CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
603-4 |
600-0 |
-3-4 |
-0.6% |
593-4 |
High |
603-6 |
602-4 |
-1-2 |
-0.2% |
606-2 |
Low |
597-2 |
593-4 |
-3-6 |
-0.6% |
585-6 |
Close |
598-6 |
604-2 |
5-4 |
0.9% |
603-6 |
Range |
6-4 |
9-0 |
2-4 |
38.5% |
20-4 |
ATR |
13-0 |
12-6 |
-0-2 |
-2.2% |
0-0 |
Volume |
29,172 |
29,784 |
612 |
2.1% |
143,525 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-1 |
624-5 |
609-2 |
|
R3 |
618-1 |
615-5 |
606-6 |
|
R2 |
609-1 |
609-1 |
605-7 |
|
R1 |
606-5 |
606-5 |
605-1 |
607-7 |
PP |
600-1 |
600-1 |
600-1 |
600-6 |
S1 |
597-5 |
597-5 |
603-3 |
598-7 |
S2 |
591-1 |
591-1 |
602-5 |
|
S3 |
582-1 |
588-5 |
601-6 |
|
S4 |
573-1 |
579-5 |
599-2 |
|
|
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 |
593-4 |
15-4 |
2.6% |
8-2 |
1.4% |
69% |
False |
True |
26,893 |
10 |
609-0 |
581-0 |
28-0 |
4.6% |
9-5 |
1.6% |
83% |
False |
False |
29,997 |
20 |
609-0 |
511-2 |
97-6 |
16.2% |
10-5 |
1.8% |
95% |
False |
False |
31,911 |
40 |
609-0 |
479-0 |
130-0 |
21.5% |
10-2 |
1.7% |
96% |
False |
False |
29,863 |
60 |
609-0 |
436-0 |
173-0 |
28.6% |
8-6 |
1.5% |
97% |
False |
False |
25,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
640-6 |
2.618 |
626-0 |
1.618 |
617-0 |
1.000 |
611-4 |
0.618 |
608-0 |
HIGH |
602-4 |
0.618 |
599-0 |
0.500 |
598-0 |
0.382 |
597-0 |
LOW |
593-4 |
0.618 |
588-0 |
1.000 |
584-4 |
1.618 |
579-0 |
2.618 |
570-0 |
4.250 |
555-2 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
602-1 |
603-2 |
PP |
600-1 |
602-2 |
S1 |
598-0 |
601-2 |
|