CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
575-2 |
596-4 |
21-2 |
3.7% |
572-2 |
| High |
591-0 |
597-0 |
6-0 |
1.0% |
586-0 |
| Low |
575-2 |
589-4 |
14-2 |
2.5% |
555-0 |
| Close |
590-2 |
592-0 |
1-6 |
0.3% |
572-2 |
| Range |
15-6 |
7-4 |
-8-2 |
-52.4% |
31-0 |
| ATR |
15-5 |
15-0 |
-0-5 |
-3.7% |
0-0 |
| Volume |
57,752 |
49,970 |
-7,782 |
-13.5% |
331,815 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615-3 |
611-1 |
596-1 |
|
| R3 |
607-7 |
603-5 |
594-0 |
|
| R2 |
600-3 |
600-3 |
593-3 |
|
| R1 |
596-1 |
596-1 |
592-6 |
594-4 |
| PP |
592-7 |
592-7 |
592-7 |
592-0 |
| S1 |
588-5 |
588-5 |
591-2 |
587-0 |
| S2 |
585-3 |
585-3 |
590-5 |
|
| S3 |
577-7 |
581-1 |
590-0 |
|
| S4 |
570-3 |
573-5 |
587-7 |
|
|
| 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 |
597-0 |
570-6 |
26-2 |
4.4% |
11-4 |
1.9% |
81% |
True |
False |
58,217 |
| 10 |
597-0 |
555-0 |
42-0 |
7.1% |
11-2 |
1.9% |
88% |
True |
False |
61,970 |
| 20 |
597-0 |
468-0 |
129-0 |
21.8% |
12-4 |
2.1% |
96% |
True |
False |
69,904 |
| 40 |
597-0 |
456-6 |
140-2 |
23.7% |
11-5 |
2.0% |
96% |
True |
False |
63,275 |
| 60 |
597-0 |
420-0 |
177-0 |
29.9% |
10-4 |
1.8% |
97% |
True |
False |
51,591 |
| 80 |
597-0 |
390-4 |
206-4 |
34.9% |
9-5 |
1.6% |
98% |
True |
False |
42,555 |
| 100 |
597-0 |
356-6 |
240-2 |
40.6% |
8-6 |
1.5% |
98% |
True |
False |
35,352 |
| 120 |
597-0 |
356-6 |
240-2 |
40.6% |
7-7 |
1.3% |
98% |
True |
False |
30,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
628-7 |
|
2.618 |
616-5 |
|
1.618 |
609-1 |
|
1.000 |
604-4 |
|
0.618 |
601-5 |
|
HIGH |
597-0 |
|
0.618 |
594-1 |
|
0.500 |
593-2 |
|
0.382 |
592-3 |
|
LOW |
589-4 |
|
0.618 |
584-7 |
|
1.000 |
582-0 |
|
1.618 |
577-3 |
|
2.618 |
569-7 |
|
4.250 |
557-5 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
593-2 |
590-0 |
| PP |
592-7 |
588-1 |
| S1 |
592-3 |
586-1 |
|