CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
762-4 |
759-4 |
-3-0 |
-0.4% |
748-4 |
High |
764-6 |
767-4 |
2-6 |
0.4% |
772-0 |
Low |
747-0 |
746-4 |
-0-4 |
-0.1% |
746-0 |
Close |
752-4 |
755-4 |
3-0 |
0.4% |
768-0 |
Range |
17-6 |
21-0 |
3-2 |
18.3% |
26-0 |
ATR |
21-1 |
21-1 |
0-0 |
0.0% |
0-0 |
Volume |
216,168 |
209,983 |
-6,185 |
-2.9% |
933,724 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
819-4 |
808-4 |
767-0 |
|
R3 |
798-4 |
787-4 |
761-2 |
|
R2 |
777-4 |
777-4 |
759-3 |
|
R1 |
766-4 |
766-4 |
757-3 |
761-4 |
PP |
756-4 |
756-4 |
756-4 |
754-0 |
S1 |
745-4 |
745-4 |
753-5 |
740-4 |
S2 |
735-4 |
735-4 |
751-5 |
|
S3 |
714-4 |
724-4 |
749-6 |
|
S4 |
693-4 |
703-4 |
744-0 |
|
|
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 |
746-4 |
31-6 |
4.2% |
17-2 |
2.3% |
28% |
False |
True |
203,862 |
10 |
778-2 |
693-2 |
85-0 |
11.3% |
13-5 |
1.8% |
73% |
False |
False |
180,249 |
20 |
778-2 |
635-0 |
143-2 |
19.0% |
15-4 |
2.1% |
84% |
False |
False |
170,905 |
40 |
778-2 |
608-4 |
169-6 |
22.5% |
16-6 |
2.2% |
87% |
False |
False |
175,805 |
60 |
778-2 |
608-4 |
169-6 |
22.5% |
15-1 |
2.0% |
87% |
False |
False |
139,965 |
80 |
778-2 |
604-0 |
174-2 |
23.1% |
13-5 |
1.8% |
87% |
False |
False |
111,913 |
100 |
778-2 |
530-6 |
247-4 |
32.8% |
12-5 |
1.7% |
91% |
False |
False |
94,111 |
120 |
778-2 |
530-6 |
247-4 |
32.8% |
12-3 |
1.6% |
91% |
False |
False |
81,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
856-6 |
2.618 |
822-4 |
1.618 |
801-4 |
1.000 |
788-4 |
0.618 |
780-4 |
HIGH |
767-4 |
0.618 |
759-4 |
0.500 |
757-0 |
0.382 |
754-4 |
LOW |
746-4 |
0.618 |
733-4 |
1.000 |
725-4 |
1.618 |
712-4 |
2.618 |
691-4 |
4.250 |
657-2 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
757-0 |
762-3 |
PP |
756-4 |
760-1 |
S1 |
756-0 |
757-6 |
|