CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
755-4 |
754-0 |
-1-4 |
-0.2% |
736-0 |
High |
765-0 |
754-0 |
-11-0 |
-1.4% |
767-4 |
Low |
750-0 |
717-4 |
-32-4 |
-4.3% |
729-4 |
Close |
752-2 |
723-0 |
-29-2 |
-3.9% |
737-2 |
Range |
15-0 |
36-4 |
21-4 |
143.3% |
38-0 |
ATR |
19-6 |
20-7 |
1-2 |
6.1% |
0-0 |
Volume |
147,759 |
153,320 |
5,561 |
3.8% |
506,226 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
841-0 |
818-4 |
743-1 |
|
R3 |
804-4 |
782-0 |
733-0 |
|
R2 |
768-0 |
768-0 |
729-6 |
|
R1 |
745-4 |
745-4 |
726-3 |
738-4 |
PP |
731-4 |
731-4 |
731-4 |
728-0 |
S1 |
709-0 |
709-0 |
719-5 |
702-0 |
S2 |
695-0 |
695-0 |
716-2 |
|
S3 |
658-4 |
672-4 |
713-0 |
|
S4 |
622-0 |
636-0 |
702-7 |
|
|
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 |
717-4 |
52-4 |
7.3% |
19-0 |
2.6% |
10% |
False |
True |
132,056 |
10 |
770-0 |
717-4 |
52-4 |
7.3% |
18-3 |
2.5% |
10% |
False |
True |
138,045 |
20 |
778-2 |
693-2 |
85-0 |
11.8% |
16-0 |
2.2% |
35% |
False |
False |
159,147 |
40 |
778-2 |
608-4 |
169-6 |
23.5% |
17-0 |
2.3% |
67% |
False |
False |
168,425 |
60 |
778-2 |
608-4 |
169-6 |
23.5% |
16-1 |
2.2% |
67% |
False |
False |
155,424 |
80 |
778-2 |
604-0 |
174-2 |
24.1% |
15-0 |
2.1% |
68% |
False |
False |
127,000 |
100 |
778-2 |
565-2 |
213-0 |
29.5% |
13-5 |
1.9% |
74% |
False |
False |
105,848 |
120 |
778-2 |
530-6 |
247-4 |
34.2% |
13-1 |
1.8% |
78% |
False |
False |
92,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
909-1 |
2.618 |
849-4 |
1.618 |
813-0 |
1.000 |
790-4 |
0.618 |
776-4 |
HIGH |
754-0 |
0.618 |
740-0 |
0.500 |
735-6 |
0.382 |
731-4 |
LOW |
717-4 |
0.618 |
695-0 |
1.000 |
681-0 |
1.618 |
658-4 |
2.618 |
622-0 |
4.250 |
562-3 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
735-6 |
743-6 |
PP |
731-4 |
736-7 |
S1 |
727-2 |
729-7 |
|