CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
600-2 |
612-0 |
11-6 |
2.0% |
599-2 |
| High |
605-0 |
617-4 |
12-4 |
2.1% |
608-4 |
| Low |
599-0 |
586-0 |
-13-0 |
-2.2% |
582-4 |
| Close |
599-2 |
590-2 |
-9-0 |
-1.5% |
601-6 |
| Range |
6-0 |
31-4 |
25-4 |
425.0% |
26-0 |
| ATR |
12-6 |
14-1 |
1-3 |
10.5% |
0-0 |
| Volume |
84,496 |
85,832 |
1,336 |
1.6% |
347,079 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-3 |
672-7 |
607-5 |
|
| R3 |
660-7 |
641-3 |
598-7 |
|
| R2 |
629-3 |
629-3 |
596-0 |
|
| R1 |
609-7 |
609-7 |
593-1 |
603-7 |
| PP |
597-7 |
597-7 |
597-7 |
595-0 |
| S1 |
578-3 |
578-3 |
587-3 |
572-3 |
| S2 |
566-3 |
566-3 |
584-4 |
|
| S3 |
534-7 |
546-7 |
581-5 |
|
| S4 |
503-3 |
515-3 |
572-7 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-5 |
664-5 |
616-0 |
|
| R3 |
649-5 |
638-5 |
608-7 |
|
| R2 |
623-5 |
623-5 |
606-4 |
|
| R1 |
612-5 |
612-5 |
604-1 |
618-1 |
| PP |
597-5 |
597-5 |
597-5 |
600-2 |
| S1 |
586-5 |
586-5 |
599-3 |
592-1 |
| S2 |
571-5 |
571-5 |
597-0 |
|
| S3 |
545-5 |
560-5 |
594-5 |
|
| S4 |
519-5 |
534-5 |
587-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
617-4 |
582-4 |
35-0 |
5.9% |
12-2 |
2.1% |
22% |
True |
False |
80,128 |
| 10 |
617-4 |
575-2 |
42-2 |
7.2% |
11-3 |
1.9% |
36% |
True |
False |
72,987 |
| 20 |
617-4 |
555-0 |
62-4 |
10.6% |
11-5 |
2.0% |
56% |
True |
False |
71,589 |
| 40 |
617-4 |
468-0 |
149-4 |
25.3% |
12-1 |
2.0% |
82% |
True |
False |
67,124 |
| 60 |
617-4 |
429-4 |
188-0 |
31.9% |
10-5 |
1.8% |
86% |
True |
False |
58,260 |
| 80 |
617-4 |
390-4 |
227-0 |
38.5% |
10-1 |
1.7% |
88% |
True |
False |
49,016 |
| 100 |
617-4 |
356-6 |
260-6 |
44.2% |
9-3 |
1.6% |
90% |
True |
False |
41,137 |
| 120 |
617-4 |
356-6 |
260-6 |
44.2% |
8-3 |
1.4% |
90% |
True |
False |
34,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
751-3 |
|
2.618 |
700-0 |
|
1.618 |
668-4 |
|
1.000 |
649-0 |
|
0.618 |
637-0 |
|
HIGH |
617-4 |
|
0.618 |
605-4 |
|
0.500 |
601-6 |
|
0.382 |
598-0 |
|
LOW |
586-0 |
|
0.618 |
566-4 |
|
1.000 |
554-4 |
|
1.618 |
535-0 |
|
2.618 |
503-4 |
|
4.250 |
452-1 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601-6 |
601-6 |
| PP |
597-7 |
597-7 |
| S1 |
594-1 |
594-1 |
|