CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
738-0 |
751-0 |
13-0 |
1.8% |
736-0 |
High |
741-0 |
764-2 |
23-2 |
3.1% |
767-4 |
Low |
729-4 |
746-0 |
16-4 |
2.3% |
729-4 |
Close |
737-2 |
762-4 |
25-2 |
3.4% |
737-2 |
Range |
11-4 |
18-2 |
6-6 |
58.7% |
38-0 |
ATR |
20-0 |
20-4 |
0-4 |
2.5% |
0-0 |
Volume |
109,089 |
121,343 |
12,254 |
11.2% |
506,226 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
812-3 |
805-5 |
772-4 |
|
R3 |
794-1 |
787-3 |
767-4 |
|
R2 |
775-7 |
775-7 |
765-7 |
|
R1 |
769-1 |
769-1 |
764-1 |
772-4 |
PP |
757-5 |
757-5 |
757-5 |
759-2 |
S1 |
750-7 |
750-7 |
760-7 |
754-2 |
S2 |
739-3 |
739-3 |
759-1 |
|
S3 |
721-1 |
732-5 |
757-4 |
|
S4 |
702-7 |
714-3 |
752-4 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
858-6 |
836-0 |
758-1 |
|
R3 |
820-6 |
798-0 |
747-6 |
|
R2 |
782-6 |
782-6 |
744-2 |
|
R1 |
760-0 |
760-0 |
740-6 |
771-3 |
PP |
744-6 |
744-6 |
744-6 |
750-4 |
S1 |
722-0 |
722-0 |
733-6 |
733-3 |
S2 |
706-6 |
706-6 |
730-2 |
|
S3 |
668-6 |
684-0 |
726-6 |
|
S4 |
630-6 |
646-0 |
716-3 |
|
|
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 |
5.0% |
19-0 |
2.5% |
87% |
False |
False |
125,513 |
10 |
778-2 |
729-4 |
48-6 |
6.4% |
16-7 |
2.2% |
68% |
False |
False |
153,780 |
20 |
778-2 |
660-0 |
118-2 |
15.5% |
15-2 |
2.0% |
87% |
False |
False |
160,120 |
40 |
778-2 |
608-4 |
169-6 |
22.3% |
16-6 |
2.2% |
91% |
False |
False |
172,273 |
60 |
778-2 |
608-4 |
169-6 |
22.3% |
15-4 |
2.0% |
91% |
False |
False |
150,544 |
80 |
778-2 |
604-0 |
174-2 |
22.9% |
14-5 |
1.9% |
91% |
False |
False |
122,267 |
100 |
778-2 |
562-4 |
215-6 |
28.3% |
13-2 |
1.7% |
93% |
False |
False |
102,275 |
120 |
778-2 |
530-6 |
247-4 |
32.5% |
12-6 |
1.7% |
94% |
False |
False |
88,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-6 |
2.618 |
812-0 |
1.618 |
793-6 |
1.000 |
782-4 |
0.618 |
775-4 |
HIGH |
764-2 |
0.618 |
757-2 |
0.500 |
755-1 |
0.382 |
753-0 |
LOW |
746-0 |
0.618 |
734-6 |
1.000 |
727-6 |
1.618 |
716-4 |
2.618 |
698-2 |
4.250 |
668-4 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
760-0 |
757-7 |
PP |
757-5 |
753-1 |
S1 |
755-1 |
748-4 |
|