CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
578-4 |
585-0 |
6-4 |
1.1% |
572-2 |
| High |
582-2 |
586-2 |
4-0 |
0.7% |
586-0 |
| Low |
570-6 |
577-2 |
6-4 |
1.1% |
555-0 |
| Close |
572-2 |
581-4 |
9-2 |
1.6% |
572-2 |
| Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
31-0 |
| ATR |
15-7 |
15-6 |
-0-1 |
-0.9% |
0-0 |
| Volume |
70,530 |
50,376 |
-20,154 |
-28.6% |
331,815 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-5 |
604-1 |
586-4 |
|
| R3 |
599-5 |
595-1 |
584-0 |
|
| R2 |
590-5 |
590-5 |
583-1 |
|
| R1 |
586-1 |
586-1 |
582-3 |
583-7 |
| PP |
581-5 |
581-5 |
581-5 |
580-4 |
| S1 |
577-1 |
577-1 |
580-5 |
574-7 |
| S2 |
572-5 |
572-5 |
579-7 |
|
| S3 |
563-5 |
568-1 |
579-0 |
|
| S4 |
554-5 |
559-1 |
576-4 |
|
|
| 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 |
586-2 |
555-0 |
31-2 |
5.4% |
12-2 |
2.1% |
85% |
True |
False |
64,901 |
| 10 |
595-0 |
555-0 |
40-0 |
6.9% |
13-3 |
2.3% |
66% |
False |
False |
74,842 |
| 20 |
595-0 |
468-0 |
127-0 |
21.8% |
13-1 |
2.2% |
89% |
False |
False |
68,028 |
| 40 |
595-0 |
452-0 |
143-0 |
24.6% |
11-0 |
1.9% |
91% |
False |
False |
61,349 |
| 60 |
595-0 |
412-6 |
182-2 |
31.3% |
10-3 |
1.8% |
93% |
False |
False |
49,904 |
| 80 |
595-0 |
390-4 |
204-4 |
35.2% |
9-3 |
1.6% |
93% |
False |
False |
40,826 |
| 100 |
595-0 |
356-6 |
238-2 |
41.0% |
8-3 |
1.4% |
94% |
False |
False |
33,763 |
| 120 |
595-0 |
356-6 |
238-2 |
41.0% |
7-6 |
1.3% |
94% |
False |
False |
28,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624-4 |
|
2.618 |
609-6 |
|
1.618 |
600-6 |
|
1.000 |
595-2 |
|
0.618 |
591-6 |
|
HIGH |
586-2 |
|
0.618 |
582-6 |
|
0.500 |
581-6 |
|
0.382 |
580-6 |
|
LOW |
577-2 |
|
0.618 |
571-6 |
|
1.000 |
568-2 |
|
1.618 |
562-6 |
|
2.618 |
553-6 |
|
4.250 |
539-0 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
581-6 |
580-4 |
| PP |
581-5 |
579-4 |
| S1 |
581-5 |
578-4 |
|