CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
601-0 |
597-0 |
-4-0 |
-0.7% |
589-6 |
High |
601-2 |
601-2 |
0-0 |
0.0% |
603-0 |
Low |
593-0 |
589-0 |
-4-0 |
-0.7% |
581-4 |
Close |
595-6 |
601-0 |
5-2 |
0.9% |
601-0 |
Range |
8-2 |
12-2 |
4-0 |
48.5% |
21-4 |
ATR |
13-3 |
13-2 |
-0-1 |
-0.6% |
0-0 |
Volume |
13,482 |
15,629 |
2,147 |
15.9% |
75,647 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-7 |
629-5 |
607-6 |
|
R3 |
621-5 |
617-3 |
604-3 |
|
R2 |
609-3 |
609-3 |
603-2 |
|
R1 |
605-1 |
605-1 |
602-1 |
607-2 |
PP |
597-1 |
597-1 |
597-1 |
598-1 |
S1 |
592-7 |
592-7 |
599-7 |
595-0 |
S2 |
584-7 |
584-7 |
598-6 |
|
S3 |
572-5 |
580-5 |
597-5 |
|
S4 |
560-3 |
568-3 |
594-2 |
|
|
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 |
589-0 |
16-4 |
2.7% |
9-2 |
1.5% |
73% |
False |
True |
13,348 |
10 |
605-4 |
577-4 |
28-0 |
4.7% |
10-1 |
1.7% |
84% |
False |
False |
15,116 |
20 |
605-4 |
506-4 |
99-0 |
16.5% |
11-4 |
1.9% |
95% |
False |
False |
17,629 |
40 |
605-4 |
474-4 |
131-0 |
21.8% |
10-6 |
1.8% |
97% |
False |
False |
16,142 |
60 |
605-4 |
428-2 |
177-2 |
29.5% |
9-2 |
1.5% |
97% |
False |
False |
12,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
653-2 |
2.618 |
633-3 |
1.618 |
621-1 |
1.000 |
613-4 |
0.618 |
608-7 |
HIGH |
601-2 |
0.618 |
596-5 |
0.500 |
595-1 |
0.382 |
593-5 |
LOW |
589-0 |
0.618 |
581-3 |
1.000 |
576-6 |
1.618 |
569-1 |
2.618 |
556-7 |
4.250 |
537-0 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
599-0 |
599-6 |
PP |
597-1 |
598-4 |
S1 |
595-1 |
597-2 |
|