CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
597-0 |
610-0 |
13-0 |
2.2% |
589-6 |
High |
601-2 |
613-4 |
12-2 |
2.0% |
603-0 |
Low |
589-0 |
608-0 |
19-0 |
3.2% |
581-4 |
Close |
601-0 |
610-0 |
9-0 |
1.5% |
601-0 |
Range |
12-2 |
5-4 |
-6-6 |
-55.1% |
21-4 |
ATR |
13-2 |
13-2 |
0-0 |
-0.4% |
0-0 |
Volume |
15,629 |
12,852 |
-2,777 |
-17.8% |
75,647 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-0 |
624-0 |
613-0 |
|
R3 |
621-4 |
618-4 |
611-4 |
|
R2 |
616-0 |
616-0 |
611-0 |
|
R1 |
613-0 |
613-0 |
610-4 |
612-6 |
PP |
610-4 |
610-4 |
610-4 |
610-3 |
S1 |
607-4 |
607-4 |
609-4 |
607-2 |
S2 |
605-0 |
605-0 |
609-0 |
|
S3 |
599-4 |
602-0 |
608-4 |
|
S4 |
594-0 |
596-4 |
607-0 |
|
|
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 |
613-4 |
589-0 |
24-4 |
4.0% |
8-7 |
1.5% |
86% |
True |
False |
13,858 |
10 |
613-4 |
577-4 |
36-0 |
5.9% |
9-6 |
1.6% |
90% |
True |
False |
14,522 |
20 |
613-4 |
542-4 |
71-0 |
11.6% |
11-2 |
1.8% |
95% |
True |
False |
17,704 |
40 |
613-4 |
474-4 |
139-0 |
22.8% |
10-5 |
1.7% |
97% |
True |
False |
16,162 |
60 |
613-4 |
435-4 |
178-0 |
29.2% |
9-2 |
1.5% |
98% |
True |
False |
13,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-7 |
2.618 |
627-7 |
1.618 |
622-3 |
1.000 |
619-0 |
0.618 |
616-7 |
HIGH |
613-4 |
0.618 |
611-3 |
0.500 |
610-6 |
0.382 |
610-1 |
LOW |
608-0 |
0.618 |
604-5 |
1.000 |
602-4 |
1.618 |
599-1 |
2.618 |
593-5 |
4.250 |
584-5 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
610-6 |
607-1 |
PP |
610-4 |
604-1 |
S1 |
610-2 |
601-2 |
|