CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
678-0 |
686-0 |
8-0 |
1.2% |
692-4 |
High |
691-0 |
686-4 |
-4-4 |
-0.7% |
718-4 |
Low |
678-0 |
677-0 |
-1-0 |
-0.1% |
668-4 |
Close |
681-2 |
679-0 |
-2-2 |
-0.3% |
679-0 |
Range |
13-0 |
9-4 |
-3-4 |
-26.9% |
50-0 |
ATR |
22-7 |
22-0 |
-1-0 |
-4.2% |
0-0 |
Volume |
1,671 |
437 |
-1,234 |
-73.8% |
12,403 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-3 |
703-5 |
684-2 |
|
R3 |
699-7 |
694-1 |
681-5 |
|
R2 |
690-3 |
690-3 |
680-6 |
|
R1 |
684-5 |
684-5 |
679-7 |
682-6 |
PP |
680-7 |
680-7 |
680-7 |
679-7 |
S1 |
675-1 |
675-1 |
678-1 |
673-2 |
S2 |
671-3 |
671-3 |
677-2 |
|
S3 |
661-7 |
665-5 |
676-3 |
|
S4 |
652-3 |
656-1 |
673-6 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
838-5 |
808-7 |
706-4 |
|
R3 |
788-5 |
758-7 |
692-6 |
|
R2 |
738-5 |
738-5 |
688-1 |
|
R1 |
708-7 |
708-7 |
683-5 |
698-6 |
PP |
688-5 |
688-5 |
688-5 |
683-5 |
S1 |
658-7 |
658-7 |
674-3 |
648-6 |
S2 |
638-5 |
638-5 |
669-7 |
|
S3 |
588-5 |
608-7 |
665-2 |
|
S4 |
538-5 |
558-7 |
651-4 |
|
|
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 |
7.4% |
13-2 |
1.9% |
21% |
False |
False |
2,480 |
10 |
757-0 |
668-4 |
88-4 |
13.0% |
17-0 |
2.5% |
12% |
False |
False |
8,047 |
20 |
770-0 |
668-4 |
101-4 |
14.9% |
18-4 |
2.7% |
10% |
False |
False |
67,809 |
40 |
778-2 |
660-0 |
118-2 |
17.4% |
17-1 |
2.5% |
16% |
False |
False |
120,452 |
60 |
778-2 |
608-4 |
169-6 |
25.0% |
17-3 |
2.6% |
42% |
False |
False |
139,980 |
80 |
778-2 |
608-4 |
169-6 |
25.0% |
15-7 |
2.3% |
42% |
False |
False |
123,325 |
100 |
778-2 |
604-0 |
174-2 |
25.7% |
14-5 |
2.2% |
43% |
False |
False |
104,466 |
120 |
778-2 |
530-6 |
247-4 |
36.5% |
13-5 |
2.0% |
60% |
False |
False |
90,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
726-7 |
2.618 |
711-3 |
1.618 |
701-7 |
1.000 |
696-0 |
0.618 |
692-3 |
HIGH |
686-4 |
0.618 |
682-7 |
0.500 |
681-6 |
0.382 |
680-5 |
LOW |
677-0 |
0.618 |
671-1 |
1.000 |
667-4 |
1.618 |
661-5 |
2.618 |
652-1 |
4.250 |
636-5 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
681-6 |
679-6 |
PP |
680-7 |
679-4 |
S1 |
679-7 |
679-2 |
|