CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
590-6 |
604-4 |
13-6 |
2.3% |
585-0 |
High |
594-4 |
608-4 |
14-0 |
2.4% |
597-0 |
Low |
582-4 |
602-6 |
20-2 |
3.5% |
575-2 |
Close |
594-4 |
603-6 |
9-2 |
1.6% |
595-0 |
Range |
12-0 |
5-6 |
-6-2 |
-52.1% |
21-6 |
ATR |
13-7 |
13-7 |
0-0 |
0.1% |
0-0 |
Volume |
69,084 |
76,735 |
7,651 |
11.1% |
325,306 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
622-2 |
618-6 |
606-7 |
|
R3 |
616-4 |
613-0 |
605-3 |
|
R2 |
610-6 |
610-6 |
604-6 |
|
R1 |
607-2 |
607-2 |
604-2 |
606-1 |
PP |
605-0 |
605-0 |
605-0 |
604-4 |
S1 |
601-4 |
601-4 |
603-2 |
600-3 |
S2 |
599-2 |
599-2 |
602-6 |
|
S3 |
593-4 |
595-6 |
602-1 |
|
S4 |
587-6 |
590-0 |
600-5 |
|
|
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 |
608-4 |
582-4 |
26-0 |
4.3% |
9-3 |
1.6% |
82% |
True |
False |
73,466 |
10 |
608-4 |
570-6 |
37-6 |
6.3% |
10-3 |
1.7% |
87% |
True |
False |
65,841 |
20 |
608-4 |
537-4 |
71-0 |
11.8% |
11-5 |
1.9% |
93% |
True |
False |
71,826 |
40 |
608-4 |
468-0 |
140-4 |
23.3% |
11-6 |
1.9% |
97% |
True |
False |
66,260 |
60 |
608-4 |
426-0 |
182-4 |
30.2% |
10-3 |
1.7% |
97% |
True |
False |
55,524 |
80 |
608-4 |
390-4 |
218-0 |
36.1% |
9-7 |
1.6% |
98% |
True |
False |
46,372 |
100 |
608-4 |
356-6 |
251-6 |
41.7% |
9-0 |
1.5% |
98% |
True |
False |
38,747 |
120 |
608-4 |
356-6 |
251-6 |
41.7% |
8-1 |
1.3% |
98% |
True |
False |
32,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
633-0 |
2.618 |
623-4 |
1.618 |
617-6 |
1.000 |
614-2 |
0.618 |
612-0 |
HIGH |
608-4 |
0.618 |
606-2 |
0.500 |
605-5 |
0.382 |
605-0 |
LOW |
602-6 |
0.618 |
599-2 |
1.000 |
597-0 |
1.618 |
593-4 |
2.618 |
587-6 |
4.250 |
578-2 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
605-5 |
601-0 |
PP |
605-0 |
598-2 |
S1 |
604-3 |
595-4 |
|