CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
693-2 |
734-0 |
40-6 |
5.9% |
692-0 |
| High |
693-2 |
738-2 |
45-0 |
6.5% |
738-2 |
| Low |
693-2 |
729-0 |
35-6 |
5.2% |
660-0 |
| Close |
693-2 |
736-0 |
42-6 |
6.2% |
736-0 |
| Range |
0-0 |
9-2 |
9-2 |
|
78-2 |
| ATR |
21-2 |
22-7 |
1-6 |
8.0% |
0-0 |
| Volume |
61,981 |
219,588 |
157,607 |
254.3% |
730,875 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-1 |
758-3 |
741-1 |
|
| R3 |
752-7 |
749-1 |
738-4 |
|
| R2 |
743-5 |
743-5 |
737-6 |
|
| R1 |
739-7 |
739-7 |
736-7 |
741-6 |
| PP |
734-3 |
734-3 |
734-3 |
735-3 |
| S1 |
730-5 |
730-5 |
735-1 |
732-4 |
| S2 |
725-1 |
725-1 |
734-2 |
|
| S3 |
715-7 |
721-3 |
733-4 |
|
| S4 |
706-5 |
712-1 |
730-7 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946-1 |
919-3 |
779-0 |
|
| R3 |
867-7 |
841-1 |
757-4 |
|
| R2 |
789-5 |
789-5 |
750-3 |
|
| R1 |
762-7 |
762-7 |
743-1 |
776-2 |
| PP |
711-3 |
711-3 |
711-3 |
718-1 |
| S1 |
684-5 |
684-5 |
728-7 |
698-0 |
| S2 |
633-1 |
633-1 |
721-5 |
|
| S3 |
554-7 |
606-3 |
714-4 |
|
| S4 |
476-5 |
528-1 |
693-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
738-2 |
660-0 |
78-2 |
10.6% |
12-0 |
1.6% |
97% |
True |
False |
146,175 |
| 10 |
738-2 |
660-0 |
78-2 |
10.6% |
15-1 |
2.0% |
97% |
True |
False |
153,267 |
| 20 |
738-2 |
608-4 |
129-6 |
17.6% |
16-7 |
2.3% |
98% |
True |
False |
173,154 |
| 40 |
742-0 |
608-4 |
133-4 |
18.1% |
15-7 |
2.2% |
96% |
False |
False |
158,396 |
| 60 |
742-0 |
604-0 |
138-0 |
18.8% |
14-3 |
2.0% |
96% |
False |
False |
120,146 |
| 80 |
742-0 |
565-2 |
176-6 |
24.0% |
12-7 |
1.7% |
97% |
False |
False |
95,326 |
| 100 |
742-0 |
530-6 |
211-2 |
28.7% |
12-4 |
1.7% |
97% |
False |
False |
81,095 |
| 120 |
742-0 |
530-6 |
211-2 |
28.7% |
12-2 |
1.7% |
97% |
False |
False |
70,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777-4 |
|
2.618 |
762-4 |
|
1.618 |
753-2 |
|
1.000 |
747-4 |
|
0.618 |
744-0 |
|
HIGH |
738-2 |
|
0.618 |
734-6 |
|
0.500 |
733-5 |
|
0.382 |
732-4 |
|
LOW |
729-0 |
|
0.618 |
723-2 |
|
1.000 |
719-6 |
|
1.618 |
714-0 |
|
2.618 |
704-6 |
|
4.250 |
689-6 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
735-2 |
723-6 |
| PP |
734-3 |
711-3 |
| S1 |
733-5 |
699-1 |
|