CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
479-0 |
500-4 |
21-4 |
4.5% |
540-2 |
High |
494-2 |
512-0 |
17-6 |
3.6% |
540-4 |
Low |
479-0 |
500-4 |
21-4 |
4.5% |
487-4 |
Close |
493-2 |
511-6 |
18-4 |
3.8% |
487-4 |
Range |
15-2 |
11-4 |
-3-6 |
-24.6% |
53-0 |
ATR |
12-7 |
13-2 |
0-3 |
3.3% |
0-0 |
Volume |
44,160 |
34,136 |
-10,024 |
-22.7% |
114,587 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-5 |
538-5 |
518-1 |
|
R3 |
531-1 |
527-1 |
514-7 |
|
R2 |
519-5 |
519-5 |
513-7 |
|
R1 |
515-5 |
515-5 |
512-6 |
517-5 |
PP |
508-1 |
508-1 |
508-1 |
509-0 |
S1 |
504-1 |
504-1 |
510-6 |
506-1 |
S2 |
496-5 |
496-5 |
509-5 |
|
S3 |
485-1 |
492-5 |
508-5 |
|
S4 |
473-5 |
481-1 |
505-3 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-1 |
628-7 |
516-5 |
|
R3 |
611-1 |
575-7 |
502-1 |
|
R2 |
558-1 |
558-1 |
497-2 |
|
R1 |
522-7 |
522-7 |
492-3 |
514-0 |
PP |
505-1 |
505-1 |
505-1 |
500-6 |
S1 |
469-7 |
469-7 |
482-5 |
461-0 |
S2 |
452-1 |
452-1 |
477-6 |
|
S3 |
399-1 |
416-7 |
472-7 |
|
S4 |
346-1 |
363-7 |
458-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
560-7 |
2.618 |
542-1 |
1.618 |
530-5 |
1.000 |
523-4 |
0.618 |
519-1 |
HIGH |
512-0 |
0.618 |
507-5 |
0.500 |
506-2 |
0.382 |
504-7 |
LOW |
500-4 |
0.618 |
493-3 |
1.000 |
489-0 |
1.618 |
481-7 |
2.618 |
470-3 |
4.250 |
451-5 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
509-7 |
506-3 |
PP |
508-1 |
500-7 |
S1 |
506-2 |
495-4 |
|