CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
608-6 |
609-4 |
0-6 |
0.1% |
607-4 |
High |
612-4 |
614-0 |
1-4 |
0.2% |
617-0 |
Low |
608-6 |
609-2 |
0-4 |
0.1% |
593-4 |
Close |
611-6 |
609-2 |
-2-4 |
-0.4% |
611-6 |
Range |
3-6 |
4-6 |
1-0 |
26.7% |
23-4 |
ATR |
12-1 |
11-5 |
-0-4 |
-4.4% |
0-0 |
Volume |
30,971 |
30,971 |
0 |
0.0% |
140,422 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-1 |
621-7 |
611-7 |
|
R3 |
620-3 |
617-1 |
610-4 |
|
R2 |
615-5 |
615-5 |
610-1 |
|
R1 |
612-3 |
612-3 |
609-5 |
611-5 |
PP |
610-7 |
610-7 |
610-7 |
610-4 |
S1 |
607-5 |
607-5 |
608-7 |
606-7 |
S2 |
606-1 |
606-1 |
608-3 |
|
S3 |
601-3 |
602-7 |
608-0 |
|
S4 |
596-5 |
598-1 |
606-5 |
|
|
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 |
3.9% |
5-5 |
0.9% |
67% |
False |
False |
30,850 |
10 |
617-0 |
585-6 |
31-2 |
5.1% |
8-2 |
1.4% |
75% |
False |
False |
28,527 |
20 |
617-0 |
565-0 |
52-0 |
8.5% |
10-1 |
1.7% |
85% |
False |
False |
32,034 |
40 |
617-0 |
479-0 |
138-0 |
22.7% |
10-1 |
1.7% |
94% |
False |
False |
30,090 |
60 |
617-0 |
444-4 |
172-4 |
28.3% |
8-6 |
1.4% |
96% |
False |
False |
26,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
634-2 |
2.618 |
626-3 |
1.618 |
621-5 |
1.000 |
618-6 |
0.618 |
616-7 |
HIGH |
614-0 |
0.618 |
612-1 |
0.500 |
611-5 |
0.382 |
611-1 |
LOW |
609-2 |
0.618 |
606-3 |
1.000 |
604-4 |
1.618 |
601-5 |
2.618 |
596-7 |
4.250 |
589-0 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
611-5 |
612-7 |
PP |
610-7 |
611-5 |
S1 |
610-0 |
610-4 |
|