CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
573-0 |
590-0 |
17-0 |
3.0% |
583-0 |
| High |
592-0 |
591-0 |
-1-0 |
-0.2% |
599-0 |
| Low |
573-0 |
581-0 |
8-0 |
1.4% |
569-0 |
| Close |
591-2 |
581-4 |
-9-6 |
-1.6% |
580-6 |
| Range |
19-0 |
10-0 |
-9-0 |
-47.4% |
30-0 |
| ATR |
16-1 |
15-5 |
-0-3 |
-2.6% |
0-0 |
| Volume |
30,902 |
18,787 |
-12,115 |
-39.2% |
112,333 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-4 |
608-0 |
587-0 |
|
| R3 |
604-4 |
598-0 |
584-2 |
|
| R2 |
594-4 |
594-4 |
583-3 |
|
| R1 |
588-0 |
588-0 |
582-3 |
586-2 |
| PP |
584-4 |
584-4 |
584-4 |
583-5 |
| S1 |
578-0 |
578-0 |
580-5 |
576-2 |
| S2 |
574-4 |
574-4 |
579-5 |
|
| S3 |
564-4 |
568-0 |
578-6 |
|
| S4 |
554-4 |
558-0 |
576-0 |
|
|
| 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 |
633-4 |
|
2.618 |
617-1 |
|
1.618 |
607-1 |
|
1.000 |
601-0 |
|
0.618 |
597-1 |
|
HIGH |
591-0 |
|
0.618 |
587-1 |
|
0.500 |
586-0 |
|
0.382 |
584-7 |
|
LOW |
581-0 |
|
0.618 |
574-7 |
|
1.000 |
571-0 |
|
1.618 |
564-7 |
|
2.618 |
554-7 |
|
4.250 |
538-4 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
586-0 |
579-7 |
| PP |
584-4 |
578-1 |
| S1 |
583-0 |
576-4 |
|