CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
614-4 |
608-6 |
-5-6 |
-0.9% |
607-4 |
High |
617-0 |
612-4 |
-4-4 |
-0.7% |
617-0 |
Low |
612-6 |
608-6 |
-4-0 |
-0.7% |
593-4 |
Close |
613-4 |
611-6 |
-1-6 |
-0.3% |
611-6 |
Range |
4-2 |
3-6 |
-0-4 |
-11.8% |
23-4 |
ATR |
12-6 |
12-1 |
-0-5 |
-4.5% |
0-0 |
Volume |
33,355 |
30,971 |
-2,384 |
-7.1% |
140,422 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
622-2 |
620-6 |
613-6 |
|
R3 |
618-4 |
617-0 |
612-6 |
|
R2 |
614-6 |
614-6 |
612-4 |
|
R1 |
613-2 |
613-2 |
612-1 |
614-0 |
PP |
611-0 |
611-0 |
611-0 |
611-3 |
S1 |
609-4 |
609-4 |
611-3 |
610-2 |
S2 |
607-2 |
607-2 |
611-0 |
|
S3 |
603-4 |
605-6 |
610-6 |
|
S4 |
599-6 |
602-0 |
609-6 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-7 |
668-3 |
624-5 |
|
R3 |
654-3 |
644-7 |
618-2 |
|
R2 |
630-7 |
630-7 |
616-0 |
|
R1 |
621-3 |
621-3 |
613-7 |
626-1 |
PP |
607-3 |
607-3 |
607-3 |
609-6 |
S1 |
597-7 |
597-7 |
609-5 |
602-5 |
S2 |
583-7 |
583-7 |
607-4 |
|
S3 |
560-3 |
574-3 |
605-2 |
|
S4 |
536-7 |
550-7 |
598-7 |
|
|
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% |
6-6 |
1.1% |
78% |
False |
False |
28,084 |
10 |
617-0 |
585-6 |
31-2 |
5.1% |
8-4 |
1.4% |
83% |
False |
False |
28,394 |
20 |
617-0 |
565-0 |
52-0 |
8.5% |
10-5 |
1.7% |
90% |
False |
False |
32,311 |
40 |
617-0 |
479-0 |
138-0 |
22.6% |
10-1 |
1.6% |
96% |
False |
False |
30,085 |
60 |
617-0 |
444-4 |
172-4 |
28.2% |
8-5 |
1.4% |
97% |
False |
False |
26,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
628-4 |
2.618 |
622-3 |
1.618 |
618-5 |
1.000 |
616-2 |
0.618 |
614-7 |
HIGH |
612-4 |
0.618 |
611-1 |
0.500 |
610-5 |
0.382 |
610-1 |
LOW |
608-6 |
0.618 |
606-3 |
1.000 |
605-0 |
1.618 |
602-5 |
2.618 |
598-7 |
4.250 |
592-6 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
611-3 |
609-5 |
PP |
611-0 |
607-3 |
S1 |
610-5 |
605-2 |
|