CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
609-4 |
624-4 |
15-0 |
2.5% |
607-4 |
High |
614-0 |
625-0 |
11-0 |
1.8% |
617-0 |
Low |
609-2 |
599-0 |
-10-2 |
-1.7% |
593-4 |
Close |
609-2 |
602-2 |
-7-0 |
-1.1% |
611-6 |
Range |
4-6 |
26-0 |
21-2 |
447.4% |
23-4 |
ATR |
11-5 |
12-5 |
1-0 |
8.8% |
0-0 |
Volume |
30,971 |
35,988 |
5,017 |
16.2% |
140,422 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-6 |
670-4 |
616-4 |
|
R3 |
660-6 |
644-4 |
609-3 |
|
R2 |
634-6 |
634-6 |
607-0 |
|
R1 |
618-4 |
618-4 |
604-5 |
613-5 |
PP |
608-6 |
608-6 |
608-6 |
606-2 |
S1 |
592-4 |
592-4 |
599-7 |
587-5 |
S2 |
582-6 |
582-6 |
597-4 |
|
S3 |
556-6 |
566-4 |
595-1 |
|
S4 |
530-6 |
540-4 |
588-0 |
|
|
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 |
625-0 |
593-4 |
31-4 |
5.2% |
9-4 |
1.6% |
28% |
True |
False |
32,213 |
10 |
625-0 |
585-6 |
39-2 |
6.5% |
9-4 |
1.6% |
42% |
True |
False |
29,389 |
20 |
625-0 |
565-0 |
60-0 |
10.0% |
10-1 |
1.7% |
62% |
True |
False |
30,708 |
40 |
625-0 |
479-0 |
146-0 |
24.2% |
10-4 |
1.7% |
84% |
True |
False |
30,465 |
60 |
625-0 |
444-4 |
180-4 |
30.0% |
9-0 |
1.5% |
87% |
True |
False |
26,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
735-4 |
2.618 |
693-1 |
1.618 |
667-1 |
1.000 |
651-0 |
0.618 |
641-1 |
HIGH |
625-0 |
0.618 |
615-1 |
0.500 |
612-0 |
0.382 |
608-7 |
LOW |
599-0 |
0.618 |
582-7 |
1.000 |
573-0 |
1.618 |
556-7 |
2.618 |
530-7 |
4.250 |
488-4 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
612-0 |
612-0 |
PP |
608-6 |
608-6 |
S1 |
605-4 |
605-4 |
|