CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
592-0 |
604-0 |
12-0 |
2.0% |
589-6 |
High |
600-4 |
605-4 |
5-0 |
0.8% |
603-0 |
Low |
592-0 |
595-4 |
3-4 |
0.6% |
581-4 |
Close |
601-0 |
596-2 |
-4-6 |
-0.8% |
601-0 |
Range |
8-4 |
10-0 |
1-4 |
17.6% |
21-4 |
ATR |
14-0 |
13-6 |
-0-2 |
-2.0% |
0-0 |
Volume |
15,659 |
11,668 |
-3,991 |
-25.5% |
75,647 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-1 |
622-5 |
601-6 |
|
R3 |
619-1 |
612-5 |
599-0 |
|
R2 |
609-1 |
609-1 |
598-1 |
|
R1 |
602-5 |
602-5 |
597-1 |
600-7 |
PP |
599-1 |
599-1 |
599-1 |
598-2 |
S1 |
592-5 |
592-5 |
595-3 |
590-7 |
S2 |
589-1 |
589-1 |
594-3 |
|
S3 |
579-1 |
582-5 |
593-4 |
|
S4 |
569-1 |
572-5 |
590-6 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-5 |
651-7 |
612-7 |
|
R3 |
638-1 |
630-3 |
606-7 |
|
R2 |
616-5 |
616-5 |
605-0 |
|
R1 |
608-7 |
608-7 |
603-0 |
612-6 |
PP |
595-1 |
595-1 |
595-1 |
597-1 |
S1 |
587-3 |
587-3 |
599-0 |
591-2 |
S2 |
573-5 |
573-5 |
597-0 |
|
S3 |
552-1 |
565-7 |
595-1 |
|
S4 |
530-5 |
544-3 |
589-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
605-4 |
581-4 |
24-0 |
4.0% |
11-0 |
1.9% |
61% |
True |
False |
13,886 |
10 |
605-4 |
561-0 |
44-4 |
7.5% |
11-2 |
1.9% |
79% |
True |
False |
16,272 |
20 |
605-4 |
497-0 |
108-4 |
18.2% |
11-0 |
1.8% |
91% |
True |
False |
17,632 |
40 |
605-4 |
474-4 |
131-0 |
22.0% |
10-3 |
1.7% |
93% |
True |
False |
16,268 |
60 |
605-4 |
428-2 |
177-2 |
29.7% |
9-0 |
1.5% |
95% |
True |
False |
12,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
648-0 |
2.618 |
631-5 |
1.618 |
621-5 |
1.000 |
615-4 |
0.618 |
611-5 |
HIGH |
605-4 |
0.618 |
601-5 |
0.500 |
600-4 |
0.382 |
599-3 |
LOW |
595-4 |
0.618 |
589-3 |
1.000 |
585-4 |
1.618 |
579-3 |
2.618 |
569-3 |
4.250 |
553-0 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
600-4 |
598-6 |
PP |
599-1 |
597-7 |
S1 |
597-5 |
597-1 |
|