CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
587-2 |
593-4 |
6-2 |
1.1% |
579-0 |
High |
589-6 |
594-4 |
4-6 |
0.8% |
595-0 |
Low |
581-0 |
587-2 |
6-2 |
1.1% |
565-0 |
Close |
581-0 |
590-6 |
9-6 |
1.7% |
581-0 |
Range |
8-6 |
7-2 |
-1-4 |
-17.1% |
30-0 |
ATR |
14-7 |
14-7 |
-0-1 |
-0.7% |
0-0 |
Volume |
31,491 |
29,640 |
-1,851 |
-5.9% |
154,117 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612-5 |
608-7 |
594-6 |
|
R3 |
605-3 |
601-5 |
592-6 |
|
R2 |
598-1 |
598-1 |
592-1 |
|
R1 |
594-3 |
594-3 |
591-3 |
592-5 |
PP |
590-7 |
590-7 |
590-7 |
590-0 |
S1 |
587-1 |
587-1 |
590-1 |
585-3 |
S2 |
583-5 |
583-5 |
589-3 |
|
S3 |
576-3 |
579-7 |
588-6 |
|
S4 |
569-1 |
572-5 |
586-6 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-3 |
655-5 |
597-4 |
|
R3 |
640-3 |
625-5 |
589-2 |
|
R2 |
610-3 |
610-3 |
586-4 |
|
R1 |
595-5 |
595-5 |
583-6 |
603-0 |
PP |
580-3 |
580-3 |
580-3 |
584-0 |
S1 |
565-5 |
565-5 |
578-2 |
573-0 |
S2 |
550-3 |
550-3 |
575-4 |
|
S3 |
520-3 |
535-5 |
572-6 |
|
S4 |
490-3 |
505-5 |
564-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
595-0 |
565-0 |
30-0 |
5.1% |
10-7 |
1.8% |
86% |
False |
False |
31,779 |
10 |
601-0 |
565-0 |
36-0 |
6.1% |
12-0 |
2.0% |
72% |
False |
False |
35,541 |
20 |
601-0 |
479-0 |
122-0 |
20.7% |
11-6 |
2.0% |
92% |
False |
False |
32,465 |
40 |
601-0 |
463-4 |
137-4 |
23.3% |
9-3 |
1.6% |
93% |
False |
False |
28,752 |
60 |
601-0 |
427-4 |
173-4 |
29.4% |
8-6 |
1.5% |
94% |
False |
False |
23,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
625-2 |
2.618 |
613-4 |
1.618 |
606-2 |
1.000 |
601-6 |
0.618 |
599-0 |
HIGH |
594-4 |
0.618 |
591-6 |
0.500 |
590-7 |
0.382 |
590-0 |
LOW |
587-2 |
0.618 |
582-6 |
1.000 |
580-0 |
1.618 |
575-4 |
2.618 |
568-2 |
4.250 |
556-4 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
590-7 |
589-6 |
PP |
590-7 |
588-6 |
S1 |
590-6 |
587-6 |
|