CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
736-0 |
755-0 |
19-0 |
2.6% |
769-4 |
High |
753-0 |
756-4 |
3-4 |
0.5% |
778-2 |
Low |
734-4 |
748-0 |
13-4 |
1.8% |
739-4 |
Close |
751-6 |
749-0 |
-2-6 |
-0.4% |
742-0 |
Range |
18-4 |
8-4 |
-10-0 |
-54.1% |
38-6 |
ATR |
20-1 |
19-2 |
-0-7 |
-4.1% |
0-0 |
Volume |
178,035 |
103,891 |
-74,144 |
-41.6% |
910,235 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
776-5 |
771-3 |
753-5 |
|
R3 |
768-1 |
762-7 |
751-3 |
|
R2 |
759-5 |
759-5 |
750-4 |
|
R1 |
754-3 |
754-3 |
749-6 |
752-6 |
PP |
751-1 |
751-1 |
751-1 |
750-3 |
S1 |
745-7 |
745-7 |
748-2 |
744-2 |
S2 |
742-5 |
742-5 |
747-4 |
|
S3 |
734-1 |
737-3 |
746-5 |
|
S4 |
725-5 |
728-7 |
744-3 |
|
|
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% |
14-3 |
1.9% |
44% |
False |
False |
162,988 |
10 |
778-2 |
734-4 |
43-6 |
5.8% |
14-4 |
1.9% |
33% |
False |
False |
176,050 |
20 |
778-2 |
660-0 |
118-2 |
15.8% |
15-1 |
2.0% |
75% |
False |
False |
169,362 |
40 |
778-2 |
608-4 |
169-6 |
22.7% |
16-5 |
2.2% |
83% |
False |
False |
179,157 |
60 |
778-2 |
608-4 |
169-6 |
22.7% |
14-7 |
2.0% |
83% |
False |
False |
147,132 |
80 |
778-2 |
604-0 |
174-2 |
23.3% |
14-0 |
1.9% |
83% |
False |
False |
118,498 |
100 |
778-2 |
551-2 |
227-0 |
30.3% |
12-5 |
1.7% |
87% |
False |
False |
99,323 |
120 |
778-2 |
530-6 |
247-4 |
33.0% |
12-4 |
1.7% |
88% |
False |
False |
86,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
792-5 |
2.618 |
778-6 |
1.618 |
770-2 |
1.000 |
765-0 |
0.618 |
761-6 |
HIGH |
756-4 |
0.618 |
753-2 |
0.500 |
752-2 |
0.382 |
751-2 |
LOW |
748-0 |
0.618 |
742-6 |
1.000 |
739-4 |
1.618 |
734-2 |
2.618 |
725-6 |
4.250 |
711-7 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
752-2 |
747-7 |
PP |
751-1 |
746-5 |
S1 |
750-1 |
745-4 |
|