7 |
|