CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
706-0 |
692-4 |
-13-4 |
-1.9% |
751-0 |
High |
713-0 |
704-4 |
-8-4 |
-1.2% |
757-0 |
Low |
678-0 |
692-4 |
14-4 |
2.1% |
678-0 |
Close |
682-6 |
704-4 |
21-6 |
3.2% |
682-6 |
Range |
35-0 |
12-0 |
-23-0 |
-65.7% |
79-0 |
ATR |
22-4 |
22-4 |
0-0 |
-0.2% |
0-0 |
Volume |
6,650 |
4,313 |
-2,337 |
-35.1% |
68,072 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-4 |
732-4 |
711-1 |
|
R3 |
724-4 |
720-4 |
707-6 |
|
R2 |
712-4 |
712-4 |
706-6 |
|
R1 |
708-4 |
708-4 |
705-5 |
710-4 |
PP |
700-4 |
700-4 |
700-4 |
701-4 |
S1 |
696-4 |
696-4 |
703-3 |
698-4 |
S2 |
688-4 |
688-4 |
702-2 |
|
S3 |
676-4 |
684-4 |
701-2 |
|
S4 |
664-4 |
672-4 |
697-7 |
|
|
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 |
731-0 |
678-0 |
53-0 |
7.5% |
17-5 |
2.5% |
50% |
False |
False |
9,623 |
10 |
770-0 |
678-0 |
92-0 |
13.1% |
21-2 |
3.0% |
29% |
False |
False |
55,664 |
20 |
778-2 |
678-0 |
100-2 |
14.2% |
19-0 |
2.7% |
26% |
False |
False |
104,722 |
40 |
778-2 |
608-4 |
169-6 |
24.1% |
17-6 |
2.5% |
57% |
False |
False |
138,705 |
60 |
778-2 |
608-4 |
169-6 |
24.1% |
17-2 |
2.5% |
57% |
False |
False |
148,968 |
80 |
778-2 |
608-4 |
169-6 |
24.1% |
15-7 |
2.3% |
57% |
False |
False |
125,863 |
100 |
778-2 |
590-2 |
188-0 |
26.7% |
14-4 |
2.1% |
61% |
False |
False |
105,183 |
120 |
778-2 |
530-6 |
247-4 |
35.1% |
13-5 |
1.9% |
70% |
False |
False |
91,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
755-4 |
2.618 |
735-7 |
1.618 |
723-7 |
1.000 |
716-4 |
0.618 |
711-7 |
HIGH |
704-4 |
0.618 |
699-7 |
0.500 |
698-4 |
0.382 |
697-1 |
LOW |
692-4 |
0.618 |
685-1 |
1.000 |
680-4 |
1.618 |
673-1 |
2.618 |
661-1 |
4.250 |
641-4 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
702-4 |
701-4 |
PP |
700-4 |
698-4 |
S1 |
698-4 |
695-4 |
|