CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
584-2 |
589-6 |
5-4 |
0.9% |
577-4 |
High |
588-0 |
589-6 |
1-6 |
0.3% |
592-0 |
Low |
577-4 |
584-2 |
6-6 |
1.2% |
561-0 |
Close |
578-2 |
587-2 |
9-0 |
1.6% |
578-2 |
Range |
10-4 |
5-4 |
-5-0 |
-47.6% |
31-0 |
ATR |
15-2 |
15-0 |
-0-2 |
-1.8% |
0-0 |
Volume |
15,947 |
17,882 |
1,935 |
12.1% |
89,448 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-5 |
600-7 |
590-2 |
|
R3 |
598-1 |
595-3 |
588-6 |
|
R2 |
592-5 |
592-5 |
588-2 |
|
R1 |
589-7 |
589-7 |
587-6 |
588-4 |
PP |
587-1 |
587-1 |
587-1 |
586-3 |
S1 |
584-3 |
584-3 |
586-6 |
583-0 |
S2 |
581-5 |
581-5 |
586-2 |
|
S3 |
576-1 |
578-7 |
585-6 |
|
S4 |
570-5 |
573-3 |
584-2 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-1 |
655-1 |
595-2 |
|
R3 |
639-1 |
624-1 |
586-6 |
|
R2 |
608-1 |
608-1 |
583-7 |
|
R1 |
593-1 |
593-1 |
581-1 |
600-5 |
PP |
577-1 |
577-1 |
577-1 |
580-6 |
S1 |
562-1 |
562-1 |
575-3 |
569-5 |
S2 |
546-1 |
546-1 |
572-5 |
|
S3 |
515-1 |
531-1 |
569-6 |
|
S4 |
484-1 |
500-1 |
561-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
592-0 |
561-0 |
31-0 |
5.3% |
11-3 |
1.9% |
85% |
False |
False |
18,657 |
10 |
599-0 |
561-0 |
38-0 |
6.5% |
12-6 |
2.2% |
69% |
False |
False |
20,382 |
20 |
599-0 |
474-4 |
124-4 |
21.2% |
12-2 |
2.1% |
91% |
False |
False |
17,662 |
40 |
599-0 |
459-2 |
139-6 |
23.8% |
9-6 |
1.7% |
92% |
False |
False |
15,276 |
60 |
599-0 |
421-0 |
178-0 |
30.3% |
8-6 |
1.5% |
93% |
False |
False |
11,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
613-1 |
2.618 |
604-1 |
1.618 |
598-5 |
1.000 |
595-2 |
0.618 |
593-1 |
HIGH |
589-6 |
0.618 |
587-5 |
0.500 |
587-0 |
0.382 |
586-3 |
LOW |
584-2 |
0.618 |
580-7 |
1.000 |
578-6 |
1.618 |
575-3 |
2.618 |
569-7 |
4.250 |
560-7 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
587-1 |
586-2 |
PP |
587-1 |
585-2 |
S1 |
587-0 |
584-2 |
|