CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
769-4 |
762-4 |
-7-0 |
-0.9% |
748-4 |
High |
778-2 |
764-6 |
-13-4 |
-1.7% |
772-0 |
Low |
766-4 |
747-0 |
-19-4 |
-2.5% |
746-0 |
Close |
776-0 |
752-4 |
-23-4 |
-3.0% |
768-0 |
Range |
11-6 |
17-6 |
6-0 |
51.1% |
26-0 |
ATR |
20-4 |
21-1 |
0-5 |
2.9% |
0-0 |
Volume |
161,052 |
216,168 |
55,116 |
34.2% |
933,724 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
808-0 |
798-0 |
762-2 |
|
R3 |
790-2 |
780-2 |
757-3 |
|
R2 |
772-4 |
772-4 |
755-6 |
|
R1 |
762-4 |
762-4 |
754-1 |
758-5 |
PP |
754-6 |
754-6 |
754-6 |
752-6 |
S1 |
744-6 |
744-6 |
750-7 |
740-7 |
S2 |
737-0 |
737-0 |
749-2 |
|
S3 |
719-2 |
727-0 |
747-5 |
|
S4 |
701-4 |
709-2 |
742-6 |
|
|
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 |
778-2 |
747-0 |
31-2 |
4.2% |
14-5 |
1.9% |
18% |
False |
True |
189,112 |
10 |
778-2 |
660-0 |
118-2 |
15.7% |
12-7 |
1.7% |
78% |
False |
False |
173,796 |
20 |
778-2 |
608-4 |
169-6 |
22.6% |
16-4 |
2.2% |
85% |
False |
False |
174,876 |
40 |
778-2 |
608-4 |
169-6 |
22.6% |
16-5 |
2.2% |
85% |
False |
False |
172,906 |
60 |
778-2 |
608-4 |
169-6 |
22.6% |
14-7 |
2.0% |
85% |
False |
False |
137,160 |
80 |
778-2 |
596-0 |
182-2 |
24.2% |
13-3 |
1.8% |
86% |
False |
False |
109,473 |
100 |
778-2 |
530-6 |
247-4 |
32.9% |
12-4 |
1.7% |
90% |
False |
False |
92,330 |
120 |
778-2 |
530-6 |
247-4 |
32.9% |
12-2 |
1.6% |
90% |
False |
False |
80,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-2 |
2.618 |
811-2 |
1.618 |
793-4 |
1.000 |
782-4 |
0.618 |
775-6 |
HIGH |
764-6 |
0.618 |
758-0 |
0.500 |
755-7 |
0.382 |
753-6 |
LOW |
747-0 |
0.618 |
736-0 |
1.000 |
729-2 |
1.618 |
718-2 |
2.618 |
700-4 |
4.250 |
671-4 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
755-7 |
762-5 |
PP |
754-6 |
759-2 |
S1 |
753-5 |
755-7 |
|