CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
589-6 |
581-6 |
-8-0 |
-1.4% |
577-4 |
High |
589-6 |
596-0 |
6-2 |
1.1% |
592-0 |
Low |
584-2 |
581-6 |
-2-4 |
-0.4% |
561-0 |
Close |
587-2 |
590-0 |
2-6 |
0.5% |
578-2 |
Range |
5-4 |
14-2 |
8-6 |
159.1% |
31-0 |
ATR |
15-0 |
15-0 |
0-0 |
-0.4% |
0-0 |
Volume |
17,882 |
15,052 |
-2,830 |
-15.8% |
89,448 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-0 |
625-2 |
597-7 |
|
R3 |
617-6 |
611-0 |
593-7 |
|
R2 |
603-4 |
603-4 |
592-5 |
|
R1 |
596-6 |
596-6 |
591-2 |
600-1 |
PP |
589-2 |
589-2 |
589-2 |
591-0 |
S1 |
582-4 |
582-4 |
588-6 |
585-7 |
S2 |
575-0 |
575-0 |
587-3 |
|
S3 |
560-6 |
568-2 |
586-1 |
|
S4 |
546-4 |
554-0 |
582-1 |
|
|
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 |
596-0 |
573-0 |
23-0 |
3.9% |
11-7 |
2.0% |
74% |
True |
False |
19,714 |
10 |
599-0 |
561-0 |
38-0 |
6.4% |
11-4 |
1.9% |
76% |
False |
False |
18,706 |
20 |
599-0 |
474-4 |
124-4 |
21.1% |
12-3 |
2.1% |
93% |
False |
False |
17,790 |
40 |
599-0 |
459-2 |
139-6 |
23.7% |
10-0 |
1.7% |
94% |
False |
False |
15,537 |
60 |
599-0 |
421-0 |
178-0 |
30.2% |
8-7 |
1.5% |
95% |
False |
False |
12,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
656-4 |
2.618 |
633-2 |
1.618 |
619-0 |
1.000 |
610-2 |
0.618 |
604-6 |
HIGH |
596-0 |
0.618 |
590-4 |
0.500 |
588-7 |
0.382 |
587-2 |
LOW |
581-6 |
0.618 |
573-0 |
1.000 |
567-4 |
1.618 |
558-6 |
2.618 |
544-4 |
4.250 |
521-2 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
589-5 |
588-7 |
PP |
589-2 |
587-7 |
S1 |
588-7 |
586-6 |
|