CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
586-2 |
583-0 |
-3-2 |
-0.6% |
572-4 |
High |
588-2 |
583-0 |
-5-2 |
-0.9% |
585-0 |
Low |
576-6 |
572-4 |
-4-2 |
-0.7% |
562-0 |
Close |
577-2 |
575-6 |
-1-4 |
-0.3% |
582-0 |
Range |
11-4 |
10-4 |
-1-0 |
-8.7% |
23-0 |
ATR |
15-1 |
14-6 |
-0-3 |
-2.2% |
0-0 |
Volume |
153,869 |
170,334 |
16,465 |
10.7% |
807,898 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-5 |
602-5 |
581-4 |
|
R3 |
598-1 |
592-1 |
578-5 |
|
R2 |
587-5 |
587-5 |
577-5 |
|
R1 |
581-5 |
581-5 |
576-6 |
579-3 |
PP |
577-1 |
577-1 |
577-1 |
576-0 |
S1 |
571-1 |
571-1 |
574-6 |
568-7 |
S2 |
566-5 |
566-5 |
573-7 |
|
S3 |
556-1 |
560-5 |
572-7 |
|
S4 |
545-5 |
550-1 |
570-0 |
|
|
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 |
4.6% |
11-3 |
2.0% |
52% |
False |
False |
162,694 |
10 |
588-2 |
556-4 |
31-6 |
5.5% |
12-1 |
2.1% |
61% |
False |
False |
168,099 |
20 |
588-2 |
487-4 |
100-6 |
17.5% |
12-2 |
2.1% |
88% |
False |
False |
181,528 |
40 |
588-2 |
456-0 |
132-2 |
23.0% |
12-4 |
2.2% |
91% |
False |
False |
192,817 |
60 |
588-2 |
406-0 |
182-2 |
31.7% |
11-3 |
2.0% |
93% |
False |
False |
183,926 |
80 |
588-2 |
375-6 |
212-4 |
36.9% |
11-0 |
1.9% |
94% |
False |
False |
171,775 |
100 |
588-2 |
343-2 |
245-0 |
42.6% |
10-1 |
1.8% |
95% |
False |
False |
156,523 |
120 |
588-2 |
343-2 |
245-0 |
42.6% |
9-3 |
1.6% |
95% |
False |
False |
138,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
627-5 |
2.618 |
610-4 |
1.618 |
600-0 |
1.000 |
593-4 |
0.618 |
589-4 |
HIGH |
583-0 |
0.618 |
579-0 |
0.500 |
577-6 |
0.382 |
576-4 |
LOW |
572-4 |
0.618 |
566-0 |
1.000 |
562-0 |
1.618 |
555-4 |
2.618 |
545-0 |
4.250 |
527-7 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
577-6 |
580-3 |
PP |
577-1 |
578-7 |
S1 |
576-3 |
577-2 |
|