CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
765-0 |
772-0 |
7-0 |
0.9% |
692-0 |
High |
765-0 |
772-0 |
7-0 |
0.9% |
738-2 |
Low |
757-4 |
753-2 |
-4-2 |
-0.6% |
660-0 |
Close |
763-0 |
759-0 |
-4-0 |
-0.5% |
736-0 |
Range |
7-4 |
18-6 |
11-2 |
150.0% |
78-2 |
ATR |
21-6 |
21-4 |
-0-2 |
-1.0% |
0-0 |
Volume |
136,234 |
190,143 |
53,909 |
39.6% |
730,875 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-5 |
807-1 |
769-2 |
|
R3 |
798-7 |
788-3 |
764-1 |
|
R2 |
780-1 |
780-1 |
762-4 |
|
R1 |
769-5 |
769-5 |
760-6 |
765-4 |
PP |
761-3 |
761-3 |
761-3 |
759-3 |
S1 |
750-7 |
750-7 |
757-2 |
746-6 |
S2 |
742-5 |
742-5 |
755-4 |
|
S3 |
723-7 |
732-1 |
753-7 |
|
S4 |
705-1 |
713-3 |
748-6 |
|
|
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 |
772-0 |
729-0 |
43-0 |
5.7% |
13-6 |
1.8% |
70% |
True |
False |
182,269 |
10 |
772-0 |
660-0 |
112-0 |
14.8% |
14-6 |
1.9% |
88% |
True |
False |
162,214 |
20 |
772-0 |
608-4 |
163-4 |
21.5% |
16-4 |
2.2% |
92% |
True |
False |
172,583 |
40 |
772-0 |
608-4 |
163-4 |
21.5% |
16-1 |
2.1% |
92% |
True |
False |
168,425 |
60 |
772-0 |
608-4 |
163-4 |
21.5% |
14-5 |
1.9% |
92% |
True |
False |
129,401 |
80 |
772-0 |
590-2 |
181-6 |
23.9% |
13-1 |
1.7% |
93% |
True |
False |
102,583 |
100 |
772-0 |
530-6 |
241-2 |
31.8% |
12-4 |
1.6% |
95% |
True |
False |
86,837 |
120 |
772-0 |
530-6 |
241-2 |
31.8% |
12-2 |
1.6% |
95% |
True |
False |
75,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
851-6 |
2.618 |
821-1 |
1.618 |
802-3 |
1.000 |
790-6 |
0.618 |
783-5 |
HIGH |
772-0 |
0.618 |
764-7 |
0.500 |
762-5 |
0.382 |
760-3 |
LOW |
753-2 |
0.618 |
741-5 |
1.000 |
734-4 |
1.618 |
722-7 |
2.618 |
704-1 |
4.250 |
673-4 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
762-5 |
762-5 |
PP |
761-3 |
761-3 |
S1 |
760-2 |
760-2 |
|