CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
754-0 |
729-0 |
-25-0 |
-3.3% |
751-0 |
High |
754-0 |
756-4 |
2-4 |
0.3% |
770-0 |
Low |
717-4 |
726-0 |
8-4 |
1.2% |
717-4 |
Close |
723-0 |
754-0 |
31-0 |
4.3% |
754-0 |
Range |
36-4 |
30-4 |
-6-0 |
-16.4% |
52-4 |
ATR |
20-7 |
21-7 |
0-7 |
4.3% |
0-0 |
Volume |
153,320 |
54,414 |
-98,906 |
-64.5% |
605,606 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837-0 |
826-0 |
770-6 |
|
R3 |
806-4 |
795-4 |
762-3 |
|
R2 |
776-0 |
776-0 |
759-5 |
|
R1 |
765-0 |
765-0 |
756-6 |
770-4 |
PP |
745-4 |
745-4 |
745-4 |
748-2 |
S1 |
734-4 |
734-4 |
751-2 |
740-0 |
S2 |
715-0 |
715-0 |
748-3 |
|
S3 |
684-4 |
704-0 |
745-5 |
|
S4 |
654-0 |
673-4 |
737-2 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
904-5 |
881-7 |
782-7 |
|
R3 |
852-1 |
829-3 |
768-4 |
|
R2 |
799-5 |
799-5 |
763-5 |
|
R1 |
776-7 |
776-7 |
758-6 |
788-2 |
PP |
747-1 |
747-1 |
747-1 |
752-7 |
S1 |
724-3 |
724-3 |
749-2 |
735-6 |
S2 |
694-5 |
694-5 |
744-3 |
|
S3 |
642-1 |
671-7 |
739-4 |
|
S4 |
589-5 |
619-3 |
725-1 |
|
|
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 |
7.0% |
22-7 |
3.0% |
70% |
False |
False |
121,121 |
10 |
770-0 |
717-4 |
52-4 |
7.0% |
20-1 |
2.7% |
70% |
False |
False |
127,571 |
20 |
778-2 |
717-4 |
60-6 |
8.1% |
17-4 |
2.3% |
60% |
False |
False |
158,768 |
40 |
778-2 |
608-4 |
169-6 |
22.5% |
17-4 |
2.3% |
86% |
False |
False |
163,911 |
60 |
778-2 |
608-4 |
169-6 |
22.5% |
16-4 |
2.2% |
86% |
False |
False |
155,518 |
80 |
778-2 |
604-0 |
174-2 |
23.1% |
15-2 |
2.0% |
86% |
False |
False |
127,372 |
100 |
778-2 |
565-2 |
213-0 |
28.2% |
13-7 |
1.8% |
89% |
False |
False |
106,058 |
120 |
778-2 |
530-6 |
247-4 |
32.8% |
13-3 |
1.8% |
90% |
False |
False |
92,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
886-1 |
2.618 |
836-3 |
1.618 |
805-7 |
1.000 |
787-0 |
0.618 |
775-3 |
HIGH |
756-4 |
0.618 |
744-7 |
0.500 |
741-2 |
0.382 |
737-5 |
LOW |
726-0 |
0.618 |
707-1 |
1.000 |
695-4 |
1.618 |
676-5 |
2.618 |
646-1 |
4.250 |
596-3 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
749-6 |
749-6 |
PP |
745-4 |
745-4 |
S1 |
741-2 |
741-2 |
|