CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
474-4 |
497-0 |
22-4 |
4.7% |
538-0 |
High |
490-0 |
509-0 |
19-0 |
3.9% |
538-0 |
Low |
474-4 |
497-0 |
22-4 |
4.7% |
484-0 |
Close |
489-2 |
508-0 |
18-6 |
3.8% |
484-0 |
Range |
15-4 |
12-0 |
-3-4 |
-22.6% |
54-0 |
ATR |
12-7 |
13-3 |
0-4 |
3.8% |
0-0 |
Volume |
19,104 |
11,398 |
-7,706 |
-40.3% |
68,795 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
540-5 |
536-3 |
514-5 |
|
R3 |
528-5 |
524-3 |
511-2 |
|
R2 |
516-5 |
516-5 |
510-2 |
|
R1 |
512-3 |
512-3 |
509-1 |
514-4 |
PP |
504-5 |
504-5 |
504-5 |
505-6 |
S1 |
500-3 |
500-3 |
506-7 |
502-4 |
S2 |
492-5 |
492-5 |
505-6 |
|
S3 |
480-5 |
488-3 |
504-6 |
|
S4 |
468-5 |
476-3 |
501-3 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-0 |
628-0 |
513-6 |
|
R3 |
610-0 |
574-0 |
498-7 |
|
R2 |
556-0 |
556-0 |
493-7 |
|
R1 |
520-0 |
520-0 |
489-0 |
511-0 |
PP |
502-0 |
502-0 |
502-0 |
497-4 |
S1 |
466-0 |
466-0 |
479-0 |
457-0 |
S2 |
448-0 |
448-0 |
474-1 |
|
S3 |
394-0 |
412-0 |
469-1 |
|
S4 |
340-0 |
358-0 |
454-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
560-0 |
2.618 |
540-3 |
1.618 |
528-3 |
1.000 |
521-0 |
0.618 |
516-3 |
HIGH |
509-0 |
0.618 |
504-3 |
0.500 |
503-0 |
0.382 |
501-5 |
LOW |
497-0 |
0.618 |
489-5 |
1.000 |
485-0 |
1.618 |
477-5 |
2.618 |
465-5 |
4.250 |
446-0 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
506-3 |
502-5 |
PP |
504-5 |
497-1 |
S1 |
503-0 |
491-6 |
|