CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
583-0 |
578-0 |
-5-0 |
-0.9% |
572-4 |
| High |
583-0 |
582-0 |
-1-0 |
-0.2% |
585-0 |
| Low |
572-4 |
569-0 |
-3-4 |
-0.6% |
562-0 |
| Close |
575-6 |
581-0 |
5-2 |
0.9% |
582-0 |
| Range |
10-4 |
13-0 |
2-4 |
23.8% |
23-0 |
| ATR |
14-6 |
14-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
170,334 |
185,951 |
15,617 |
9.2% |
807,898 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
616-3 |
611-5 |
588-1 |
|
| R3 |
603-3 |
598-5 |
584-5 |
|
| R2 |
590-3 |
590-3 |
583-3 |
|
| R1 |
585-5 |
585-5 |
582-2 |
588-0 |
| PP |
577-3 |
577-3 |
577-3 |
578-4 |
| S1 |
572-5 |
572-5 |
579-6 |
575-0 |
| S2 |
564-3 |
564-3 |
578-5 |
|
| S3 |
551-3 |
559-5 |
577-3 |
|
| S4 |
538-3 |
546-5 |
573-7 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
645-3 |
636-5 |
594-5 |
|
| R3 |
622-3 |
613-5 |
588-3 |
|
| R2 |
599-3 |
599-3 |
586-2 |
|
| R1 |
590-5 |
590-5 |
584-1 |
595-0 |
| PP |
576-3 |
576-3 |
576-3 |
578-4 |
| S1 |
567-5 |
567-5 |
579-7 |
572-0 |
| S2 |
553-3 |
553-3 |
577-6 |
|
| S3 |
530-3 |
544-5 |
575-5 |
|
| S4 |
507-3 |
521-5 |
569-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
588-2 |
569-0 |
19-2 |
3.3% |
10-4 |
1.8% |
62% |
False |
True |
165,180 |
| 10 |
588-2 |
559-4 |
28-6 |
4.9% |
11-5 |
2.0% |
75% |
False |
False |
164,290 |
| 20 |
588-2 |
492-2 |
96-0 |
16.5% |
12-5 |
2.2% |
92% |
False |
False |
183,851 |
| 40 |
588-2 |
456-0 |
132-2 |
22.8% |
12-5 |
2.2% |
95% |
False |
False |
193,733 |
| 60 |
588-2 |
406-0 |
182-2 |
31.4% |
11-3 |
2.0% |
96% |
False |
False |
184,224 |
| 80 |
588-2 |
375-6 |
212-4 |
36.6% |
11-1 |
1.9% |
97% |
False |
False |
173,085 |
| 100 |
588-2 |
343-2 |
245-0 |
42.2% |
10-2 |
1.8% |
97% |
False |
False |
157,922 |
| 120 |
588-2 |
343-2 |
245-0 |
42.2% |
9-4 |
1.6% |
97% |
False |
False |
139,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-2 |
|
2.618 |
616-0 |
|
1.618 |
603-0 |
|
1.000 |
595-0 |
|
0.618 |
590-0 |
|
HIGH |
582-0 |
|
0.618 |
577-0 |
|
0.500 |
575-4 |
|
0.382 |
574-0 |
|
LOW |
569-0 |
|
0.618 |
561-0 |
|
1.000 |
556-0 |
|
1.618 |
548-0 |
|
2.618 |
535-0 |
|
4.250 |
513-6 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
579-1 |
580-2 |
| PP |
577-3 |
579-3 |
| S1 |
575-4 |
578-5 |
|