CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
596-4 |
586-2 |
-10-2 |
-1.7% |
585-0 |
| High |
597-0 |
595-0 |
-2-0 |
-0.3% |
597-0 |
| Low |
589-4 |
586-2 |
-3-2 |
-0.6% |
575-2 |
| Close |
592-0 |
595-0 |
3-0 |
0.5% |
595-0 |
| Range |
7-4 |
8-6 |
1-2 |
16.7% |
21-6 |
| ATR |
15-0 |
14-5 |
-0-4 |
-3.0% |
0-0 |
| Volume |
49,970 |
104,750 |
54,780 |
109.6% |
325,306 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618-3 |
615-3 |
599-6 |
|
| R3 |
609-5 |
606-5 |
597-3 |
|
| R2 |
600-7 |
600-7 |
596-5 |
|
| R1 |
597-7 |
597-7 |
595-6 |
599-3 |
| PP |
592-1 |
592-1 |
592-1 |
592-6 |
| S1 |
589-1 |
589-1 |
594-2 |
590-5 |
| S2 |
583-3 |
583-3 |
593-3 |
|
| S3 |
574-5 |
580-3 |
592-5 |
|
| S4 |
565-7 |
571-5 |
590-2 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654-3 |
646-3 |
607-0 |
|
| R3 |
632-5 |
624-5 |
601-0 |
|
| R2 |
610-7 |
610-7 |
599-0 |
|
| R1 |
602-7 |
602-7 |
597-0 |
606-7 |
| PP |
589-1 |
589-1 |
589-1 |
591-0 |
| S1 |
581-1 |
581-1 |
593-0 |
585-1 |
| S2 |
567-3 |
567-3 |
591-0 |
|
| S3 |
545-5 |
559-3 |
589-0 |
|
| S4 |
523-7 |
537-5 |
583-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
597-0 |
575-2 |
21-6 |
3.7% |
10-7 |
1.8% |
91% |
False |
False |
65,061 |
| 10 |
597-0 |
555-0 |
42-0 |
7.1% |
11-3 |
1.9% |
95% |
False |
False |
65,712 |
| 20 |
597-0 |
468-0 |
129-0 |
21.7% |
11-7 |
2.0% |
98% |
False |
False |
71,240 |
| 40 |
597-0 |
460-6 |
136-2 |
22.9% |
11-6 |
2.0% |
99% |
False |
False |
65,151 |
| 60 |
597-0 |
420-0 |
177-0 |
29.7% |
10-3 |
1.7% |
99% |
False |
False |
53,024 |
| 80 |
597-0 |
390-4 |
206-4 |
34.7% |
9-5 |
1.6% |
99% |
False |
False |
43,720 |
| 100 |
597-0 |
356-6 |
240-2 |
40.4% |
8-6 |
1.5% |
99% |
False |
False |
36,339 |
| 120 |
597-0 |
356-6 |
240-2 |
40.4% |
8-0 |
1.3% |
99% |
False |
False |
30,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632-2 |
|
2.618 |
617-7 |
|
1.618 |
609-1 |
|
1.000 |
603-6 |
|
0.618 |
600-3 |
|
HIGH |
595-0 |
|
0.618 |
591-5 |
|
0.500 |
590-5 |
|
0.382 |
589-5 |
|
LOW |
586-2 |
|
0.618 |
580-7 |
|
1.000 |
577-4 |
|
1.618 |
572-1 |
|
2.618 |
563-3 |
|
4.250 |
549-0 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
593-4 |
592-0 |
| PP |
592-1 |
589-1 |
| S1 |
590-5 |
586-1 |
|