CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
710-0 |
706-0 |
-4-0 |
-0.6% |
751-0 |
High |
712-0 |
713-0 |
1-0 |
0.1% |
757-0 |
Low |
700-0 |
678-0 |
-22-0 |
-3.1% |
678-0 |
Close |
705-0 |
682-6 |
-22-2 |
-3.2% |
682-6 |
Range |
12-0 |
35-0 |
23-0 |
191.7% |
79-0 |
ATR |
21-5 |
22-4 |
1-0 |
4.4% |
0-0 |
Volume |
7,612 |
6,650 |
-962 |
-12.6% |
68,072 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
796-2 |
774-4 |
702-0 |
|
R3 |
761-2 |
739-4 |
692-3 |
|
R2 |
726-2 |
726-2 |
689-1 |
|
R1 |
704-4 |
704-4 |
686-0 |
697-7 |
PP |
691-2 |
691-2 |
691-2 |
688-0 |
S1 |
669-4 |
669-4 |
679-4 |
662-7 |
S2 |
656-2 |
656-2 |
676-3 |
|
S3 |
621-2 |
634-4 |
673-1 |
|
S4 |
586-2 |
599-4 |
663-4 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
942-7 |
891-7 |
726-2 |
|
R3 |
863-7 |
812-7 |
704-4 |
|
R2 |
784-7 |
784-7 |
697-2 |
|
R1 |
733-7 |
733-7 |
690-0 |
719-7 |
PP |
705-7 |
705-7 |
705-7 |
699-0 |
S1 |
654-7 |
654-7 |
675-4 |
640-7 |
S2 |
626-7 |
626-7 |
668-2 |
|
S3 |
547-7 |
575-7 |
661-0 |
|
S4 |
468-7 |
496-7 |
639-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
757-0 |
678-0 |
79-0 |
11.6% |
20-6 |
3.0% |
6% |
False |
True |
13,614 |
10 |
770-0 |
678-0 |
92-0 |
13.5% |
21-7 |
3.2% |
5% |
False |
True |
67,367 |
20 |
778-2 |
678-0 |
100-2 |
14.7% |
19-3 |
2.8% |
5% |
False |
True |
116,605 |
40 |
778-2 |
608-4 |
169-6 |
24.9% |
17-7 |
2.6% |
44% |
False |
False |
144,594 |
60 |
778-2 |
608-4 |
169-6 |
24.9% |
17-2 |
2.5% |
44% |
False |
False |
151,151 |
80 |
778-2 |
608-4 |
169-6 |
24.9% |
15-7 |
2.3% |
44% |
False |
False |
126,202 |
100 |
778-2 |
590-2 |
188-0 |
27.5% |
14-3 |
2.1% |
49% |
False |
False |
105,387 |
120 |
778-2 |
530-6 |
247-4 |
36.3% |
13-5 |
2.0% |
61% |
False |
False |
91,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
861-6 |
2.618 |
804-5 |
1.618 |
769-5 |
1.000 |
748-0 |
0.618 |
734-5 |
HIGH |
713-0 |
0.618 |
699-5 |
0.500 |
695-4 |
0.382 |
691-3 |
LOW |
678-0 |
0.618 |
656-3 |
1.000 |
643-0 |
1.618 |
621-3 |
2.618 |
586-3 |
4.250 |
529-2 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
695-4 |
703-0 |
PP |
691-2 |
696-2 |
S1 |
687-0 |
689-4 |
|