CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
692-4 |
714-0 |
21-4 |
3.1% |
751-0 |
High |
704-4 |
718-4 |
14-0 |
2.0% |
757-0 |
Low |
692-4 |
705-4 |
13-0 |
1.9% |
678-0 |
Close |
704-4 |
706-0 |
1-4 |
0.2% |
682-6 |
Range |
12-0 |
13-0 |
1-0 |
8.3% |
79-0 |
ATR |
22-4 |
21-7 |
-0-5 |
-2.7% |
0-0 |
Volume |
4,313 |
3,041 |
-1,272 |
-29.5% |
68,072 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-0 |
740-4 |
713-1 |
|
R3 |
736-0 |
727-4 |
709-5 |
|
R2 |
723-0 |
723-0 |
708-3 |
|
R1 |
714-4 |
714-4 |
707-2 |
712-2 |
PP |
710-0 |
710-0 |
710-0 |
708-7 |
S1 |
701-4 |
701-4 |
704-6 |
699-2 |
S2 |
697-0 |
697-0 |
703-5 |
|
S3 |
684-0 |
688-4 |
702-3 |
|
S4 |
671-0 |
675-4 |
698-7 |
|
|
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 |
728-0 |
678-0 |
50-0 |
7.1% |
17-3 |
2.5% |
56% |
False |
False |
6,182 |
10 |
765-0 |
678-0 |
87-0 |
12.3% |
21-1 |
3.0% |
32% |
False |
False |
43,091 |
20 |
770-0 |
678-0 |
92-0 |
13.0% |
19-1 |
2.7% |
30% |
False |
False |
96,822 |
40 |
778-2 |
608-4 |
169-6 |
24.0% |
17-5 |
2.5% |
57% |
False |
False |
135,139 |
60 |
778-2 |
608-4 |
169-6 |
24.0% |
17-3 |
2.5% |
57% |
False |
False |
145,996 |
80 |
778-2 |
608-4 |
169-6 |
24.0% |
15-7 |
2.3% |
57% |
False |
False |
125,117 |
100 |
778-2 |
590-4 |
187-6 |
26.6% |
14-4 |
2.0% |
62% |
False |
False |
105,040 |
120 |
778-2 |
530-6 |
247-4 |
35.1% |
13-4 |
1.9% |
71% |
False |
False |
91,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
773-6 |
2.618 |
752-4 |
1.618 |
739-4 |
1.000 |
731-4 |
0.618 |
726-4 |
HIGH |
718-4 |
0.618 |
713-4 |
0.500 |
712-0 |
0.382 |
710-4 |
LOW |
705-4 |
0.618 |
697-4 |
1.000 |
692-4 |
1.618 |
684-4 |
2.618 |
671-4 |
4.250 |
650-2 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
712-0 |
703-3 |
PP |
710-0 |
700-7 |
S1 |
708-0 |
698-2 |
|