CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
600-0 |
614-4 |
14-4 |
2.4% |
593-4 |
High |
602-4 |
617-0 |
14-4 |
2.4% |
606-2 |
Low |
593-4 |
612-6 |
19-2 |
3.2% |
585-6 |
Close |
604-2 |
613-4 |
9-2 |
1.5% |
603-6 |
Range |
9-0 |
4-2 |
-4-6 |
-52.8% |
20-4 |
ATR |
12-6 |
12-6 |
0-0 |
0.0% |
0-0 |
Volume |
29,784 |
33,355 |
3,571 |
12.0% |
143,525 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-1 |
624-5 |
615-7 |
|
R3 |
622-7 |
620-3 |
614-5 |
|
R2 |
618-5 |
618-5 |
614-2 |
|
R1 |
616-1 |
616-1 |
613-7 |
615-2 |
PP |
614-3 |
614-3 |
614-3 |
614-0 |
S1 |
611-7 |
611-7 |
613-1 |
611-0 |
S2 |
610-1 |
610-1 |
612-6 |
|
S3 |
605-7 |
607-5 |
612-3 |
|
S4 |
601-5 |
603-3 |
611-1 |
|
|
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 |
617-0 |
593-4 |
23-4 |
3.8% |
7-5 |
1.2% |
85% |
True |
False |
27,970 |
10 |
617-0 |
581-0 |
36-0 |
5.9% |
9-0 |
1.5% |
90% |
True |
False |
28,446 |
20 |
617-0 |
545-2 |
71-6 |
11.7% |
10-3 |
1.7% |
95% |
True |
False |
32,673 |
40 |
617-0 |
479-0 |
138-0 |
22.5% |
10-2 |
1.7% |
97% |
True |
False |
30,052 |
60 |
617-0 |
443-0 |
174-0 |
28.4% |
8-6 |
1.4% |
98% |
True |
False |
25,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
635-0 |
2.618 |
628-1 |
1.618 |
623-7 |
1.000 |
621-2 |
0.618 |
619-5 |
HIGH |
617-0 |
0.618 |
615-3 |
0.500 |
614-7 |
0.382 |
614-3 |
LOW |
612-6 |
0.618 |
610-1 |
1.000 |
608-4 |
1.618 |
605-7 |
2.618 |
601-5 |
4.250 |
594-6 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
614-7 |
610-6 |
PP |
614-3 |
608-0 |
S1 |
614-0 |
605-2 |
|