CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
596-2 |
607-4 |
11-2 |
1.9% |
593-4 |
High |
604-4 |
609-0 |
4-4 |
0.7% |
606-2 |
Low |
596-2 |
598-6 |
2-4 |
0.4% |
585-6 |
Close |
603-6 |
598-6 |
-5-0 |
-0.8% |
603-6 |
Range |
8-2 |
10-2 |
2-0 |
24.2% |
20-4 |
ATR |
13-6 |
13-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
30,402 |
17,140 |
-13,262 |
-43.6% |
143,525 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
632-7 |
626-1 |
604-3 |
|
R3 |
622-5 |
615-7 |
601-5 |
|
R2 |
612-3 |
612-3 |
600-5 |
|
R1 |
605-5 |
605-5 |
599-6 |
603-7 |
PP |
602-1 |
602-1 |
602-1 |
601-2 |
S1 |
595-3 |
595-3 |
597-6 |
593-5 |
S2 |
591-7 |
591-7 |
596-7 |
|
S3 |
581-5 |
585-1 |
595-7 |
|
S4 |
571-3 |
574-7 |
593-1 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
660-1 |
652-3 |
615-0 |
|
R3 |
639-5 |
631-7 |
609-3 |
|
R2 |
619-1 |
619-1 |
607-4 |
|
R1 |
611-3 |
611-3 |
605-5 |
615-2 |
PP |
598-5 |
598-5 |
598-5 |
600-4 |
S1 |
590-7 |
590-7 |
601-7 |
594-6 |
S2 |
578-1 |
578-1 |
600-0 |
|
S3 |
557-5 |
570-3 |
598-1 |
|
S4 |
537-1 |
549-7 |
592-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
609-0 |
585-6 |
23-2 |
3.9% |
10-6 |
1.8% |
56% |
True |
False |
26,205 |
10 |
609-0 |
565-0 |
44-0 |
7.3% |
10-7 |
1.8% |
77% |
True |
False |
28,992 |
20 |
609-0 |
500-4 |
108-4 |
18.1% |
10-4 |
1.8% |
91% |
True |
False |
32,340 |
40 |
609-0 |
479-0 |
130-0 |
21.7% |
10-1 |
1.7% |
92% |
True |
False |
30,194 |
60 |
609-0 |
436-0 |
173-0 |
28.9% |
8-6 |
1.5% |
94% |
True |
False |
25,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
652-4 |
2.618 |
635-7 |
1.618 |
625-5 |
1.000 |
619-2 |
0.618 |
615-3 |
HIGH |
609-0 |
0.618 |
605-1 |
0.500 |
603-7 |
0.382 |
602-5 |
LOW |
598-6 |
0.618 |
592-3 |
1.000 |
588-4 |
1.618 |
582-1 |
2.618 |
571-7 |
4.250 |
555-2 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
603-7 |
602-5 |
PP |
602-1 |
601-3 |
S1 |
600-4 |
600-0 |
|