CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
747-4 |
747-0 |
-0-4 |
-0.1% |
769-4 |
High |
756-0 |
749-4 |
-6-4 |
-0.9% |
778-2 |
Low |
742-0 |
739-4 |
-2-4 |
-0.3% |
739-4 |
Close |
754-2 |
742-0 |
-12-2 |
-1.6% |
742-0 |
Range |
14-0 |
10-0 |
-4-0 |
-28.6% |
38-6 |
ATR |
20-5 |
20-2 |
-0-3 |
-2.0% |
0-0 |
Volume |
159,151 |
163,881 |
4,730 |
3.0% |
910,235 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-5 |
767-7 |
747-4 |
|
R3 |
763-5 |
757-7 |
744-6 |
|
R2 |
753-5 |
753-5 |
743-7 |
|
R1 |
747-7 |
747-7 |
742-7 |
745-6 |
PP |
743-5 |
743-5 |
743-5 |
742-5 |
S1 |
737-7 |
737-7 |
741-1 |
735-6 |
S2 |
733-5 |
733-5 |
740-1 |
|
S3 |
723-5 |
727-7 |
739-2 |
|
S4 |
713-5 |
717-7 |
736-4 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
869-4 |
844-4 |
763-2 |
|
R3 |
830-6 |
805-6 |
752-5 |
|
R2 |
792-0 |
792-0 |
749-1 |
|
R1 |
767-0 |
767-0 |
745-4 |
760-1 |
PP |
753-2 |
753-2 |
753-2 |
749-6 |
S1 |
728-2 |
728-2 |
738-4 |
721-3 |
S2 |
714-4 |
714-4 |
734-7 |
|
S3 |
675-6 |
689-4 |
731-3 |
|
S4 |
637-0 |
650-6 |
720-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
778-2 |
739-4 |
38-6 |
5.2% |
14-7 |
2.0% |
6% |
False |
True |
182,047 |
10 |
778-2 |
739-4 |
38-6 |
5.2% |
15-1 |
2.0% |
6% |
False |
True |
184,395 |
20 |
778-2 |
660-0 |
118-2 |
15.9% |
15-1 |
2.0% |
69% |
False |
False |
168,831 |
40 |
778-2 |
608-4 |
169-6 |
22.9% |
16-6 |
2.3% |
79% |
False |
False |
176,901 |
60 |
778-2 |
608-4 |
169-6 |
22.9% |
14-6 |
2.0% |
79% |
False |
False |
143,711 |
80 |
778-2 |
604-0 |
174-2 |
23.5% |
13-6 |
1.9% |
79% |
False |
False |
115,446 |
100 |
778-2 |
530-6 |
247-4 |
33.4% |
12-5 |
1.7% |
85% |
False |
False |
96,876 |
120 |
778-2 |
530-6 |
247-4 |
33.4% |
12-4 |
1.7% |
85% |
False |
False |
84,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
792-0 |
2.618 |
775-5 |
1.618 |
765-5 |
1.000 |
759-4 |
0.618 |
755-5 |
HIGH |
749-4 |
0.618 |
745-5 |
0.500 |
744-4 |
0.382 |
743-3 |
LOW |
739-4 |
0.618 |
733-3 |
1.000 |
729-4 |
1.618 |
723-3 |
2.618 |
713-3 |
4.250 |
697-0 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
744-4 |
753-4 |
PP |
743-5 |
749-5 |
S1 |
742-7 |
745-7 |
|