CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
605-6 |
620-4 |
14-6 |
2.4% |
604-0 |
High |
610-4 |
621-0 |
10-4 |
1.7% |
613-4 |
Low |
605-4 |
594-0 |
-11-4 |
-1.9% |
589-0 |
Close |
606-0 |
597-6 |
-8-2 |
-1.4% |
608-4 |
Range |
5-0 |
27-0 |
22-0 |
440.0% |
24-4 |
ATR |
12-0 |
13-1 |
1-1 |
8.9% |
0-0 |
Volume |
20,174 |
24,825 |
4,651 |
23.1% |
73,805 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-2 |
668-4 |
612-5 |
|
R3 |
658-2 |
641-4 |
605-1 |
|
R2 |
631-2 |
631-2 |
602-6 |
|
R1 |
614-4 |
614-4 |
600-2 |
609-3 |
PP |
604-2 |
604-2 |
604-2 |
601-6 |
S1 |
587-4 |
587-4 |
595-2 |
582-3 |
S2 |
577-2 |
577-2 |
592-6 |
|
S3 |
550-2 |
560-4 |
590-3 |
|
S4 |
523-2 |
533-4 |
582-7 |
|
|
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 |
621-0 |
589-0 |
32-0 |
5.4% |
10-6 |
1.8% |
27% |
True |
False |
18,730 |
10 |
621-0 |
581-4 |
39-4 |
6.6% |
10-2 |
1.7% |
41% |
True |
False |
16,151 |
20 |
621-0 |
561-0 |
60-0 |
10.0% |
10-7 |
1.8% |
61% |
True |
False |
17,429 |
40 |
621-0 |
474-4 |
146-4 |
24.5% |
11-0 |
1.8% |
84% |
True |
False |
16,903 |
60 |
621-0 |
438-0 |
183-0 |
30.6% |
9-3 |
1.6% |
87% |
True |
False |
13,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
735-6 |
2.618 |
691-5 |
1.618 |
664-5 |
1.000 |
648-0 |
0.618 |
637-5 |
HIGH |
621-0 |
0.618 |
610-5 |
0.500 |
607-4 |
0.382 |
604-3 |
LOW |
594-0 |
0.618 |
577-3 |
1.000 |
567-0 |
1.618 |
550-3 |
2.618 |
523-3 |
4.250 |
479-2 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
607-4 |
607-4 |
PP |
604-2 |
604-2 |
S1 |
601-0 |
601-0 |
|