CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
578-0 |
591-0 |
13-0 |
2.2% |
572-4 |
High |
582-0 |
595-2 |
13-2 |
2.3% |
585-0 |
Low |
569-0 |
589-2 |
20-2 |
3.6% |
562-0 |
Close |
581-0 |
590-0 |
9-0 |
1.5% |
582-0 |
Range |
13-0 |
6-0 |
-7-0 |
-53.8% |
23-0 |
ATR |
14-5 |
14-5 |
0-0 |
-0.2% |
0-0 |
Volume |
185,951 |
184,061 |
-1,890 |
-1.0% |
807,898 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-4 |
605-6 |
593-2 |
|
R3 |
603-4 |
599-6 |
591-5 |
|
R2 |
597-4 |
597-4 |
591-1 |
|
R1 |
593-6 |
593-6 |
590-4 |
592-5 |
PP |
591-4 |
591-4 |
591-4 |
591-0 |
S1 |
587-6 |
587-6 |
589-4 |
586-5 |
S2 |
585-4 |
585-4 |
588-7 |
|
S3 |
579-4 |
581-6 |
588-3 |
|
S4 |
573-4 |
575-6 |
586-6 |
|
|
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 |
595-2 |
569-0 |
26-2 |
4.4% |
10-1 |
1.7% |
80% |
True |
False |
164,462 |
10 |
595-2 |
559-4 |
35-6 |
6.1% |
11-0 |
1.9% |
85% |
True |
False |
163,783 |
20 |
595-2 |
528-2 |
67-0 |
11.4% |
12-4 |
2.1% |
92% |
True |
False |
182,678 |
40 |
595-2 |
456-0 |
139-2 |
23.6% |
12-4 |
2.1% |
96% |
True |
False |
193,325 |
60 |
595-2 |
412-4 |
182-6 |
31.0% |
11-3 |
1.9% |
97% |
True |
False |
185,021 |
80 |
595-2 |
375-6 |
219-4 |
37.2% |
11-0 |
1.9% |
98% |
True |
False |
173,728 |
100 |
595-2 |
343-2 |
252-0 |
42.7% |
10-2 |
1.7% |
98% |
True |
False |
159,162 |
120 |
595-2 |
343-2 |
252-0 |
42.7% |
9-4 |
1.6% |
98% |
True |
False |
141,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-6 |
2.618 |
611-0 |
1.618 |
605-0 |
1.000 |
601-2 |
0.618 |
599-0 |
HIGH |
595-2 |
0.618 |
593-0 |
0.500 |
592-2 |
0.382 |
591-4 |
LOW |
589-2 |
0.618 |
585-4 |
1.000 |
583-2 |
1.618 |
579-4 |
2.618 |
573-4 |
4.250 |
563-6 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
592-2 |
587-3 |
PP |
591-4 |
584-6 |
S1 |
590-6 |
582-1 |
|