CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
590-2 |
590-4 |
0-2 |
0.0% |
604-0 |
High |
593-0 |
591-2 |
-1-6 |
-0.3% |
613-4 |
Low |
587-0 |
580-0 |
-7-0 |
-1.2% |
589-0 |
Close |
588-6 |
585-2 |
-3-4 |
-0.6% |
608-4 |
Range |
6-0 |
11-2 |
5-2 |
87.5% |
24-4 |
ATR |
13-0 |
12-7 |
-0-1 |
-0.9% |
0-0 |
Volume |
43,318 |
22,027 |
-21,291 |
-49.2% |
73,805 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-2 |
613-4 |
591-4 |
|
R3 |
608-0 |
602-2 |
588-3 |
|
R2 |
596-6 |
596-6 |
587-2 |
|
R1 |
591-0 |
591-0 |
586-2 |
588-2 |
PP |
585-4 |
585-4 |
585-4 |
584-1 |
S1 |
579-6 |
579-6 |
584-2 |
577-0 |
S2 |
574-2 |
574-2 |
583-2 |
|
S3 |
563-0 |
568-4 |
582-1 |
|
S4 |
551-6 |
557-2 |
579-0 |
|
|
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 |
580-0 |
41-0 |
7.0% |
10-5 |
1.8% |
13% |
False |
True |
26,103 |
10 |
621-0 |
580-0 |
41-0 |
7.0% |
9-6 |
1.7% |
13% |
False |
True |
19,980 |
20 |
621-0 |
561-0 |
60-0 |
10.3% |
10-2 |
1.8% |
40% |
False |
False |
18,138 |
40 |
621-0 |
474-4 |
146-4 |
25.0% |
11-2 |
1.9% |
76% |
False |
False |
17,744 |
60 |
621-0 |
438-0 |
183-0 |
31.3% |
9-4 |
1.6% |
80% |
False |
False |
14,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
639-0 |
2.618 |
620-6 |
1.618 |
609-4 |
1.000 |
602-4 |
0.618 |
598-2 |
HIGH |
591-2 |
0.618 |
587-0 |
0.500 |
585-5 |
0.382 |
584-2 |
LOW |
580-0 |
0.618 |
573-0 |
1.000 |
568-6 |
1.618 |
561-6 |
2.618 |
550-4 |
4.250 |
532-2 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
585-5 |
600-4 |
PP |
585-4 |
595-3 |
S1 |
585-3 |
590-3 |
|