CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
687-0 |
678-0 |
-9-0 |
-1.3% |
751-0 |
| High |
687-0 |
691-0 |
4-0 |
0.6% |
757-0 |
| Low |
668-4 |
678-0 |
9-4 |
1.4% |
678-0 |
| Close |
668-6 |
681-2 |
12-4 |
1.9% |
682-6 |
| Range |
18-4 |
13-0 |
-5-4 |
-29.7% |
79-0 |
| ATR |
23-0 |
22-7 |
0-0 |
-0.2% |
0-0 |
| Volume |
2,941 |
1,671 |
-1,270 |
-43.2% |
68,072 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-3 |
714-7 |
688-3 |
|
| R3 |
709-3 |
701-7 |
684-7 |
|
| R2 |
696-3 |
696-3 |
683-5 |
|
| R1 |
688-7 |
688-7 |
682-4 |
692-5 |
| PP |
683-3 |
683-3 |
683-3 |
685-2 |
| S1 |
675-7 |
675-7 |
680-0 |
679-5 |
| S2 |
670-3 |
670-3 |
678-7 |
|
| S3 |
657-3 |
662-7 |
677-5 |
|
| S4 |
644-3 |
649-7 |
674-1 |
|
|
| 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 |
718-4 |
668-4 |
50-0 |
7.3% |
18-2 |
2.7% |
26% |
False |
False |
3,723 |
| 10 |
757-0 |
668-4 |
88-4 |
13.0% |
19-1 |
2.8% |
14% |
False |
False |
13,445 |
| 20 |
770-0 |
668-4 |
101-4 |
14.9% |
18-6 |
2.8% |
13% |
False |
False |
75,745 |
| 40 |
778-2 |
635-0 |
143-2 |
21.0% |
17-1 |
2.5% |
32% |
False |
False |
123,325 |
| 60 |
778-2 |
608-4 |
169-6 |
24.9% |
17-4 |
2.6% |
43% |
False |
False |
142,451 |
| 80 |
778-2 |
608-4 |
169-6 |
24.9% |
16-0 |
2.4% |
43% |
False |
False |
123,910 |
| 100 |
778-2 |
604-0 |
174-2 |
25.6% |
14-5 |
2.1% |
44% |
False |
False |
104,679 |
| 120 |
778-2 |
530-6 |
247-4 |
36.3% |
13-5 |
2.0% |
61% |
False |
False |
91,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-2 |
|
2.618 |
725-0 |
|
1.618 |
712-0 |
|
1.000 |
704-0 |
|
0.618 |
699-0 |
|
HIGH |
691-0 |
|
0.618 |
686-0 |
|
0.500 |
684-4 |
|
0.382 |
683-0 |
|
LOW |
678-0 |
|
0.618 |
670-0 |
|
1.000 |
665-0 |
|
1.618 |
657-0 |
|
2.618 |
644-0 |
|
4.250 |
622-6 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684-4 |
693-4 |
| PP |
683-3 |
689-3 |
| S1 |
682-3 |
685-3 |
|