CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
764-0 |
738-0 |
-26-0 |
-3.4% |
769-4 |
High |
767-4 |
741-0 |
-26-4 |
-3.5% |
778-2 |
Low |
729-4 |
729-4 |
0-0 |
0.0% |
739-4 |
Close |
732-6 |
737-2 |
4-4 |
0.6% |
742-0 |
Range |
38-0 |
11-4 |
-26-4 |
-69.7% |
38-6 |
ATR |
20-5 |
20-0 |
-0-5 |
-3.2% |
0-0 |
Volume |
115,211 |
109,089 |
-6,122 |
-5.3% |
910,235 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
770-3 |
765-3 |
743-5 |
|
R3 |
758-7 |
753-7 |
740-3 |
|
R2 |
747-3 |
747-3 |
739-3 |
|
R1 |
742-3 |
742-3 |
738-2 |
739-1 |
PP |
735-7 |
735-7 |
735-7 |
734-2 |
S1 |
730-7 |
730-7 |
736-2 |
727-5 |
S2 |
724-3 |
724-3 |
735-1 |
|
S3 |
712-7 |
719-3 |
734-1 |
|
S4 |
701-3 |
707-7 |
730-7 |
|
|
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 |
729-4 |
38-0 |
5.2% |
17-2 |
2.3% |
20% |
False |
True |
134,021 |
10 |
778-2 |
729-4 |
48-6 |
6.6% |
16-7 |
2.3% |
16% |
False |
True |
165,842 |
20 |
778-2 |
660-0 |
118-2 |
16.0% |
15-6 |
2.1% |
65% |
False |
False |
164,028 |
40 |
778-2 |
608-4 |
169-6 |
23.0% |
16-7 |
2.3% |
76% |
False |
False |
174,366 |
60 |
778-2 |
608-4 |
169-6 |
23.0% |
15-3 |
2.1% |
76% |
False |
False |
149,366 |
80 |
778-2 |
604-0 |
174-2 |
23.6% |
14-4 |
2.0% |
76% |
False |
False |
120,982 |
100 |
778-2 |
551-2 |
227-0 |
30.8% |
13-1 |
1.8% |
82% |
False |
False |
101,236 |
120 |
778-2 |
530-6 |
247-4 |
33.6% |
12-6 |
1.7% |
83% |
False |
False |
87,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
789-7 |
2.618 |
771-1 |
1.618 |
759-5 |
1.000 |
752-4 |
0.618 |
748-1 |
HIGH |
741-0 |
0.618 |
736-5 |
0.500 |
735-2 |
0.382 |
733-7 |
LOW |
729-4 |
0.618 |
722-3 |
1.000 |
718-0 |
1.618 |
710-7 |
2.618 |
699-3 |
4.250 |
680-5 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
736-5 |
748-4 |
PP |
735-7 |
744-6 |
S1 |
735-2 |
741-0 |
|