CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
599-0 |
600-2 |
1-2 |
0.2% |
599-2 |
| High |
605-0 |
605-0 |
0-0 |
0.0% |
608-4 |
| Low |
598-6 |
599-0 |
0-2 |
0.0% |
582-4 |
| Close |
601-6 |
599-2 |
-2-4 |
-0.4% |
601-6 |
| Range |
6-2 |
6-0 |
-0-2 |
-4.0% |
26-0 |
| ATR |
13-2 |
12-6 |
-0-4 |
-3.9% |
0-0 |
| Volume |
84,496 |
84,496 |
0 |
0.0% |
347,079 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-1 |
615-1 |
602-4 |
|
| R3 |
613-1 |
609-1 |
600-7 |
|
| R2 |
607-1 |
607-1 |
600-3 |
|
| R1 |
603-1 |
603-1 |
599-6 |
602-1 |
| PP |
601-1 |
601-1 |
601-1 |
600-4 |
| S1 |
597-1 |
597-1 |
598-6 |
596-1 |
| S2 |
595-1 |
595-1 |
598-1 |
|
| S3 |
589-1 |
591-1 |
597-5 |
|
| S4 |
583-1 |
585-1 |
596-0 |
|
|
| 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% |
7-6 |
1.3% |
64% |
False |
False |
76,647 |
| 10 |
608-4 |
575-2 |
33-2 |
5.5% |
9-5 |
1.6% |
72% |
False |
False |
70,650 |
| 20 |
608-4 |
555-0 |
53-4 |
8.9% |
11-4 |
1.9% |
83% |
False |
False |
72,746 |
| 40 |
608-4 |
468-0 |
140-4 |
23.4% |
11-5 |
1.9% |
93% |
False |
False |
66,386 |
| 60 |
608-4 |
429-4 |
179-0 |
29.9% |
10-2 |
1.7% |
95% |
False |
False |
57,135 |
| 80 |
608-4 |
390-4 |
218-0 |
36.4% |
9-7 |
1.6% |
96% |
False |
False |
48,134 |
| 100 |
608-4 |
356-6 |
251-6 |
42.0% |
9-1 |
1.5% |
96% |
False |
False |
40,339 |
| 120 |
608-4 |
356-6 |
251-6 |
42.0% |
8-1 |
1.4% |
96% |
False |
False |
34,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
630-4 |
|
2.618 |
620-6 |
|
1.618 |
614-6 |
|
1.000 |
611-0 |
|
0.618 |
608-6 |
|
HIGH |
605-0 |
|
0.618 |
602-6 |
|
0.500 |
602-0 |
|
0.382 |
601-2 |
|
LOW |
599-0 |
|
0.618 |
595-2 |
|
1.000 |
593-0 |
|
1.618 |
589-2 |
|
2.618 |
583-2 |
|
4.250 |
573-4 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
602-0 |
603-5 |
| PP |
601-1 |
602-1 |
| S1 |
600-1 |
600-6 |
|