CME Pit-Traded Corn Future March 2011
| 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 |
595-4 |
590-6 |
-4-6 |
-0.8% |
585-0 |
| High |
596-0 |
594-4 |
-1-4 |
-0.3% |
597-0 |
| Low |
587-0 |
582-4 |
-4-4 |
-0.8% |
575-2 |
| Close |
589-2 |
594-4 |
5-2 |
0.9% |
595-0 |
| Range |
9-0 |
12-0 |
3-0 |
33.3% |
21-6 |
| ATR |
14-0 |
13-7 |
-0-1 |
-1.0% |
0-0 |
| Volume |
68,425 |
69,084 |
659 |
1.0% |
325,306 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-4 |
622-4 |
601-1 |
|
| R3 |
614-4 |
610-4 |
597-6 |
|
| R2 |
602-4 |
602-4 |
596-6 |
|
| R1 |
598-4 |
598-4 |
595-5 |
600-4 |
| PP |
590-4 |
590-4 |
590-4 |
591-4 |
| S1 |
586-4 |
586-4 |
593-3 |
588-4 |
| S2 |
578-4 |
578-4 |
592-2 |
|
| S3 |
566-4 |
574-4 |
591-2 |
|
| S4 |
554-4 |
562-4 |
587-7 |
|
|
| 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 |
582-4 |
18-6 |
3.2% |
9-6 |
1.6% |
64% |
False |
True |
68,113 |
| 10 |
601-2 |
570-6 |
30-4 |
5.1% |
10-7 |
1.8% |
78% |
False |
False |
65,898 |
| 20 |
601-2 |
502-0 |
99-2 |
16.7% |
11-7 |
2.0% |
93% |
False |
False |
70,040 |
| 40 |
601-2 |
468-0 |
133-2 |
22.4% |
11-6 |
2.0% |
95% |
False |
False |
65,382 |
| 60 |
601-2 |
420-0 |
181-2 |
30.5% |
10-4 |
1.8% |
96% |
False |
False |
54,655 |
| 80 |
601-2 |
390-4 |
210-6 |
35.4% |
9-7 |
1.7% |
97% |
False |
False |
45,601 |
| 100 |
601-2 |
356-6 |
244-4 |
41.1% |
9-0 |
1.5% |
97% |
False |
False |
38,015 |
| 120 |
601-2 |
356-6 |
244-4 |
41.1% |
8-1 |
1.4% |
97% |
False |
False |
32,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
645-4 |
|
2.618 |
625-7 |
|
1.618 |
613-7 |
|
1.000 |
606-4 |
|
0.618 |
601-7 |
|
HIGH |
594-4 |
|
0.618 |
589-7 |
|
0.500 |
588-4 |
|
0.382 |
587-1 |
|
LOW |
582-4 |
|
0.618 |
575-1 |
|
1.000 |
570-4 |
|
1.618 |
563-1 |
|
2.618 |
551-1 |
|
4.250 |
531-4 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
592-4 |
593-5 |
| PP |
590-4 |
592-6 |
| S1 |
588-4 |
591-7 |
|