CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
605-4 |
605-6 |
0-2 |
0.0% |
604-0 |
High |
609-2 |
610-4 |
1-2 |
0.2% |
613-4 |
Low |
605-4 |
605-4 |
0-0 |
0.0% |
589-0 |
Close |
608-4 |
606-0 |
-2-4 |
-0.4% |
608-4 |
Range |
3-6 |
5-0 |
1-2 |
33.3% |
24-4 |
ATR |
12-5 |
12-0 |
-0-4 |
-4.3% |
0-0 |
Volume |
20,174 |
20,174 |
0 |
0.0% |
73,805 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
622-3 |
619-1 |
608-6 |
|
R3 |
617-3 |
614-1 |
607-3 |
|
R2 |
612-3 |
612-3 |
606-7 |
|
R1 |
609-1 |
609-1 |
606-4 |
610-6 |
PP |
607-3 |
607-3 |
607-3 |
608-1 |
S1 |
604-1 |
604-1 |
605-4 |
605-6 |
S2 |
602-3 |
602-3 |
605-1 |
|
S3 |
597-3 |
599-1 |
604-5 |
|
S4 |
592-3 |
594-1 |
603-2 |
|
|
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% |
7-0 |
1.1% |
69% |
False |
False |
16,462 |
10 |
613-4 |
581-4 |
32-0 |
5.3% |
9-0 |
1.5% |
77% |
False |
False |
15,174 |
20 |
613-4 |
561-0 |
52-4 |
8.7% |
10-7 |
1.8% |
86% |
False |
False |
17,778 |
40 |
613-4 |
474-4 |
139-0 |
22.9% |
10-5 |
1.8% |
95% |
False |
False |
16,507 |
60 |
613-4 |
438-0 |
175-4 |
29.0% |
9-1 |
1.5% |
96% |
False |
False |
13,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
631-6 |
2.618 |
623-5 |
1.618 |
618-5 |
1.000 |
615-4 |
0.618 |
613-5 |
HIGH |
610-4 |
0.618 |
608-5 |
0.500 |
608-0 |
0.382 |
607-3 |
LOW |
605-4 |
0.618 |
602-3 |
1.000 |
600-4 |
1.618 |
597-3 |
2.618 |
592-3 |
4.250 |
584-2 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
608-0 |
609-4 |
PP |
607-3 |
608-3 |
S1 |
606-5 |
607-1 |
|