CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
591-0 |
585-4 |
-5-4 |
-0.9% |
586-2 |
High |
595-2 |
591-2 |
-4-0 |
-0.7% |
595-2 |
Low |
589-2 |
585-4 |
-3-6 |
-0.6% |
569-0 |
Close |
590-0 |
587-6 |
-2-2 |
-0.4% |
587-6 |
Range |
6-0 |
5-6 |
-0-2 |
-4.2% |
26-2 |
ATR |
14-5 |
14-0 |
-0-5 |
-4.3% |
0-0 |
Volume |
184,061 |
180,054 |
-4,007 |
-2.2% |
874,269 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
605-3 |
602-3 |
590-7 |
|
R3 |
599-5 |
596-5 |
589-3 |
|
R2 |
593-7 |
593-7 |
588-6 |
|
R1 |
590-7 |
590-7 |
588-2 |
592-3 |
PP |
588-1 |
588-1 |
588-1 |
589-0 |
S1 |
585-1 |
585-1 |
587-2 |
586-5 |
S2 |
582-3 |
582-3 |
586-6 |
|
S3 |
576-5 |
579-3 |
586-1 |
|
S4 |
570-7 |
573-5 |
584-5 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-6 |
651-4 |
602-2 |
|
R3 |
636-4 |
625-2 |
595-0 |
|
R2 |
610-2 |
610-2 |
592-4 |
|
R1 |
599-0 |
599-0 |
590-1 |
604-5 |
PP |
584-0 |
584-0 |
584-0 |
586-6 |
S1 |
572-6 |
572-6 |
585-3 |
578-3 |
S2 |
557-6 |
557-6 |
583-0 |
|
S3 |
531-4 |
546-4 |
580-4 |
|
S4 |
505-2 |
520-2 |
573-2 |
|
|
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 |
4.5% |
9-3 |
1.6% |
71% |
False |
False |
174,853 |
10 |
595-2 |
562-0 |
33-2 |
5.7% |
10-4 |
1.8% |
77% |
False |
False |
168,216 |
20 |
595-2 |
543-0 |
52-2 |
8.9% |
12-6 |
2.2% |
86% |
False |
False |
187,721 |
40 |
595-2 |
456-0 |
139-2 |
23.7% |
12-3 |
2.1% |
95% |
False |
False |
192,224 |
60 |
595-2 |
415-4 |
179-6 |
30.6% |
11-1 |
1.9% |
96% |
False |
False |
185,043 |
80 |
595-2 |
375-6 |
219-4 |
37.3% |
10-7 |
1.9% |
97% |
False |
False |
174,580 |
100 |
595-2 |
343-2 |
252-0 |
42.9% |
10-2 |
1.8% |
97% |
False |
False |
160,382 |
120 |
595-2 |
343-2 |
252-0 |
42.9% |
9-4 |
1.6% |
97% |
False |
False |
142,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
615-6 |
2.618 |
606-2 |
1.618 |
600-4 |
1.000 |
597-0 |
0.618 |
594-6 |
HIGH |
591-2 |
0.618 |
589-0 |
0.500 |
588-3 |
0.382 |
587-6 |
LOW |
585-4 |
0.618 |
582-0 |
1.000 |
579-6 |
1.618 |
576-2 |
2.618 |
570-4 |
4.250 |
561-0 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
588-3 |
585-7 |
PP |
588-1 |
584-0 |
S1 |
588-0 |
582-1 |
|