CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
607-4 |
603-4 |
-4-0 |
-0.7% |
593-4 |
High |
609-0 |
603-6 |
-5-2 |
-0.9% |
606-2 |
Low |
598-6 |
597-2 |
-1-4 |
-0.3% |
585-6 |
Close |
598-6 |
598-6 |
0-0 |
0.0% |
603-6 |
Range |
10-2 |
6-4 |
-3-6 |
-36.6% |
20-4 |
ATR |
13-4 |
13-0 |
-0-4 |
-3.7% |
0-0 |
Volume |
17,140 |
29,172 |
12,032 |
70.2% |
143,525 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-3 |
615-5 |
602-3 |
|
R3 |
612-7 |
609-1 |
600-4 |
|
R2 |
606-3 |
606-3 |
600-0 |
|
R1 |
602-5 |
602-5 |
599-3 |
601-2 |
PP |
599-7 |
599-7 |
599-7 |
599-2 |
S1 |
596-1 |
596-1 |
598-1 |
594-6 |
S2 |
593-3 |
593-3 |
597-4 |
|
S3 |
586-7 |
589-5 |
597-0 |
|
S4 |
580-3 |
583-1 |
595-1 |
|
|
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% |
9-4 |
1.6% |
56% |
False |
False |
26,566 |
10 |
609-0 |
574-4 |
34-4 |
5.8% |
10-6 |
1.8% |
70% |
False |
False |
30,425 |
20 |
609-0 |
509-2 |
99-6 |
16.7% |
10-2 |
1.7% |
90% |
False |
False |
32,092 |
40 |
609-0 |
479-0 |
130-0 |
21.7% |
10-1 |
1.7% |
92% |
False |
False |
29,692 |
60 |
609-0 |
436-0 |
173-0 |
28.9% |
8-6 |
1.5% |
94% |
False |
False |
25,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
631-3 |
2.618 |
620-6 |
1.618 |
614-2 |
1.000 |
610-2 |
0.618 |
607-6 |
HIGH |
603-6 |
0.618 |
601-2 |
0.500 |
600-4 |
0.382 |
599-6 |
LOW |
597-2 |
0.618 |
593-2 |
1.000 |
590-6 |
1.618 |
586-6 |
2.618 |
580-2 |
4.250 |
569-5 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
600-4 |
602-5 |
PP |
599-7 |
601-3 |
S1 |
599-3 |
600-0 |
|