CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
581-6 |
581-4 |
-0-2 |
0.0% |
577-4 |
High |
596-0 |
597-0 |
1-0 |
0.2% |
592-0 |
Low |
581-6 |
581-4 |
-0-2 |
0.0% |
561-0 |
Close |
590-0 |
596-0 |
6-0 |
1.0% |
578-2 |
Range |
14-2 |
15-4 |
1-2 |
8.8% |
31-0 |
ATR |
15-0 |
15-0 |
0-0 |
0.3% |
0-0 |
Volume |
15,052 |
16,749 |
1,697 |
11.3% |
89,448 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-0 |
632-4 |
604-4 |
|
R3 |
622-4 |
617-0 |
600-2 |
|
R2 |
607-0 |
607-0 |
598-7 |
|
R1 |
601-4 |
601-4 |
597-3 |
604-2 |
PP |
591-4 |
591-4 |
591-4 |
592-7 |
S1 |
586-0 |
586-0 |
594-5 |
588-6 |
S2 |
576-0 |
576-0 |
593-1 |
|
S3 |
560-4 |
570-4 |
591-6 |
|
S4 |
545-0 |
555-0 |
587-4 |
|
|
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 |
597-0 |
577-4 |
19-4 |
3.3% |
11-1 |
1.9% |
95% |
True |
False |
16,883 |
10 |
597-0 |
561-0 |
36-0 |
6.0% |
11-3 |
1.9% |
97% |
True |
False |
18,044 |
20 |
599-0 |
474-4 |
124-4 |
20.9% |
12-3 |
2.1% |
98% |
False |
False |
18,247 |
40 |
599-0 |
464-0 |
135-0 |
22.7% |
10-2 |
1.7% |
98% |
False |
False |
15,837 |
60 |
599-0 |
428-2 |
170-6 |
28.6% |
9-1 |
1.5% |
98% |
False |
False |
12,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
662-7 |
2.618 |
637-5 |
1.618 |
622-1 |
1.000 |
612-4 |
0.618 |
606-5 |
HIGH |
597-0 |
0.618 |
591-1 |
0.500 |
589-2 |
0.382 |
587-3 |
LOW |
581-4 |
0.618 |
571-7 |
1.000 |
566-0 |
1.618 |
556-3 |
2.618 |
540-7 |
4.250 |
515-5 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
593-6 |
593-6 |
PP |
591-4 |
591-4 |
S1 |
589-2 |
589-2 |
|