CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
772-0 |
755-0 |
-17-0 |
-2.2% |
748-4 |
| High |
772-0 |
769-2 |
-2-6 |
-0.4% |
772-0 |
| Low |
753-2 |
752-0 |
-1-2 |
-0.2% |
746-0 |
| Close |
759-0 |
768-0 |
9-0 |
1.2% |
768-0 |
| Range |
18-6 |
17-2 |
-1-4 |
-8.0% |
26-0 |
| ATR |
21-4 |
21-2 |
-0-2 |
-1.4% |
0-0 |
| Volume |
190,143 |
241,964 |
51,821 |
27.3% |
933,724 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-7 |
808-5 |
777-4 |
|
| R3 |
797-5 |
791-3 |
772-6 |
|
| R2 |
780-3 |
780-3 |
771-1 |
|
| R1 |
774-1 |
774-1 |
769-5 |
777-2 |
| PP |
763-1 |
763-1 |
763-1 |
764-5 |
| S1 |
756-7 |
756-7 |
766-3 |
760-0 |
| S2 |
745-7 |
745-7 |
764-7 |
|
| S3 |
728-5 |
739-5 |
763-2 |
|
| S4 |
711-3 |
722-3 |
758-4 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840-0 |
830-0 |
782-2 |
|
| R3 |
814-0 |
804-0 |
775-1 |
|
| R2 |
788-0 |
788-0 |
772-6 |
|
| R1 |
778-0 |
778-0 |
770-3 |
783-0 |
| PP |
762-0 |
762-0 |
762-0 |
764-4 |
| S1 |
752-0 |
752-0 |
765-5 |
757-0 |
| S2 |
736-0 |
736-0 |
763-2 |
|
| S3 |
710-0 |
726-0 |
760-7 |
|
| S4 |
684-0 |
700-0 |
753-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
772-0 |
746-0 |
26-0 |
3.4% |
15-2 |
2.0% |
85% |
False |
False |
186,744 |
| 10 |
772-0 |
660-0 |
112-0 |
14.6% |
13-5 |
1.8% |
96% |
False |
False |
166,459 |
| 20 |
772-0 |
608-4 |
163-4 |
21.3% |
16-4 |
2.2% |
98% |
False |
False |
172,687 |
| 40 |
772-0 |
608-4 |
163-4 |
21.3% |
16-3 |
2.1% |
98% |
False |
False |
171,091 |
| 60 |
772-0 |
608-4 |
163-4 |
21.3% |
14-6 |
1.9% |
98% |
False |
False |
132,909 |
| 80 |
772-0 |
590-2 |
181-6 |
23.7% |
13-2 |
1.7% |
98% |
False |
False |
105,298 |
| 100 |
772-0 |
530-6 |
241-2 |
31.4% |
12-4 |
1.6% |
98% |
False |
False |
88,998 |
| 120 |
772-0 |
530-6 |
241-2 |
31.4% |
12-3 |
1.6% |
98% |
False |
False |
77,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842-4 |
|
2.618 |
814-3 |
|
1.618 |
797-1 |
|
1.000 |
786-4 |
|
0.618 |
779-7 |
|
HIGH |
769-2 |
|
0.618 |
762-5 |
|
0.500 |
760-5 |
|
0.382 |
758-5 |
|
LOW |
752-0 |
|
0.618 |
741-3 |
|
1.000 |
734-6 |
|
1.618 |
724-1 |
|
2.618 |
706-7 |
|
4.250 |
678-6 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
765-4 |
766-0 |
| PP |
763-1 |
764-0 |
| S1 |
760-5 |
762-0 |
|