CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
502-0 |
537-4 |
35-4 |
7.1% |
468-0 |
| High |
511-0 |
537-4 |
26-4 |
5.2% |
537-4 |
| Low |
502-0 |
537-4 |
35-4 |
7.1% |
468-0 |
| Close |
507-4 |
537-4 |
30-0 |
5.9% |
537-4 |
| Range |
9-0 |
0-0 |
-9-0 |
-100.0% |
69-4 |
| ATR |
13-5 |
14-6 |
1-1 |
8.6% |
0-0 |
| Volume |
41,003 |
98,324 |
57,321 |
139.8% |
349,182 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537-4 |
537-4 |
537-4 |
|
| R3 |
537-4 |
537-4 |
537-4 |
|
| R2 |
537-4 |
537-4 |
537-4 |
|
| R1 |
537-4 |
537-4 |
537-4 |
537-4 |
| PP |
537-4 |
537-4 |
537-4 |
537-4 |
| S1 |
537-4 |
537-4 |
537-4 |
537-4 |
| S2 |
537-4 |
537-4 |
537-4 |
|
| S3 |
537-4 |
537-4 |
537-4 |
|
| S4 |
537-4 |
537-4 |
537-4 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-7 |
699-5 |
575-6 |
|
| R3 |
653-3 |
630-1 |
556-5 |
|
| R2 |
583-7 |
583-7 |
550-2 |
|
| R1 |
560-5 |
560-5 |
543-7 |
572-2 |
| PP |
514-3 |
514-3 |
514-3 |
520-1 |
| S1 |
491-1 |
491-1 |
531-1 |
502-6 |
| S2 |
444-7 |
444-7 |
524-6 |
|
| S3 |
375-3 |
421-5 |
518-3 |
|
| S4 |
305-7 |
352-1 |
499-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
537-4 |
468-0 |
69-4 |
12.9% |
8-4 |
1.6% |
100% |
True |
False |
69,836 |
| 10 |
537-4 |
468-0 |
69-4 |
12.9% |
12-2 |
2.3% |
100% |
True |
False |
61,390 |
| 20 |
537-4 |
468-0 |
69-4 |
12.9% |
11-2 |
2.1% |
100% |
True |
False |
61,296 |
| 40 |
537-4 |
429-4 |
108-0 |
20.1% |
9-3 |
1.8% |
100% |
True |
False |
49,075 |
| 60 |
537-4 |
390-4 |
147-0 |
27.3% |
9-1 |
1.7% |
100% |
True |
False |
39,371 |
| 80 |
537-4 |
356-6 |
180-6 |
33.6% |
8-2 |
1.5% |
100% |
True |
False |
31,643 |
| 100 |
537-4 |
356-6 |
180-6 |
33.6% |
7-3 |
1.4% |
100% |
True |
False |
26,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
537-4 |
|
2.618 |
537-4 |
|
1.618 |
537-4 |
|
1.000 |
537-4 |
|
0.618 |
537-4 |
|
HIGH |
537-4 |
|
0.618 |
537-4 |
|
0.500 |
537-4 |
|
0.382 |
537-4 |
|
LOW |
537-4 |
|
0.618 |
537-4 |
|
1.000 |
537-4 |
|
1.618 |
537-4 |
|
2.618 |
537-4 |
|
4.250 |
537-4 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
537-4 |
531-0 |
| PP |
537-4 |
524-3 |
| S1 |
537-4 |
517-7 |
|