CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
624-4 |
594-4 |
-30-0 |
-4.8% |
607-4 |
High |
625-0 |
597-4 |
-27-4 |
-4.4% |
617-0 |
Low |
599-0 |
591-4 |
-7-4 |
-1.3% |
593-4 |
Close |
602-2 |
593-0 |
-9-2 |
-1.5% |
611-6 |
Range |
26-0 |
6-0 |
-20-0 |
-76.9% |
23-4 |
ATR |
12-5 |
12-4 |
-0-1 |
-1.1% |
0-0 |
Volume |
35,988 |
72,983 |
36,995 |
102.8% |
140,422 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
612-0 |
608-4 |
596-2 |
|
R3 |
606-0 |
602-4 |
594-5 |
|
R2 |
600-0 |
600-0 |
594-1 |
|
R1 |
596-4 |
596-4 |
593-4 |
595-2 |
PP |
594-0 |
594-0 |
594-0 |
593-3 |
S1 |
590-4 |
590-4 |
592-4 |
589-2 |
S2 |
588-0 |
588-0 |
591-7 |
|
S3 |
582-0 |
584-4 |
591-3 |
|
S4 |
576-0 |
578-4 |
589-6 |
|
|
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 |
625-0 |
591-4 |
33-4 |
5.6% |
9-0 |
1.5% |
4% |
False |
True |
40,853 |
10 |
625-0 |
591-4 |
33-4 |
5.6% |
8-5 |
1.5% |
4% |
False |
True |
33,873 |
20 |
625-0 |
565-0 |
60-0 |
10.1% |
9-4 |
1.6% |
47% |
False |
False |
31,950 |
40 |
625-0 |
479-0 |
146-0 |
24.6% |
10-4 |
1.8% |
78% |
False |
False |
31,469 |
60 |
625-0 |
444-4 |
180-4 |
30.4% |
9-0 |
1.5% |
82% |
False |
False |
27,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
623-0 |
2.618 |
613-2 |
1.618 |
607-2 |
1.000 |
603-4 |
0.618 |
601-2 |
HIGH |
597-4 |
0.618 |
595-2 |
0.500 |
594-4 |
0.382 |
593-6 |
LOW |
591-4 |
0.618 |
587-6 |
1.000 |
585-4 |
1.618 |
581-6 |
2.618 |
575-6 |
4.250 |
566-0 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
594-4 |
608-2 |
PP |
594-0 |
603-1 |
S1 |
593-4 |
598-1 |
|