CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
585-6 |
605-6 |
20-0 |
3.4% |
579-0 |
| High |
601-0 |
606-2 |
5-2 |
0.9% |
595-0 |
| Low |
585-6 |
598-6 |
13-0 |
2.2% |
565-0 |
| Close |
599-6 |
602-0 |
2-2 |
0.4% |
581-0 |
| Range |
15-2 |
7-4 |
-7-6 |
-50.8% |
30-0 |
| ATR |
14-6 |
14-2 |
-0-4 |
-3.5% |
0-0 |
| Volume |
28,149 |
27,967 |
-182 |
-0.6% |
154,117 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-7 |
620-7 |
606-1 |
|
| R3 |
617-3 |
613-3 |
604-0 |
|
| R2 |
609-7 |
609-7 |
603-3 |
|
| R1 |
605-7 |
605-7 |
602-6 |
604-1 |
| PP |
602-3 |
602-3 |
602-3 |
601-4 |
| S1 |
598-3 |
598-3 |
601-2 |
596-5 |
| S2 |
594-7 |
594-7 |
600-5 |
|
| S3 |
587-3 |
590-7 |
600-0 |
|
| S4 |
579-7 |
583-3 |
597-7 |
|
|
| 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 |
606-2 |
581-0 |
25-2 |
4.2% |
10-2 |
1.7% |
83% |
True |
False |
28,922 |
| 10 |
606-2 |
565-0 |
41-2 |
6.9% |
10-0 |
1.7% |
90% |
True |
False |
29,159 |
| 20 |
606-2 |
479-0 |
127-2 |
21.1% |
11-3 |
1.9% |
97% |
True |
False |
34,035 |
| 40 |
606-2 |
470-0 |
136-2 |
22.6% |
10-0 |
1.7% |
97% |
True |
False |
29,844 |
| 60 |
606-2 |
436-0 |
170-2 |
28.3% |
9-0 |
1.5% |
98% |
True |
False |
24,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
638-1 |
|
2.618 |
625-7 |
|
1.618 |
618-3 |
|
1.000 |
613-6 |
|
0.618 |
610-7 |
|
HIGH |
606-2 |
|
0.618 |
603-3 |
|
0.500 |
602-4 |
|
0.382 |
601-5 |
|
LOW |
598-6 |
|
0.618 |
594-1 |
|
1.000 |
591-2 |
|
1.618 |
586-5 |
|
2.618 |
579-1 |
|
4.250 |
566-7 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
602-4 |
600-0 |
| PP |
602-3 |
598-0 |
| S1 |
602-1 |
596-0 |
|