CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
586-2 |
599-2 |
13-0 |
2.2% |
585-0 |
High |
595-0 |
601-2 |
6-2 |
1.1% |
597-0 |
Low |
586-2 |
589-6 |
3-4 |
0.6% |
575-2 |
Close |
595-0 |
590-4 |
-4-4 |
-0.8% |
595-0 |
Range |
8-6 |
11-4 |
2-6 |
31.4% |
21-6 |
ATR |
14-5 |
14-3 |
-0-2 |
-1.5% |
0-0 |
Volume |
104,750 |
48,339 |
-56,411 |
-53.9% |
325,306 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
628-3 |
620-7 |
596-7 |
|
R3 |
616-7 |
609-3 |
593-5 |
|
R2 |
605-3 |
605-3 |
592-5 |
|
R1 |
597-7 |
597-7 |
591-4 |
595-7 |
PP |
593-7 |
593-7 |
593-7 |
592-6 |
S1 |
586-3 |
586-3 |
589-4 |
584-3 |
S2 |
582-3 |
582-3 |
588-3 |
|
S3 |
570-7 |
574-7 |
587-3 |
|
S4 |
559-3 |
563-3 |
584-1 |
|
|
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 |
601-2 |
575-2 |
26-0 |
4.4% |
11-3 |
1.9% |
59% |
True |
False |
64,653 |
10 |
601-2 |
555-0 |
46-2 |
7.8% |
11-7 |
2.0% |
77% |
True |
False |
64,777 |
20 |
601-2 |
490-0 |
111-2 |
18.8% |
11-5 |
2.0% |
90% |
True |
False |
69,104 |
40 |
601-2 |
468-0 |
133-2 |
22.6% |
11-4 |
2.0% |
92% |
True |
False |
65,537 |
60 |
601-2 |
420-0 |
181-2 |
30.7% |
10-3 |
1.7% |
94% |
True |
False |
53,246 |
80 |
601-2 |
390-4 |
210-6 |
35.7% |
9-6 |
1.7% |
95% |
True |
False |
44,121 |
100 |
601-2 |
356-6 |
244-4 |
41.4% |
8-7 |
1.5% |
96% |
True |
False |
36,766 |
120 |
601-2 |
356-6 |
244-4 |
41.4% |
8-0 |
1.3% |
96% |
True |
False |
31,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
650-1 |
2.618 |
631-3 |
1.618 |
619-7 |
1.000 |
612-6 |
0.618 |
608-3 |
HIGH |
601-2 |
0.618 |
596-7 |
0.500 |
595-4 |
0.382 |
594-1 |
LOW |
589-6 |
0.618 |
582-5 |
1.000 |
578-2 |
1.618 |
571-1 |
2.618 |
559-5 |
4.250 |
540-7 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
595-4 |
593-6 |
PP |
593-7 |
592-5 |
S1 |
592-1 |
591-5 |
|