CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
620-4 |
590-2 |
-30-2 |
-4.9% |
604-0 |
High |
621-0 |
593-0 |
-28-0 |
-4.5% |
613-4 |
Low |
594-0 |
587-0 |
-7-0 |
-1.2% |
589-0 |
Close |
597-6 |
588-6 |
-9-0 |
-1.5% |
608-4 |
Range |
27-0 |
6-0 |
-21-0 |
-77.8% |
24-4 |
ATR |
13-1 |
13-0 |
-0-1 |
-1.3% |
0-0 |
Volume |
24,825 |
43,318 |
18,493 |
74.5% |
73,805 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-5 |
604-1 |
592-0 |
|
R3 |
601-5 |
598-1 |
590-3 |
|
R2 |
595-5 |
595-5 |
589-7 |
|
R1 |
592-1 |
592-1 |
589-2 |
590-7 |
PP |
589-5 |
589-5 |
589-5 |
589-0 |
S1 |
586-1 |
586-1 |
588-2 |
584-7 |
S2 |
583-5 |
583-5 |
587-5 |
|
S3 |
577-5 |
580-1 |
587-1 |
|
S4 |
571-5 |
574-1 |
585-4 |
|
|
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 |
621-0 |
587-0 |
34-0 |
5.8% |
9-4 |
1.6% |
5% |
False |
True |
24,268 |
10 |
621-0 |
587-0 |
34-0 |
5.8% |
9-3 |
1.6% |
5% |
False |
True |
18,808 |
20 |
621-0 |
561-0 |
60-0 |
10.2% |
10-3 |
1.8% |
46% |
False |
False |
18,426 |
40 |
621-0 |
474-4 |
146-4 |
24.9% |
11-0 |
1.9% |
78% |
False |
False |
17,533 |
60 |
621-0 |
438-0 |
183-0 |
31.1% |
9-4 |
1.6% |
82% |
False |
False |
14,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
618-4 |
2.618 |
608-6 |
1.618 |
602-6 |
1.000 |
599-0 |
0.618 |
596-6 |
HIGH |
593-0 |
0.618 |
590-6 |
0.500 |
590-0 |
0.382 |
589-2 |
LOW |
587-0 |
0.618 |
583-2 |
1.000 |
581-0 |
1.618 |
577-2 |
2.618 |
571-2 |
4.250 |
561-4 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
590-0 |
604-0 |
PP |
589-5 |
598-7 |
S1 |
589-1 |
593-7 |
|