CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
604-0 |
601-0 |
-3-0 |
-0.5% |
589-6 |
High |
605-4 |
601-2 |
-4-2 |
-0.7% |
603-0 |
Low |
595-4 |
593-0 |
-2-4 |
-0.4% |
581-4 |
Close |
596-2 |
595-6 |
-0-4 |
-0.1% |
601-0 |
Range |
10-0 |
8-2 |
-1-6 |
-17.5% |
21-4 |
ATR |
13-6 |
13-3 |
-0-3 |
-2.8% |
0-0 |
Volume |
11,668 |
13,482 |
1,814 |
15.5% |
75,647 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-3 |
616-7 |
600-2 |
|
R3 |
613-1 |
608-5 |
598-0 |
|
R2 |
604-7 |
604-7 |
597-2 |
|
R1 |
600-3 |
600-3 |
596-4 |
598-4 |
PP |
596-5 |
596-5 |
596-5 |
595-6 |
S1 |
592-1 |
592-1 |
595-0 |
590-2 |
S2 |
588-3 |
588-3 |
594-2 |
|
S3 |
580-1 |
583-7 |
593-4 |
|
S4 |
571-7 |
575-5 |
591-2 |
|
|
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% |
9-7 |
1.7% |
59% |
False |
False |
13,572 |
10 |
605-4 |
573-0 |
32-4 |
5.5% |
10-7 |
1.8% |
70% |
False |
False |
16,643 |
20 |
605-4 |
504-6 |
100-6 |
16.9% |
10-7 |
1.8% |
90% |
False |
False |
17,736 |
40 |
605-4 |
474-4 |
131-0 |
22.0% |
10-4 |
1.8% |
93% |
False |
False |
16,053 |
60 |
605-4 |
428-2 |
177-2 |
29.8% |
9-0 |
1.5% |
94% |
False |
False |
12,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-2 |
2.618 |
622-7 |
1.618 |
614-5 |
1.000 |
609-4 |
0.618 |
606-3 |
HIGH |
601-2 |
0.618 |
598-1 |
0.500 |
597-1 |
0.382 |
596-1 |
LOW |
593-0 |
0.618 |
587-7 |
1.000 |
584-6 |
1.618 |
579-5 |
2.618 |
571-3 |
4.250 |
558-0 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
597-1 |
598-6 |
PP |
596-5 |
597-6 |
S1 |
596-2 |
596-6 |
|