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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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