CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
758-0 |
755-4 |
-2-4 |
-0.3% |
736-0 |
High |
770-0 |
765-0 |
-5-0 |
-0.6% |
767-4 |
Low |
756-0 |
750-0 |
-6-0 |
-0.8% |
729-4 |
Close |
766-2 |
752-2 |
-14-0 |
-1.8% |
737-2 |
Range |
14-0 |
15-0 |
1-0 |
7.1% |
38-0 |
ATR |
20-0 |
19-6 |
-0-2 |
-1.3% |
0-0 |
Volume |
128,770 |
147,759 |
18,989 |
14.7% |
506,226 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-6 |
791-4 |
760-4 |
|
R3 |
785-6 |
776-4 |
756-3 |
|
R2 |
770-6 |
770-6 |
755-0 |
|
R1 |
761-4 |
761-4 |
753-5 |
758-5 |
PP |
755-6 |
755-6 |
755-6 |
754-2 |
S1 |
746-4 |
746-4 |
750-7 |
743-5 |
S2 |
740-6 |
740-6 |
749-4 |
|
S3 |
725-6 |
731-4 |
748-1 |
|
S4 |
710-6 |
716-4 |
744-0 |
|
|
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 |
770-0 |
729-4 |
40-4 |
5.4% |
19-3 |
2.6% |
56% |
False |
False |
124,434 |
10 |
770-0 |
729-4 |
40-4 |
5.4% |
16-7 |
2.2% |
56% |
False |
False |
143,711 |
20 |
778-2 |
660-0 |
118-2 |
15.7% |
14-7 |
2.0% |
78% |
False |
False |
158,753 |
40 |
778-2 |
608-4 |
169-6 |
22.6% |
16-7 |
2.2% |
85% |
False |
False |
168,562 |
60 |
778-2 |
608-4 |
169-6 |
22.6% |
15-4 |
2.1% |
85% |
False |
False |
153,610 |
80 |
778-2 |
604-0 |
174-2 |
23.2% |
14-6 |
2.0% |
85% |
False |
False |
125,336 |
100 |
778-2 |
565-2 |
213-0 |
28.3% |
13-2 |
1.8% |
88% |
False |
False |
104,674 |
120 |
778-2 |
530-6 |
247-4 |
32.9% |
12-7 |
1.7% |
89% |
False |
False |
90,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
828-6 |
2.618 |
804-2 |
1.618 |
789-2 |
1.000 |
780-0 |
0.618 |
774-2 |
HIGH |
765-0 |
0.618 |
759-2 |
0.500 |
757-4 |
0.382 |
755-6 |
LOW |
750-0 |
0.618 |
740-6 |
1.000 |
735-0 |
1.618 |
725-6 |
2.618 |
710-6 |
4.250 |
686-2 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
757-4 |
758-0 |
PP |
755-6 |
756-1 |
S1 |
754-0 |
754-1 |
|