CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
734-0 |
748-4 |
14-4 |
2.0% |
692-0 |
High |
738-2 |
764-2 |
26-0 |
3.5% |
738-2 |
Low |
729-0 |
746-0 |
17-0 |
2.3% |
660-0 |
Close |
736-0 |
760-2 |
24-2 |
3.3% |
736-0 |
Range |
9-2 |
18-2 |
9-0 |
97.3% |
78-2 |
ATR |
22-7 |
23-2 |
0-3 |
1.7% |
0-0 |
Volume |
219,588 |
198,771 |
-20,817 |
-9.5% |
730,875 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
811-5 |
804-1 |
770-2 |
|
R3 |
793-3 |
785-7 |
765-2 |
|
R2 |
775-1 |
775-1 |
763-5 |
|
R1 |
767-5 |
767-5 |
761-7 |
771-3 |
PP |
756-7 |
756-7 |
756-7 |
758-6 |
S1 |
749-3 |
749-3 |
758-5 |
753-1 |
S2 |
738-5 |
738-5 |
756-7 |
|
S3 |
720-3 |
731-1 |
755-2 |
|
S4 |
702-1 |
712-7 |
750-2 |
|
|
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 |
764-2 |
660-0 |
104-2 |
13.7% |
11-0 |
1.4% |
96% |
True |
False |
155,426 |
10 |
764-2 |
660-0 |
104-2 |
13.7% |
15-5 |
2.1% |
96% |
True |
False |
158,606 |
20 |
764-2 |
608-4 |
155-6 |
20.5% |
16-7 |
2.2% |
97% |
True |
False |
174,416 |
40 |
764-2 |
608-4 |
155-6 |
20.5% |
15-7 |
2.1% |
97% |
True |
False |
162,066 |
60 |
764-2 |
604-0 |
160-2 |
21.1% |
14-4 |
1.9% |
98% |
True |
False |
123,021 |
80 |
764-2 |
576-0 |
188-2 |
24.8% |
12-7 |
1.7% |
98% |
True |
False |
97,461 |
100 |
764-2 |
530-6 |
233-4 |
30.7% |
12-4 |
1.6% |
98% |
True |
False |
82,834 |
120 |
764-2 |
530-6 |
233-4 |
30.7% |
12-2 |
1.6% |
98% |
True |
False |
71,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-6 |
2.618 |
812-0 |
1.618 |
793-6 |
1.000 |
782-4 |
0.618 |
775-4 |
HIGH |
764-2 |
0.618 |
757-2 |
0.500 |
755-1 |
0.382 |
753-0 |
LOW |
746-0 |
0.618 |
734-6 |
1.000 |
727-6 |
1.618 |
716-4 |
2.618 |
698-2 |
4.250 |
668-4 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
758-4 |
749-6 |
PP |
756-7 |
739-2 |
S1 |
755-1 |
728-6 |
|