CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
591-6 |
581-4 |
-10-2 |
-1.7% |
586-6 |
High |
595-4 |
587-0 |
-8-4 |
-1.4% |
601-0 |
Low |
584-0 |
581-4 |
-2-4 |
-0.4% |
572-4 |
Close |
584-2 |
582-4 |
-1-6 |
-0.3% |
582-4 |
Range |
11-4 |
5-4 |
-6-0 |
-52.2% |
28-4 |
ATR |
16-1 |
15-3 |
-0-6 |
-4.7% |
0-0 |
Volume |
36,642 |
24,356 |
-12,286 |
-33.5% |
208,164 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
600-1 |
596-7 |
585-4 |
|
R3 |
594-5 |
591-3 |
584-0 |
|
R2 |
589-1 |
589-1 |
583-4 |
|
R1 |
585-7 |
585-7 |
583-0 |
587-4 |
PP |
583-5 |
583-5 |
583-5 |
584-4 |
S1 |
580-3 |
580-3 |
582-0 |
582-0 |
S2 |
578-1 |
578-1 |
581-4 |
|
S3 |
572-5 |
574-7 |
581-0 |
|
S4 |
567-1 |
569-3 |
579-4 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-7 |
655-1 |
598-1 |
|
R3 |
642-3 |
626-5 |
590-3 |
|
R2 |
613-7 |
613-7 |
587-6 |
|
R1 |
598-1 |
598-1 |
585-1 |
591-6 |
PP |
585-3 |
585-3 |
585-3 |
582-1 |
S1 |
569-5 |
569-5 |
579-7 |
563-2 |
S2 |
556-7 |
556-7 |
577-2 |
|
S3 |
528-3 |
541-1 |
574-5 |
|
S4 |
499-7 |
512-5 |
566-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
610-3 |
2.618 |
601-3 |
1.618 |
595-7 |
1.000 |
592-4 |
0.618 |
590-3 |
HIGH |
587-0 |
0.618 |
584-7 |
0.500 |
584-2 |
0.382 |
583-5 |
LOW |
581-4 |
0.618 |
578-1 |
1.000 |
576-0 |
1.618 |
572-5 |
2.618 |
567-1 |
4.250 |
558-1 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
584-2 |
591-2 |
PP |
583-5 |
588-3 |
S1 |
583-1 |
585-3 |
|