CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
604-4 |
599-0 |
-5-4 |
-0.9% |
599-2 |
| High |
608-4 |
605-0 |
-3-4 |
-0.6% |
608-4 |
| Low |
602-6 |
598-6 |
-4-0 |
-0.7% |
582-4 |
| Close |
603-6 |
601-6 |
-2-0 |
-0.3% |
601-6 |
| Range |
5-6 |
6-2 |
0-4 |
8.7% |
26-0 |
| ATR |
13-7 |
13-2 |
-0-4 |
-3.9% |
0-0 |
| Volume |
76,735 |
84,496 |
7,761 |
10.1% |
347,079 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620-5 |
617-3 |
605-2 |
|
| R3 |
614-3 |
611-1 |
603-4 |
|
| R2 |
608-1 |
608-1 |
602-7 |
|
| R1 |
604-7 |
604-7 |
602-3 |
606-4 |
| PP |
601-7 |
601-7 |
601-7 |
602-5 |
| S1 |
598-5 |
598-5 |
601-1 |
600-2 |
| S2 |
595-5 |
595-5 |
600-5 |
|
| S3 |
589-3 |
592-3 |
600-0 |
|
| S4 |
583-1 |
586-1 |
598-2 |
|
|
| 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 |
608-4 |
582-4 |
26-0 |
4.3% |
8-7 |
1.5% |
74% |
False |
False |
69,415 |
| 10 |
608-4 |
575-2 |
33-2 |
5.5% |
9-7 |
1.6% |
80% |
False |
False |
67,238 |
| 20 |
608-4 |
555-0 |
53-4 |
8.9% |
12-0 |
2.0% |
87% |
False |
False |
71,135 |
| 40 |
608-4 |
468-0 |
140-4 |
23.3% |
11-5 |
1.9% |
95% |
False |
False |
66,215 |
| 60 |
608-4 |
429-4 |
179-0 |
29.7% |
10-2 |
1.7% |
96% |
False |
False |
56,428 |
| 80 |
608-4 |
390-4 |
218-0 |
36.2% |
9-7 |
1.6% |
97% |
False |
False |
47,312 |
| 100 |
608-4 |
356-6 |
251-6 |
41.8% |
9-0 |
1.5% |
97% |
False |
False |
39,541 |
| 120 |
608-4 |
356-6 |
251-6 |
41.8% |
8-1 |
1.4% |
97% |
False |
False |
33,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631-4 |
|
2.618 |
621-3 |
|
1.618 |
615-1 |
|
1.000 |
611-2 |
|
0.618 |
608-7 |
|
HIGH |
605-0 |
|
0.618 |
602-5 |
|
0.500 |
601-7 |
|
0.382 |
601-1 |
|
LOW |
598-6 |
|
0.618 |
594-7 |
|
1.000 |
592-4 |
|
1.618 |
588-5 |
|
2.618 |
582-3 |
|
4.250 |
572-2 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
601-7 |
599-5 |
| PP |
601-7 |
597-5 |
| S1 |
601-6 |
595-4 |
|