CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
759-4 |
747-4 |
-12-0 |
-1.6% |
748-4 |
| High |
767-4 |
756-0 |
-11-4 |
-1.5% |
772-0 |
| Low |
746-4 |
742-0 |
-4-4 |
-0.6% |
746-0 |
| Close |
755-4 |
754-2 |
-1-2 |
-0.2% |
768-0 |
| Range |
21-0 |
14-0 |
-7-0 |
-33.3% |
26-0 |
| ATR |
21-1 |
20-5 |
-0-4 |
-2.4% |
0-0 |
| Volume |
209,983 |
159,151 |
-50,832 |
-24.2% |
933,724 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-6 |
787-4 |
762-0 |
|
| R3 |
778-6 |
773-4 |
758-1 |
|
| R2 |
764-6 |
764-6 |
756-7 |
|
| R1 |
759-4 |
759-4 |
755-4 |
762-1 |
| PP |
750-6 |
750-6 |
750-6 |
752-0 |
| S1 |
745-4 |
745-4 |
753-0 |
748-1 |
| S2 |
736-6 |
736-6 |
751-5 |
|
| S3 |
722-6 |
731-4 |
750-3 |
|
| S4 |
708-6 |
717-4 |
746-4 |
|
|
| 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 |
778-2 |
742-0 |
36-2 |
4.8% |
16-3 |
2.2% |
34% |
False |
True |
197,663 |
| 10 |
778-2 |
729-0 |
49-2 |
6.5% |
15-0 |
2.0% |
51% |
False |
False |
189,966 |
| 20 |
778-2 |
660-0 |
118-2 |
15.7% |
15-5 |
2.1% |
80% |
False |
False |
173,096 |
| 40 |
778-2 |
608-4 |
169-6 |
22.5% |
16-7 |
2.2% |
86% |
False |
False |
176,065 |
| 60 |
778-2 |
608-4 |
169-6 |
22.5% |
15-0 |
2.0% |
86% |
False |
False |
141,831 |
| 80 |
778-2 |
604-0 |
174-2 |
23.1% |
13-6 |
1.8% |
86% |
False |
False |
113,631 |
| 100 |
778-2 |
530-6 |
247-4 |
32.8% |
12-5 |
1.7% |
90% |
False |
False |
95,539 |
| 120 |
778-2 |
530-6 |
247-4 |
32.8% |
12-3 |
1.6% |
90% |
False |
False |
82,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815-4 |
|
2.618 |
792-5 |
|
1.618 |
778-5 |
|
1.000 |
770-0 |
|
0.618 |
764-5 |
|
HIGH |
756-0 |
|
0.618 |
750-5 |
|
0.500 |
749-0 |
|
0.382 |
747-3 |
|
LOW |
742-0 |
|
0.618 |
733-3 |
|
1.000 |
728-0 |
|
1.618 |
719-3 |
|
2.618 |
705-3 |
|
4.250 |
682-4 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
752-4 |
754-6 |
| PP |
750-6 |
754-5 |
| S1 |
749-0 |
754-3 |
|