CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
594-4 |
595-6 |
1-2 |
0.2% |
607-4 |
High |
597-4 |
595-6 |
-1-6 |
-0.3% |
617-0 |
Low |
591-4 |
586-0 |
-5-4 |
-0.9% |
593-4 |
Close |
593-0 |
588-6 |
-4-2 |
-0.7% |
611-6 |
Range |
6-0 |
9-6 |
3-6 |
62.5% |
23-4 |
ATR |
12-4 |
12-3 |
-0-2 |
-1.6% |
0-0 |
Volume |
72,983 |
52,827 |
-20,156 |
-27.6% |
140,422 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-3 |
613-7 |
594-1 |
|
R3 |
609-5 |
604-1 |
591-3 |
|
R2 |
599-7 |
599-7 |
590-4 |
|
R1 |
594-3 |
594-3 |
589-5 |
592-2 |
PP |
590-1 |
590-1 |
590-1 |
589-1 |
S1 |
584-5 |
584-5 |
587-7 |
582-4 |
S2 |
580-3 |
580-3 |
587-0 |
|
S3 |
570-5 |
574-7 |
586-1 |
|
S4 |
560-7 |
565-1 |
583-3 |
|
|
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 |
586-0 |
39-0 |
6.6% |
10-0 |
1.7% |
7% |
False |
True |
44,748 |
10 |
625-0 |
586-0 |
39-0 |
6.6% |
8-7 |
1.5% |
7% |
False |
True |
36,359 |
20 |
625-0 |
565-0 |
60-0 |
10.2% |
9-4 |
1.6% |
40% |
False |
False |
32,759 |
40 |
625-0 |
479-0 |
146-0 |
24.8% |
10-6 |
1.8% |
75% |
False |
False |
32,086 |
60 |
625-0 |
444-4 |
180-4 |
30.7% |
9-1 |
1.5% |
80% |
False |
False |
28,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
637-2 |
2.618 |
621-2 |
1.618 |
611-4 |
1.000 |
605-4 |
0.618 |
601-6 |
HIGH |
595-6 |
0.618 |
592-0 |
0.500 |
590-7 |
0.382 |
589-6 |
LOW |
586-0 |
0.618 |
580-0 |
1.000 |
576-2 |
1.618 |
570-2 |
2.618 |
560-4 |
4.250 |
544-4 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
590-7 |
605-4 |
PP |
590-1 |
599-7 |
S1 |
589-4 |
594-3 |
|