CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
719-2 |
710-0 |
-9-2 |
-1.3% |
751-0 |
| High |
728-0 |
712-0 |
-16-0 |
-2.2% |
770-0 |
| Low |
713-0 |
700-0 |
-13-0 |
-1.8% |
717-4 |
| Close |
726-4 |
705-0 |
-21-4 |
-3.0% |
754-0 |
| Range |
15-0 |
12-0 |
-3-0 |
-20.0% |
52-4 |
| ATR |
21-2 |
21-5 |
0-3 |
1.8% |
0-0 |
| Volume |
9,296 |
7,612 |
-1,684 |
-18.1% |
605,606 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-5 |
735-3 |
711-5 |
|
| R3 |
729-5 |
723-3 |
708-2 |
|
| R2 |
717-5 |
717-5 |
707-2 |
|
| R1 |
711-3 |
711-3 |
706-1 |
708-4 |
| PP |
705-5 |
705-5 |
705-5 |
704-2 |
| S1 |
699-3 |
699-3 |
703-7 |
696-4 |
| S2 |
693-5 |
693-5 |
702-6 |
|
| S3 |
681-5 |
687-3 |
701-6 |
|
| S4 |
669-5 |
675-3 |
698-3 |
|
|
| 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 |
757-0 |
700-0 |
57-0 |
8.1% |
19-7 |
2.8% |
9% |
False |
True |
23,167 |
| 10 |
770-0 |
700-0 |
70-0 |
9.9% |
19-4 |
2.8% |
7% |
False |
True |
77,611 |
| 20 |
778-2 |
700-0 |
78-2 |
11.1% |
18-4 |
2.6% |
6% |
False |
True |
125,779 |
| 40 |
778-2 |
608-4 |
169-6 |
24.1% |
17-3 |
2.5% |
57% |
False |
False |
149,165 |
| 60 |
778-2 |
608-4 |
169-6 |
24.1% |
16-7 |
2.4% |
57% |
False |
False |
152,373 |
| 80 |
778-2 |
608-4 |
169-6 |
24.1% |
15-4 |
2.2% |
57% |
False |
False |
126,535 |
| 100 |
778-2 |
590-0 |
188-2 |
26.7% |
14-1 |
2.0% |
61% |
False |
False |
105,542 |
| 120 |
778-2 |
530-6 |
247-4 |
35.1% |
13-4 |
1.9% |
70% |
False |
False |
91,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-0 |
|
2.618 |
743-3 |
|
1.618 |
731-3 |
|
1.000 |
724-0 |
|
0.618 |
719-3 |
|
HIGH |
712-0 |
|
0.618 |
707-3 |
|
0.500 |
706-0 |
|
0.382 |
704-5 |
|
LOW |
700-0 |
|
0.618 |
692-5 |
|
1.000 |
688-0 |
|
1.618 |
680-5 |
|
2.618 |
668-5 |
|
4.250 |
649-0 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
706-0 |
715-4 |
| PP |
705-5 |
712-0 |
| S1 |
705-3 |
708-4 |
|