CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
501-0 |
502-0 |
1-0 |
0.2% |
532-6 |
| High |
501-6 |
511-0 |
9-2 |
1.8% |
533-4 |
| Low |
498-2 |
502-0 |
3-6 |
0.8% |
478-2 |
| Close |
499-2 |
507-4 |
8-2 |
1.7% |
478-2 |
| Range |
3-4 |
9-0 |
5-4 |
157.1% |
55-2 |
| ATR |
13-6 |
13-5 |
-0-1 |
-1.1% |
0-0 |
| Volume |
58,831 |
41,003 |
-17,828 |
-30.3% |
264,720 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
533-7 |
529-5 |
512-4 |
|
| R3 |
524-7 |
520-5 |
510-0 |
|
| R2 |
515-7 |
515-7 |
509-1 |
|
| R1 |
511-5 |
511-5 |
508-3 |
513-6 |
| PP |
506-7 |
506-7 |
506-7 |
507-7 |
| S1 |
502-5 |
502-5 |
506-5 |
504-6 |
| S2 |
497-7 |
497-7 |
505-7 |
|
| S3 |
488-7 |
493-5 |
505-0 |
|
| S4 |
479-7 |
484-5 |
502-4 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-3 |
625-5 |
508-5 |
|
| R3 |
607-1 |
570-3 |
493-4 |
|
| R2 |
551-7 |
551-7 |
488-3 |
|
| R1 |
515-1 |
515-1 |
483-3 |
505-7 |
| PP |
496-5 |
496-5 |
496-5 |
492-0 |
| S1 |
459-7 |
459-7 |
473-1 |
450-5 |
| S2 |
441-3 |
441-3 |
468-1 |
|
| S3 |
386-1 |
404-5 |
463-0 |
|
| S4 |
330-7 |
349-3 |
447-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
511-0 |
468-0 |
43-0 |
8.5% |
12-4 |
2.5% |
92% |
True |
False |
65,775 |
| 10 |
536-0 |
468-0 |
68-0 |
13.4% |
13-7 |
2.7% |
58% |
False |
False |
55,869 |
| 20 |
536-0 |
468-0 |
68-0 |
13.4% |
11-6 |
2.3% |
58% |
False |
False |
60,693 |
| 40 |
536-0 |
426-0 |
110-0 |
21.7% |
9-6 |
1.9% |
74% |
False |
False |
47,373 |
| 60 |
536-0 |
390-4 |
145-4 |
28.7% |
9-2 |
1.8% |
80% |
False |
False |
37,887 |
| 80 |
536-0 |
356-6 |
179-2 |
35.3% |
8-3 |
1.6% |
84% |
False |
False |
30,477 |
| 100 |
536-0 |
356-6 |
179-2 |
35.3% |
7-3 |
1.5% |
84% |
False |
False |
25,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
549-2 |
|
2.618 |
534-4 |
|
1.618 |
525-4 |
|
1.000 |
520-0 |
|
0.618 |
516-4 |
|
HIGH |
511-0 |
|
0.618 |
507-4 |
|
0.500 |
506-4 |
|
0.382 |
505-4 |
|
LOW |
502-0 |
|
0.618 |
496-4 |
|
1.000 |
493-0 |
|
1.618 |
487-4 |
|
2.618 |
478-4 |
|
4.250 |
463-6 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
507-1 |
505-1 |
| PP |
506-7 |
502-7 |
| S1 |
506-4 |
500-4 |
|