CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
547-0 |
557-0 |
10-0 |
1.8% |
570-4 |
High |
555-0 |
575-0 |
20-0 |
3.6% |
585-4 |
Low |
543-0 |
556-4 |
13-4 |
2.5% |
555-0 |
Close |
546-0 |
573-4 |
27-4 |
5.0% |
563-0 |
Range |
12-0 |
18-4 |
6-4 |
54.2% |
30-4 |
ATR |
16-6 |
17-5 |
0-7 |
5.2% |
0-0 |
Volume |
226,074 |
224,044 |
-2,030 |
-0.9% |
1,155,847 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
623-7 |
617-1 |
583-5 |
|
R3 |
605-3 |
598-5 |
578-5 |
|
R2 |
586-7 |
586-7 |
576-7 |
|
R1 |
580-1 |
580-1 |
575-2 |
583-4 |
PP |
568-3 |
568-3 |
568-3 |
570-0 |
S1 |
561-5 |
561-5 |
571-6 |
565-0 |
S2 |
549-7 |
549-7 |
570-1 |
|
S3 |
531-3 |
543-1 |
568-3 |
|
S4 |
512-7 |
524-5 |
563-3 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-3 |
641-5 |
579-6 |
|
R3 |
628-7 |
611-1 |
571-3 |
|
R2 |
598-3 |
598-3 |
568-5 |
|
R1 |
580-5 |
580-5 |
565-6 |
574-2 |
PP |
567-7 |
567-7 |
567-7 |
564-5 |
S1 |
550-1 |
550-1 |
560-2 |
543-6 |
S2 |
537-3 |
537-3 |
557-3 |
|
S3 |
506-7 |
519-5 |
554-5 |
|
S4 |
476-3 |
489-1 |
546-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
579-0 |
543-0 |
36-0 |
6.3% |
12-4 |
2.2% |
85% |
False |
False |
188,684 |
10 |
585-4 |
492-2 |
93-2 |
16.3% |
13-6 |
2.4% |
87% |
False |
False |
203,413 |
20 |
585-4 |
456-0 |
129-4 |
22.6% |
14-0 |
2.5% |
91% |
False |
False |
205,846 |
40 |
585-4 |
415-4 |
170-0 |
29.6% |
11-6 |
2.0% |
93% |
False |
False |
196,105 |
60 |
585-4 |
382-2 |
203-2 |
35.4% |
11-4 |
2.0% |
94% |
False |
False |
183,548 |
80 |
585-4 |
343-2 |
242-2 |
42.2% |
10-4 |
1.8% |
95% |
False |
False |
168,309 |
100 |
585-4 |
343-2 |
242-2 |
42.2% |
9-5 |
1.7% |
95% |
False |
False |
147,147 |
120 |
585-4 |
343-2 |
242-2 |
42.2% |
9-1 |
1.6% |
95% |
False |
False |
130,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
653-5 |
2.618 |
623-3 |
1.618 |
604-7 |
1.000 |
593-4 |
0.618 |
586-3 |
HIGH |
575-0 |
0.618 |
567-7 |
0.500 |
565-6 |
0.382 |
563-5 |
LOW |
556-4 |
0.618 |
545-1 |
1.000 |
538-0 |
1.618 |
526-5 |
2.618 |
508-1 |
4.250 |
477-7 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
570-7 |
568-5 |
PP |
568-3 |
563-7 |
S1 |
565-6 |
559-0 |
|