CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
586-0 |
585-6 |
-0-2 |
0.0% |
579-0 |
High |
598-6 |
601-0 |
2-2 |
0.4% |
595-0 |
Low |
586-0 |
585-6 |
-0-2 |
0.0% |
565-0 |
Close |
594-0 |
599-6 |
5-6 |
1.0% |
581-0 |
Range |
12-6 |
15-2 |
2-4 |
19.6% |
30-0 |
ATR |
14-5 |
14-6 |
0-0 |
0.3% |
0-0 |
Volume |
27,367 |
28,149 |
782 |
2.9% |
154,117 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
641-2 |
635-6 |
608-1 |
|
R3 |
626-0 |
620-4 |
604-0 |
|
R2 |
610-6 |
610-6 |
602-4 |
|
R1 |
605-2 |
605-2 |
601-1 |
608-0 |
PP |
595-4 |
595-4 |
595-4 |
596-7 |
S1 |
590-0 |
590-0 |
598-3 |
592-6 |
S2 |
580-2 |
580-2 |
597-0 |
|
S3 |
565-0 |
574-6 |
595-4 |
|
S4 |
549-6 |
559-4 |
591-3 |
|
|
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 |
601-0 |
581-0 |
20-0 |
3.3% |
10-7 |
1.8% |
94% |
True |
False |
33,101 |
10 |
601-0 |
565-0 |
36-0 |
6.0% |
10-4 |
1.7% |
97% |
True |
False |
30,027 |
20 |
601-0 |
479-0 |
122-0 |
20.3% |
11-7 |
2.0% |
99% |
True |
False |
33,672 |
40 |
601-0 |
469-2 |
131-6 |
22.0% |
9-7 |
1.7% |
99% |
True |
False |
29,460 |
60 |
601-0 |
436-0 |
165-0 |
27.5% |
9-0 |
1.5% |
99% |
True |
False |
24,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
665-6 |
2.618 |
640-7 |
1.618 |
625-5 |
1.000 |
616-2 |
0.618 |
610-3 |
HIGH |
601-0 |
0.618 |
595-1 |
0.500 |
593-3 |
0.382 |
591-5 |
LOW |
585-6 |
0.618 |
576-3 |
1.000 |
570-4 |
1.618 |
561-1 |
2.618 |
545-7 |
4.250 |
521-0 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
597-5 |
597-5 |
PP |
595-4 |
595-4 |
S1 |
593-3 |
593-3 |
|