CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
747-0 |
736-0 |
-11-0 |
-1.5% |
769-4 |
High |
749-4 |
753-0 |
3-4 |
0.5% |
778-2 |
Low |
739-4 |
734-4 |
-5-0 |
-0.7% |
739-4 |
Close |
742-0 |
751-6 |
9-6 |
1.3% |
742-0 |
Range |
10-0 |
18-4 |
8-4 |
85.0% |
38-6 |
ATR |
20-2 |
20-1 |
-0-1 |
-0.6% |
0-0 |
Volume |
163,881 |
178,035 |
14,154 |
8.6% |
910,235 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-7 |
795-3 |
761-7 |
|
R3 |
783-3 |
776-7 |
756-7 |
|
R2 |
764-7 |
764-7 |
755-1 |
|
R1 |
758-3 |
758-3 |
753-4 |
761-5 |
PP |
746-3 |
746-3 |
746-3 |
748-0 |
S1 |
739-7 |
739-7 |
750-0 |
743-1 |
S2 |
727-7 |
727-7 |
748-3 |
|
S3 |
709-3 |
721-3 |
746-5 |
|
S4 |
690-7 |
702-7 |
741-5 |
|
|
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 |
767-4 |
734-4 |
33-0 |
4.4% |
16-2 |
2.2% |
52% |
False |
True |
185,443 |
10 |
778-2 |
734-4 |
43-6 |
5.8% |
15-1 |
2.0% |
39% |
False |
True |
182,322 |
20 |
778-2 |
660-0 |
118-2 |
15.7% |
15-3 |
2.0% |
78% |
False |
False |
170,464 |
40 |
778-2 |
608-4 |
169-6 |
22.6% |
16-7 |
2.3% |
84% |
False |
False |
179,199 |
60 |
778-2 |
608-4 |
169-6 |
22.6% |
14-6 |
2.0% |
84% |
False |
False |
145,955 |
80 |
778-2 |
604-0 |
174-2 |
23.2% |
14-0 |
1.9% |
85% |
False |
False |
117,493 |
100 |
778-2 |
551-2 |
227-0 |
30.2% |
12-5 |
1.7% |
88% |
False |
False |
98,485 |
120 |
778-2 |
530-6 |
247-4 |
32.9% |
12-4 |
1.7% |
89% |
False |
False |
85,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
831-5 |
2.618 |
801-3 |
1.618 |
782-7 |
1.000 |
771-4 |
0.618 |
764-3 |
HIGH |
753-0 |
0.618 |
745-7 |
0.500 |
743-6 |
0.382 |
741-5 |
LOW |
734-4 |
0.618 |
723-1 |
1.000 |
716-0 |
1.618 |
704-5 |
2.618 |
686-1 |
4.250 |
655-7 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
749-1 |
749-5 |
PP |
746-3 |
747-3 |
S1 |
743-6 |
745-2 |
|