CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
566-0 |
573-0 |
7-0 |
1.2% |
583-0 |
| High |
573-0 |
592-0 |
19-0 |
3.3% |
599-0 |
| Low |
561-0 |
573-0 |
12-0 |
2.1% |
569-0 |
| Close |
563-2 |
591-2 |
28-0 |
5.0% |
580-6 |
| Range |
12-0 |
19-0 |
7-0 |
58.3% |
30-0 |
| ATR |
15-1 |
16-1 |
1-0 |
6.5% |
0-0 |
| Volume |
9,771 |
30,902 |
21,131 |
216.3% |
112,333 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
642-3 |
635-7 |
601-6 |
|
| R3 |
623-3 |
616-7 |
596-4 |
|
| R2 |
604-3 |
604-3 |
594-6 |
|
| R1 |
597-7 |
597-7 |
593-0 |
601-1 |
| PP |
585-3 |
585-3 |
585-3 |
587-0 |
| S1 |
578-7 |
578-7 |
589-4 |
582-1 |
| S2 |
566-3 |
566-3 |
587-6 |
|
| S3 |
547-3 |
559-7 |
586-0 |
|
| S4 |
528-3 |
540-7 |
580-6 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
672-7 |
656-7 |
597-2 |
|
| R3 |
642-7 |
626-7 |
589-0 |
|
| R2 |
612-7 |
612-7 |
586-2 |
|
| R1 |
596-7 |
596-7 |
583-4 |
589-7 |
| PP |
582-7 |
582-7 |
582-7 |
579-4 |
| S1 |
566-7 |
566-7 |
578-0 |
559-7 |
| S2 |
552-7 |
552-7 |
575-2 |
|
| S3 |
522-7 |
536-7 |
572-4 |
|
| S4 |
492-7 |
506-7 |
564-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-6 |
|
2.618 |
641-6 |
|
1.618 |
622-6 |
|
1.000 |
611-0 |
|
0.618 |
603-6 |
|
HIGH |
592-0 |
|
0.618 |
584-6 |
|
0.500 |
582-4 |
|
0.382 |
580-2 |
|
LOW |
573-0 |
|
0.618 |
561-2 |
|
1.000 |
554-0 |
|
1.618 |
542-2 |
|
2.618 |
523-2 |
|
4.250 |
492-2 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
588-3 |
586-3 |
| PP |
585-3 |
581-3 |
| S1 |
582-4 |
576-4 |
|