CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
612-0 |
583-0 |
-29-0 |
-4.7% |
599-2 |
High |
617-4 |
586-4 |
-31-0 |
-5.0% |
608-4 |
Low |
586-0 |
579-4 |
-6-4 |
-1.1% |
582-4 |
Close |
590-2 |
581-0 |
-9-2 |
-1.6% |
601-6 |
Range |
31-4 |
7-0 |
-24-4 |
-77.8% |
26-0 |
ATR |
14-1 |
13-7 |
-0-2 |
-1.7% |
0-0 |
Volume |
85,832 |
193,364 |
107,532 |
125.3% |
347,079 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
603-3 |
599-1 |
584-7 |
|
R3 |
596-3 |
592-1 |
582-7 |
|
R2 |
589-3 |
589-3 |
582-2 |
|
R1 |
585-1 |
585-1 |
581-5 |
583-6 |
PP |
582-3 |
582-3 |
582-3 |
581-5 |
S1 |
578-1 |
578-1 |
580-3 |
576-6 |
S2 |
575-3 |
575-3 |
579-6 |
|
S3 |
568-3 |
571-1 |
579-1 |
|
S4 |
561-3 |
564-1 |
577-1 |
|
|
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 |
579-4 |
38-0 |
6.5% |
11-2 |
1.9% |
4% |
False |
True |
104,984 |
10 |
617-4 |
579-4 |
38-0 |
6.5% |
10-4 |
1.8% |
4% |
False |
True |
86,549 |
20 |
617-4 |
555-0 |
62-4 |
10.8% |
11-1 |
1.9% |
42% |
False |
False |
75,904 |
40 |
617-4 |
468-0 |
149-4 |
25.7% |
12-1 |
2.1% |
76% |
False |
False |
70,221 |
60 |
617-4 |
429-4 |
188-0 |
32.4% |
10-5 |
1.8% |
81% |
False |
False |
61,072 |
80 |
617-4 |
390-4 |
227-0 |
39.1% |
10-1 |
1.8% |
84% |
False |
False |
51,201 |
100 |
617-4 |
356-6 |
260-6 |
44.9% |
9-2 |
1.6% |
86% |
False |
False |
43,013 |
120 |
617-4 |
356-6 |
260-6 |
44.9% |
8-3 |
1.5% |
86% |
False |
False |
36,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
616-2 |
2.618 |
604-7 |
1.618 |
597-7 |
1.000 |
593-4 |
0.618 |
590-7 |
HIGH |
586-4 |
0.618 |
583-7 |
0.500 |
583-0 |
0.382 |
582-1 |
LOW |
579-4 |
0.618 |
575-1 |
1.000 |
572-4 |
1.618 |
568-1 |
2.618 |
561-1 |
4.250 |
549-6 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
583-0 |
598-4 |
PP |
582-3 |
592-5 |
S1 |
581-5 |
586-7 |
|