CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
568-2 |
584-4 |
16-2 |
2.9% |
579-0 |
| High |
586-0 |
585-4 |
-0-4 |
-0.1% |
595-0 |
| Low |
568-0 |
574-6 |
6-6 |
1.2% |
563-6 |
| Close |
585-4 |
575-6 |
-9-6 |
-1.7% |
575-0 |
| Range |
18-0 |
10-6 |
-7-2 |
-40.3% |
31-2 |
| ATR |
16-5 |
16-2 |
-0-3 |
-2.5% |
0-0 |
| Volume |
88,898 |
77,305 |
-11,593 |
-13.0% |
418,506 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-7 |
604-1 |
581-5 |
|
| R3 |
600-1 |
593-3 |
578-6 |
|
| R2 |
589-3 |
589-3 |
577-6 |
|
| R1 |
582-5 |
582-5 |
576-6 |
580-5 |
| PP |
578-5 |
578-5 |
578-5 |
577-6 |
| S1 |
571-7 |
571-7 |
574-6 |
569-7 |
| S2 |
567-7 |
567-7 |
573-6 |
|
| S3 |
557-1 |
561-1 |
572-6 |
|
| S4 |
546-3 |
550-3 |
569-7 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671-5 |
654-5 |
592-2 |
|
| R3 |
640-3 |
623-3 |
583-5 |
|
| R2 |
609-1 |
609-1 |
580-6 |
|
| R1 |
592-1 |
592-1 |
577-7 |
585-0 |
| PP |
577-7 |
577-7 |
577-7 |
574-3 |
| S1 |
560-7 |
560-7 |
572-1 |
553-6 |
| S2 |
546-5 |
546-5 |
569-2 |
|
| S3 |
515-3 |
529-5 |
566-3 |
|
| S4 |
484-1 |
498-3 |
557-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
586-0 |
555-0 |
31-0 |
5.4% |
11-1 |
1.9% |
67% |
False |
False |
65,724 |
| 10 |
595-0 |
537-4 |
57-4 |
10.0% |
12-7 |
2.2% |
67% |
False |
False |
77,811 |
| 20 |
595-0 |
468-0 |
127-0 |
22.1% |
13-3 |
2.3% |
85% |
False |
False |
66,840 |
| 40 |
595-0 |
439-0 |
156-0 |
27.1% |
10-7 |
1.9% |
88% |
False |
False |
59,922 |
| 60 |
595-0 |
402-6 |
192-2 |
33.4% |
10-3 |
1.8% |
90% |
False |
False |
48,519 |
| 80 |
595-0 |
377-6 |
217-2 |
37.7% |
9-3 |
1.6% |
91% |
False |
False |
39,627 |
| 100 |
595-0 |
356-6 |
238-2 |
41.4% |
8-2 |
1.4% |
92% |
False |
False |
32,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631-2 |
|
2.618 |
613-5 |
|
1.618 |
602-7 |
|
1.000 |
596-2 |
|
0.618 |
592-1 |
|
HIGH |
585-4 |
|
0.618 |
581-3 |
|
0.500 |
580-1 |
|
0.382 |
578-7 |
|
LOW |
574-6 |
|
0.618 |
568-1 |
|
1.000 |
564-0 |
|
1.618 |
557-3 |
|
2.618 |
546-5 |
|
4.250 |
529-0 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
580-1 |
574-0 |
| PP |
578-5 |
572-2 |
| S1 |
577-2 |
570-4 |
|