CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
751-0 |
725-0 |
-26-0 |
-3.5% |
751-0 |
| High |
757-0 |
731-0 |
-26-0 |
-3.4% |
770-0 |
| Low |
729-0 |
717-0 |
-12-0 |
-1.6% |
717-4 |
| Close |
730-6 |
719-0 |
-11-6 |
-1.6% |
754-0 |
| Range |
28-0 |
14-0 |
-14-0 |
-50.0% |
52-4 |
| ATR |
22-2 |
21-5 |
-0-5 |
-2.7% |
0-0 |
| Volume |
24,269 |
20,245 |
-4,024 |
-16.6% |
605,606 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-3 |
755-5 |
726-6 |
|
| R3 |
750-3 |
741-5 |
722-7 |
|
| R2 |
736-3 |
736-3 |
721-5 |
|
| R1 |
727-5 |
727-5 |
720-2 |
725-0 |
| PP |
722-3 |
722-3 |
722-3 |
721-0 |
| S1 |
713-5 |
713-5 |
717-6 |
711-0 |
| S2 |
708-3 |
708-3 |
716-3 |
|
| S3 |
694-3 |
699-5 |
715-1 |
|
| S4 |
680-3 |
685-5 |
711-2 |
|
|
| 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 |
765-0 |
717-0 |
48-0 |
6.7% |
24-6 |
3.4% |
4% |
False |
True |
80,001 |
| 10 |
770-0 |
717-0 |
53-0 |
7.4% |
21-3 |
3.0% |
4% |
False |
True |
97,831 |
| 20 |
778-2 |
717-0 |
61-2 |
8.5% |
18-2 |
2.5% |
3% |
False |
True |
140,076 |
| 40 |
778-2 |
608-4 |
169-6 |
23.6% |
17-5 |
2.4% |
65% |
False |
False |
157,246 |
| 60 |
778-2 |
608-4 |
169-6 |
23.6% |
16-5 |
2.3% |
65% |
False |
False |
154,736 |
| 80 |
778-2 |
604-0 |
174-2 |
24.2% |
15-3 |
2.1% |
66% |
False |
False |
127,285 |
| 100 |
778-2 |
576-0 |
202-2 |
28.1% |
14-0 |
1.9% |
71% |
False |
False |
105,984 |
| 120 |
778-2 |
530-6 |
247-4 |
34.4% |
13-3 |
1.9% |
76% |
False |
False |
92,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790-4 |
|
2.618 |
767-5 |
|
1.618 |
753-5 |
|
1.000 |
745-0 |
|
0.618 |
739-5 |
|
HIGH |
731-0 |
|
0.618 |
725-5 |
|
0.500 |
724-0 |
|
0.382 |
722-3 |
|
LOW |
717-0 |
|
0.618 |
708-3 |
|
1.000 |
703-0 |
|
1.618 |
694-3 |
|
2.618 |
680-3 |
|
4.250 |
657-4 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-0 |
737-0 |
| PP |
722-3 |
731-0 |
| S1 |
720-5 |
725-0 |
|