CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
610-0 |
605-4 |
-4-4 |
-0.7% |
604-0 |
High |
613-4 |
609-2 |
-4-2 |
-0.7% |
613-4 |
Low |
608-0 |
605-4 |
-2-4 |
-0.4% |
589-0 |
Close |
610-0 |
608-4 |
-1-4 |
-0.2% |
608-4 |
Range |
5-4 |
3-6 |
-1-6 |
-31.8% |
24-4 |
ATR |
13-2 |
12-5 |
-0-5 |
-4.7% |
0-0 |
Volume |
12,852 |
20,174 |
7,322 |
57.0% |
73,805 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-0 |
617-4 |
610-4 |
|
R3 |
615-2 |
613-6 |
609-4 |
|
R2 |
611-4 |
611-4 |
609-2 |
|
R1 |
610-0 |
610-0 |
608-7 |
610-6 |
PP |
607-6 |
607-6 |
607-6 |
608-1 |
S1 |
606-2 |
606-2 |
608-1 |
607-0 |
S2 |
604-0 |
604-0 |
607-6 |
|
S3 |
600-2 |
602-4 |
607-4 |
|
S4 |
596-4 |
598-6 |
606-4 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-1 |
667-3 |
622-0 |
|
R3 |
652-5 |
642-7 |
615-2 |
|
R2 |
628-1 |
628-1 |
613-0 |
|
R1 |
618-3 |
618-3 |
610-6 |
623-2 |
PP |
603-5 |
603-5 |
603-5 |
606-1 |
S1 |
593-7 |
593-7 |
606-2 |
598-6 |
S2 |
579-1 |
579-1 |
604-0 |
|
S3 |
554-5 |
569-3 |
601-6 |
|
S4 |
530-1 |
544-7 |
595-0 |
|
|
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% |
8-0 |
1.3% |
80% |
False |
False |
14,761 |
10 |
613-4 |
581-4 |
32-0 |
5.3% |
9-0 |
1.5% |
84% |
False |
False |
14,945 |
20 |
613-4 |
561-0 |
52-4 |
8.6% |
11-3 |
1.9% |
90% |
False |
False |
17,561 |
40 |
613-4 |
474-4 |
139-0 |
22.8% |
10-4 |
1.7% |
96% |
False |
False |
16,347 |
60 |
613-4 |
438-0 |
175-4 |
28.8% |
9-0 |
1.5% |
97% |
False |
False |
13,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
625-2 |
2.618 |
619-1 |
1.618 |
615-3 |
1.000 |
613-0 |
0.618 |
611-5 |
HIGH |
609-2 |
0.618 |
607-7 |
0.500 |
607-3 |
0.382 |
606-7 |
LOW |
605-4 |
0.618 |
603-1 |
1.000 |
601-6 |
1.618 |
599-3 |
2.618 |
595-5 |
4.250 |
589-4 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
608-1 |
606-1 |
PP |
607-6 |
603-5 |
S1 |
607-3 |
601-2 |
|