CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
599-2 |
595-4 |
-3-6 |
-0.6% |
585-0 |
High |
601-2 |
596-0 |
-5-2 |
-0.9% |
597-0 |
Low |
589-6 |
587-0 |
-2-6 |
-0.5% |
575-2 |
Close |
590-4 |
589-2 |
-1-2 |
-0.2% |
595-0 |
Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
21-6 |
ATR |
14-3 |
14-0 |
-0-3 |
-2.7% |
0-0 |
Volume |
48,339 |
68,425 |
20,086 |
41.6% |
325,306 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-6 |
612-4 |
594-2 |
|
R3 |
608-6 |
603-4 |
591-6 |
|
R2 |
599-6 |
599-6 |
590-7 |
|
R1 |
594-4 |
594-4 |
590-1 |
592-5 |
PP |
590-6 |
590-6 |
590-6 |
589-6 |
S1 |
585-4 |
585-4 |
588-3 |
583-5 |
S2 |
581-6 |
581-6 |
587-5 |
|
S3 |
572-6 |
576-4 |
586-6 |
|
S4 |
563-6 |
567-4 |
584-2 |
|
|
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 |
601-2 |
575-2 |
26-0 |
4.4% |
10-4 |
1.8% |
54% |
False |
False |
65,847 |
10 |
601-2 |
568-0 |
33-2 |
5.6% |
11-4 |
2.0% |
64% |
False |
False |
67,880 |
20 |
601-2 |
498-2 |
103-0 |
17.5% |
11-3 |
1.9% |
88% |
False |
False |
69,527 |
40 |
601-2 |
468-0 |
133-2 |
22.6% |
11-5 |
2.0% |
91% |
False |
False |
64,856 |
60 |
601-2 |
420-0 |
181-2 |
30.8% |
10-3 |
1.8% |
93% |
False |
False |
53,950 |
80 |
601-2 |
390-4 |
210-6 |
35.8% |
9-7 |
1.7% |
94% |
False |
False |
44,829 |
100 |
601-2 |
356-6 |
244-4 |
41.5% |
8-7 |
1.5% |
95% |
False |
False |
37,360 |
120 |
601-2 |
356-6 |
244-4 |
41.5% |
8-0 |
1.4% |
95% |
False |
False |
31,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
634-2 |
2.618 |
619-4 |
1.618 |
610-4 |
1.000 |
605-0 |
0.618 |
601-4 |
HIGH |
596-0 |
0.618 |
592-4 |
0.500 |
591-4 |
0.382 |
590-4 |
LOW |
587-0 |
0.618 |
581-4 |
1.000 |
578-0 |
1.618 |
572-4 |
2.618 |
563-4 |
4.250 |
548-6 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
591-4 |
593-6 |
PP |
590-6 |
592-2 |
S1 |
590-0 |
590-6 |
|