CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
581-4 |
601-4 |
20-0 |
3.4% |
577-4 |
High |
597-0 |
603-0 |
6-0 |
1.0% |
592-0 |
Low |
581-4 |
596-0 |
14-4 |
2.5% |
561-0 |
Close |
596-0 |
598-2 |
2-2 |
0.4% |
578-2 |
Range |
15-4 |
7-0 |
-8-4 |
-54.8% |
31-0 |
ATR |
15-0 |
14-3 |
-0-5 |
-3.8% |
0-0 |
Volume |
16,749 |
10,305 |
-6,444 |
-38.5% |
89,448 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-1 |
616-1 |
602-1 |
|
R3 |
613-1 |
609-1 |
600-1 |
|
R2 |
606-1 |
606-1 |
599-4 |
|
R1 |
602-1 |
602-1 |
598-7 |
600-5 |
PP |
599-1 |
599-1 |
599-1 |
598-2 |
S1 |
595-1 |
595-1 |
597-5 |
593-5 |
S2 |
592-1 |
592-1 |
597-0 |
|
S3 |
585-1 |
588-1 |
596-3 |
|
S4 |
578-1 |
581-1 |
594-3 |
|
|
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 |
603-0 |
577-4 |
25-4 |
4.3% |
10-4 |
1.8% |
81% |
True |
False |
15,187 |
10 |
603-0 |
561-0 |
42-0 |
7.0% |
10-7 |
1.8% |
89% |
True |
False |
16,295 |
20 |
603-0 |
474-4 |
128-4 |
21.5% |
11-7 |
2.0% |
96% |
True |
False |
18,102 |
40 |
603-0 |
464-0 |
139-0 |
23.2% |
10-4 |
1.7% |
97% |
True |
False |
15,939 |
60 |
603-0 |
428-2 |
174-6 |
29.2% |
9-1 |
1.5% |
97% |
True |
False |
12,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
632-6 |
2.618 |
621-3 |
1.618 |
614-3 |
1.000 |
610-0 |
0.618 |
607-3 |
HIGH |
603-0 |
0.618 |
600-3 |
0.500 |
599-4 |
0.382 |
598-5 |
LOW |
596-0 |
0.618 |
591-5 |
1.000 |
589-0 |
1.618 |
584-5 |
2.618 |
577-5 |
4.250 |
566-2 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
599-4 |
596-2 |
PP |
599-1 |
594-2 |
S1 |
598-5 |
592-2 |
|