CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
593-4 |
586-0 |
-7-4 |
-1.3% |
579-0 |
High |
594-4 |
598-6 |
4-2 |
0.7% |
595-0 |
Low |
587-2 |
586-0 |
-1-2 |
-0.2% |
565-0 |
Close |
590-6 |
594-0 |
3-2 |
0.6% |
581-0 |
Range |
7-2 |
12-6 |
5-4 |
75.9% |
30-0 |
ATR |
14-7 |
14-5 |
-0-1 |
-1.0% |
0-0 |
Volume |
29,640 |
27,367 |
-2,273 |
-7.7% |
154,117 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
631-1 |
625-3 |
601-0 |
|
R3 |
618-3 |
612-5 |
597-4 |
|
R2 |
605-5 |
605-5 |
596-3 |
|
R1 |
599-7 |
599-7 |
595-1 |
602-6 |
PP |
592-7 |
592-7 |
592-7 |
594-3 |
S1 |
587-1 |
587-1 |
592-7 |
590-0 |
S2 |
580-1 |
580-1 |
591-5 |
|
S3 |
567-3 |
574-3 |
590-4 |
|
S4 |
554-5 |
561-5 |
587-0 |
|
|
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 |
598-6 |
574-4 |
24-2 |
4.1% |
12-0 |
2.0% |
80% |
True |
False |
34,284 |
10 |
601-0 |
565-0 |
36-0 |
6.1% |
10-5 |
1.8% |
81% |
False |
False |
32,027 |
20 |
601-0 |
479-0 |
122-0 |
20.5% |
11-7 |
2.0% |
94% |
False |
False |
33,061 |
40 |
601-0 |
463-4 |
137-4 |
23.1% |
9-6 |
1.6% |
95% |
False |
False |
29,148 |
60 |
601-0 |
427-4 |
173-4 |
29.2% |
8-6 |
1.5% |
96% |
False |
False |
24,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
653-0 |
2.618 |
632-1 |
1.618 |
619-3 |
1.000 |
611-4 |
0.618 |
606-5 |
HIGH |
598-6 |
0.618 |
593-7 |
0.500 |
592-3 |
0.382 |
590-7 |
LOW |
586-0 |
0.618 |
578-1 |
1.000 |
573-2 |
1.618 |
565-3 |
2.618 |
552-5 |
4.250 |
531-6 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
593-4 |
592-5 |
PP |
592-7 |
591-2 |
S1 |
592-3 |
589-7 |
|