CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
497-0 |
504-6 |
7-6 |
1.6% |
538-0 |
High |
509-0 |
504-6 |
-4-2 |
-0.8% |
538-0 |
Low |
497-0 |
504-6 |
7-6 |
1.6% |
484-0 |
Close |
508-0 |
505-2 |
-2-6 |
-0.5% |
484-0 |
Range |
12-0 |
0-0 |
-12-0 |
-100.0% |
54-0 |
ATR |
13-3 |
12-5 |
-0-6 |
-5.4% |
0-0 |
Volume |
11,398 |
17,763 |
6,365 |
55.8% |
68,795 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
504-7 |
505-1 |
505-2 |
|
R3 |
504-7 |
505-1 |
505-2 |
|
R2 |
504-7 |
504-7 |
505-2 |
|
R1 |
505-1 |
505-1 |
505-2 |
505-0 |
PP |
504-7 |
504-7 |
504-7 |
504-7 |
S1 |
505-1 |
505-1 |
505-2 |
505-0 |
S2 |
504-7 |
504-7 |
505-2 |
|
S3 |
504-7 |
505-1 |
505-2 |
|
S4 |
504-7 |
505-1 |
505-2 |
|
|
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 |
504-6 |
2.618 |
504-6 |
1.618 |
504-6 |
1.000 |
504-6 |
0.618 |
504-6 |
HIGH |
504-6 |
0.618 |
504-6 |
0.500 |
504-6 |
0.382 |
504-6 |
LOW |
504-6 |
0.618 |
504-6 |
1.000 |
504-6 |
1.618 |
504-6 |
2.618 |
504-6 |
4.250 |
504-6 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
505-1 |
500-6 |
PP |
504-7 |
496-2 |
S1 |
504-6 |
491-6 |
|