CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
605-6 |
596-2 |
-9-4 |
-1.6% |
593-4 |
| High |
606-2 |
604-4 |
-1-6 |
-0.3% |
606-2 |
| Low |
598-6 |
596-2 |
-2-4 |
-0.4% |
585-6 |
| Close |
602-0 |
603-6 |
1-6 |
0.3% |
603-6 |
| Range |
7-4 |
8-2 |
0-6 |
10.0% |
20-4 |
| ATR |
14-2 |
13-6 |
-0-3 |
-3.0% |
0-0 |
| Volume |
27,967 |
30,402 |
2,435 |
8.7% |
143,525 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-2 |
623-2 |
608-2 |
|
| R3 |
618-0 |
615-0 |
606-0 |
|
| R2 |
609-6 |
609-6 |
605-2 |
|
| R1 |
606-6 |
606-6 |
604-4 |
608-2 |
| PP |
601-4 |
601-4 |
601-4 |
602-2 |
| S1 |
598-4 |
598-4 |
603-0 |
600-0 |
| S2 |
593-2 |
593-2 |
602-2 |
|
| S3 |
585-0 |
590-2 |
601-4 |
|
| S4 |
576-6 |
582-0 |
599-2 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-1 |
652-3 |
615-0 |
|
| R3 |
639-5 |
631-7 |
609-3 |
|
| R2 |
619-1 |
619-1 |
607-4 |
|
| R1 |
611-3 |
611-3 |
605-5 |
615-2 |
| PP |
598-5 |
598-5 |
598-5 |
600-4 |
| S1 |
590-7 |
590-7 |
601-7 |
594-6 |
| S2 |
578-1 |
578-1 |
600-0 |
|
| S3 |
557-5 |
570-3 |
598-1 |
|
| S4 |
537-1 |
549-7 |
592-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
606-2 |
585-6 |
20-4 |
3.4% |
10-2 |
1.7% |
88% |
False |
False |
28,705 |
| 10 |
606-2 |
565-0 |
41-2 |
6.8% |
10-3 |
1.7% |
94% |
False |
False |
29,764 |
| 20 |
606-2 |
479-0 |
127-2 |
21.1% |
10-6 |
1.8% |
98% |
False |
False |
33,691 |
| 40 |
606-2 |
473-0 |
133-2 |
22.1% |
10-2 |
1.7% |
98% |
False |
False |
30,142 |
| 60 |
606-2 |
436-0 |
170-2 |
28.2% |
8-6 |
1.4% |
99% |
False |
False |
25,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
639-4 |
|
2.618 |
626-1 |
|
1.618 |
617-7 |
|
1.000 |
612-6 |
|
0.618 |
609-5 |
|
HIGH |
604-4 |
|
0.618 |
601-3 |
|
0.500 |
600-3 |
|
0.382 |
599-3 |
|
LOW |
596-2 |
|
0.618 |
591-1 |
|
1.000 |
588-0 |
|
1.618 |
582-7 |
|
2.618 |
574-5 |
|
4.250 |
561-2 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
602-5 |
601-1 |
| PP |
601-4 |
598-5 |
| S1 |
600-3 |
596-0 |
|