CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
601-4 |
592-0 |
-9-4 |
-1.6% |
589-6 |
High |
603-0 |
600-4 |
-2-4 |
-0.4% |
603-0 |
Low |
596-0 |
592-0 |
-4-0 |
-0.7% |
581-4 |
Close |
598-2 |
601-0 |
2-6 |
0.5% |
601-0 |
Range |
7-0 |
8-4 |
1-4 |
21.4% |
21-4 |
ATR |
14-3 |
14-0 |
-0-3 |
-2.9% |
0-0 |
Volume |
10,305 |
15,659 |
5,354 |
52.0% |
75,647 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-3 |
620-5 |
605-5 |
|
R3 |
614-7 |
612-1 |
603-3 |
|
R2 |
606-3 |
606-3 |
602-4 |
|
R1 |
603-5 |
603-5 |
601-6 |
605-0 |
PP |
597-7 |
597-7 |
597-7 |
598-4 |
S1 |
595-1 |
595-1 |
600-2 |
596-4 |
S2 |
589-3 |
589-3 |
599-4 |
|
S3 |
580-7 |
586-5 |
598-5 |
|
S4 |
572-3 |
578-1 |
596-3 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-5 |
651-7 |
612-7 |
|
R3 |
638-1 |
630-3 |
606-7 |
|
R2 |
616-5 |
616-5 |
605-0 |
|
R1 |
608-7 |
608-7 |
603-0 |
612-6 |
PP |
595-1 |
595-1 |
595-1 |
597-1 |
S1 |
587-3 |
587-3 |
599-0 |
591-2 |
S2 |
573-5 |
573-5 |
597-0 |
|
S3 |
552-1 |
565-7 |
595-1 |
|
S4 |
530-5 |
544-3 |
589-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
603-0 |
581-4 |
21-4 |
3.6% |
10-1 |
1.7% |
91% |
False |
False |
15,129 |
10 |
603-0 |
561-0 |
42-0 |
7.0% |
11-0 |
1.8% |
95% |
False |
False |
16,509 |
20 |
603-0 |
474-4 |
128-4 |
21.4% |
11-2 |
1.9% |
98% |
False |
False |
18,003 |
40 |
603-0 |
466-4 |
136-4 |
22.7% |
10-5 |
1.8% |
99% |
False |
False |
16,137 |
60 |
603-0 |
428-2 |
174-6 |
29.1% |
9-0 |
1.5% |
99% |
False |
False |
12,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-5 |
2.618 |
622-6 |
1.618 |
614-2 |
1.000 |
609-0 |
0.618 |
605-6 |
HIGH |
600-4 |
0.618 |
597-2 |
0.500 |
596-2 |
0.382 |
595-2 |
LOW |
592-0 |
0.618 |
586-6 |
1.000 |
583-4 |
1.618 |
578-2 |
2.618 |
569-6 |
4.250 |
555-7 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
599-3 |
598-1 |
PP |
597-7 |
595-1 |
S1 |
596-2 |
592-2 |
|