CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
573-6 |
586-2 |
12-4 |
2.2% |
572-4 |
High |
582-6 |
588-2 |
5-4 |
0.9% |
585-0 |
Low |
573-2 |
576-6 |
3-4 |
0.6% |
562-0 |
Close |
582-0 |
577-2 |
-4-6 |
-0.8% |
582-0 |
Range |
9-4 |
11-4 |
2-0 |
21.1% |
23-0 |
ATR |
15-3 |
15-1 |
-0-2 |
-1.8% |
0-0 |
Volume |
128,098 |
153,869 |
25,771 |
20.1% |
807,898 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-2 |
607-6 |
583-5 |
|
R3 |
603-6 |
596-2 |
580-3 |
|
R2 |
592-2 |
592-2 |
579-3 |
|
R1 |
584-6 |
584-6 |
578-2 |
582-6 |
PP |
580-6 |
580-6 |
580-6 |
579-6 |
S1 |
573-2 |
573-2 |
576-2 |
571-2 |
S2 |
569-2 |
569-2 |
575-1 |
|
S3 |
557-6 |
561-6 |
574-1 |
|
S4 |
546-2 |
550-2 |
570-7 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-3 |
636-5 |
594-5 |
|
R3 |
622-3 |
613-5 |
588-3 |
|
R2 |
599-3 |
599-3 |
586-2 |
|
R1 |
590-5 |
590-5 |
584-1 |
595-0 |
PP |
576-3 |
576-3 |
576-3 |
578-4 |
S1 |
567-5 |
567-5 |
579-7 |
572-0 |
S2 |
553-3 |
553-3 |
577-6 |
|
S3 |
530-3 |
544-5 |
575-5 |
|
S4 |
507-3 |
521-5 |
569-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
588-2 |
562-0 |
26-2 |
4.5% |
12-0 |
2.1% |
58% |
True |
False |
162,716 |
10 |
588-2 |
543-0 |
45-2 |
7.8% |
12-2 |
2.1% |
76% |
True |
False |
173,673 |
20 |
588-2 |
478-2 |
110-0 |
19.1% |
12-4 |
2.2% |
90% |
True |
False |
183,309 |
40 |
588-2 |
456-0 |
132-2 |
22.9% |
12-3 |
2.2% |
92% |
True |
False |
196,302 |
60 |
588-2 |
406-0 |
182-2 |
31.6% |
11-3 |
2.0% |
94% |
True |
False |
184,010 |
80 |
588-2 |
375-6 |
212-4 |
36.8% |
11-0 |
1.9% |
95% |
True |
False |
170,948 |
100 |
588-2 |
343-2 |
245-0 |
42.4% |
10-1 |
1.8% |
96% |
True |
False |
155,583 |
120 |
588-2 |
343-2 |
245-0 |
42.4% |
9-3 |
1.6% |
96% |
True |
False |
137,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
637-1 |
2.618 |
618-3 |
1.618 |
606-7 |
1.000 |
599-6 |
0.618 |
595-3 |
HIGH |
588-2 |
0.618 |
583-7 |
0.500 |
582-4 |
0.382 |
581-1 |
LOW |
576-6 |
0.618 |
569-5 |
1.000 |
565-2 |
1.618 |
558-1 |
2.618 |
546-5 |
4.250 |
527-7 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
582-4 |
580-6 |
PP |
580-6 |
579-5 |
S1 |
579-0 |
578-3 |
|