CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
585-0 |
576-0 |
-9-0 |
-1.5% |
572-2 |
| High |
586-2 |
589-4 |
3-2 |
0.6% |
586-0 |
| Low |
577-2 |
576-0 |
-1-2 |
-0.2% |
555-0 |
| Close |
581-4 |
584-0 |
2-4 |
0.4% |
572-2 |
| Range |
9-0 |
13-4 |
4-4 |
50.0% |
31-0 |
| ATR |
15-6 |
15-5 |
-0-1 |
-1.0% |
0-0 |
| Volume |
50,376 |
62,458 |
12,082 |
24.0% |
331,815 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623-5 |
617-3 |
591-3 |
|
| R3 |
610-1 |
603-7 |
587-6 |
|
| R2 |
596-5 |
596-5 |
586-4 |
|
| R1 |
590-3 |
590-3 |
585-2 |
593-4 |
| PP |
583-1 |
583-1 |
583-1 |
584-6 |
| S1 |
576-7 |
576-7 |
582-6 |
580-0 |
| S2 |
569-5 |
569-5 |
581-4 |
|
| S3 |
556-1 |
563-3 |
580-2 |
|
| S4 |
542-5 |
549-7 |
576-5 |
|
|
| 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 |
589-4 |
568-0 |
21-4 |
3.7% |
12-4 |
2.1% |
74% |
True |
False |
69,913 |
| 10 |
595-0 |
555-0 |
40-0 |
6.8% |
11-7 |
2.0% |
73% |
False |
False |
70,190 |
| 20 |
595-0 |
468-0 |
127-0 |
21.7% |
13-0 |
2.2% |
91% |
False |
False |
68,645 |
| 40 |
595-0 |
452-0 |
143-0 |
24.5% |
11-2 |
1.9% |
92% |
False |
False |
62,203 |
| 60 |
595-0 |
412-6 |
182-2 |
31.2% |
10-3 |
1.8% |
94% |
False |
False |
50,552 |
| 80 |
595-0 |
390-4 |
204-4 |
35.0% |
9-4 |
1.6% |
95% |
False |
False |
41,472 |
| 100 |
595-0 |
356-6 |
238-2 |
40.8% |
8-4 |
1.5% |
95% |
False |
False |
34,360 |
| 120 |
595-0 |
356-6 |
238-2 |
40.8% |
7-6 |
1.3% |
95% |
False |
False |
29,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
646-7 |
|
2.618 |
624-7 |
|
1.618 |
611-3 |
|
1.000 |
603-0 |
|
0.618 |
597-7 |
|
HIGH |
589-4 |
|
0.618 |
584-3 |
|
0.500 |
582-6 |
|
0.382 |
581-1 |
|
LOW |
576-0 |
|
0.618 |
567-5 |
|
1.000 |
562-4 |
|
1.618 |
554-1 |
|
2.618 |
540-5 |
|
4.250 |
518-5 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
583-5 |
582-6 |
| PP |
583-1 |
581-3 |
| S1 |
582-6 |
580-1 |
|