CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
576-0 |
575-2 |
-0-6 |
-0.1% |
572-2 |
| High |
589-4 |
591-0 |
1-4 |
0.3% |
586-0 |
| Low |
576-0 |
575-2 |
-0-6 |
-0.1% |
555-0 |
| Close |
584-0 |
590-2 |
6-2 |
1.1% |
572-2 |
| Range |
13-4 |
15-6 |
2-2 |
16.7% |
31-0 |
| ATR |
15-5 |
15-5 |
0-0 |
0.1% |
0-0 |
| Volume |
62,458 |
57,752 |
-4,706 |
-7.5% |
331,815 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-6 |
627-2 |
598-7 |
|
| R3 |
617-0 |
611-4 |
594-5 |
|
| R2 |
601-2 |
601-2 |
593-1 |
|
| R1 |
595-6 |
595-6 |
591-6 |
598-4 |
| PP |
585-4 |
585-4 |
585-4 |
586-7 |
| S1 |
580-0 |
580-0 |
588-6 |
582-6 |
| S2 |
569-6 |
569-6 |
587-3 |
|
| S3 |
554-0 |
564-2 |
585-7 |
|
| S4 |
538-2 |
548-4 |
581-5 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-1 |
649-1 |
589-2 |
|
| R3 |
633-1 |
618-1 |
580-6 |
|
| R2 |
602-1 |
602-1 |
577-7 |
|
| R1 |
587-1 |
587-1 |
575-1 |
587-6 |
| PP |
571-1 |
571-1 |
571-1 |
571-3 |
| S1 |
556-1 |
556-1 |
569-3 |
556-6 |
| S2 |
540-1 |
540-1 |
566-5 |
|
| S3 |
509-1 |
525-1 |
563-6 |
|
| S4 |
478-1 |
494-1 |
555-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
591-0 |
570-6 |
20-2 |
3.4% |
12-1 |
2.0% |
96% |
True |
False |
63,684 |
| 10 |
591-0 |
555-0 |
36-0 |
6.1% |
11-6 |
2.0% |
98% |
True |
False |
65,259 |
| 20 |
595-0 |
468-0 |
127-0 |
21.5% |
12-7 |
2.2% |
96% |
False |
False |
69,769 |
| 40 |
595-0 |
455-2 |
139-6 |
23.7% |
11-4 |
2.0% |
97% |
False |
False |
62,897 |
| 60 |
595-0 |
420-0 |
175-0 |
29.6% |
10-4 |
1.8% |
97% |
False |
False |
51,088 |
| 80 |
595-0 |
390-4 |
204-4 |
34.6% |
9-5 |
1.6% |
98% |
False |
False |
42,064 |
| 100 |
595-0 |
356-6 |
238-2 |
40.4% |
8-5 |
1.5% |
98% |
False |
False |
34,903 |
| 120 |
595-0 |
356-6 |
238-2 |
40.4% |
7-7 |
1.3% |
98% |
False |
False |
29,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
658-0 |
|
2.618 |
632-2 |
|
1.618 |
616-4 |
|
1.000 |
606-6 |
|
0.618 |
600-6 |
|
HIGH |
591-0 |
|
0.618 |
585-0 |
|
0.500 |
583-1 |
|
0.382 |
581-2 |
|
LOW |
575-2 |
|
0.618 |
565-4 |
|
1.000 |
559-4 |
|
1.618 |
549-6 |
|
2.618 |
534-0 |
|
4.250 |
508-2 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
587-7 |
587-7 |
| PP |
585-4 |
585-4 |
| S1 |
583-1 |
583-1 |
|