CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
740-0 |
755-4 |
15-4 |
2.1% |
697-4 |
| High |
746-0 |
770-0 |
24-0 |
3.2% |
746-0 |
| Low |
735-0 |
753-0 |
18-0 |
2.4% |
669-0 |
| Close |
743-0 |
767-4 |
24-4 |
3.3% |
743-0 |
| Range |
11-0 |
17-0 |
6-0 |
54.5% |
77-0 |
| ATR |
21-7 |
22-2 |
0-3 |
1.7% |
0-0 |
| Volume |
167,027 |
138,426 |
-28,601 |
-17.1% |
466,661 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-4 |
808-0 |
776-7 |
|
| R3 |
797-4 |
791-0 |
772-1 |
|
| R2 |
780-4 |
780-4 |
770-5 |
|
| R1 |
774-0 |
774-0 |
769-0 |
777-2 |
| PP |
763-4 |
763-4 |
763-4 |
765-1 |
| S1 |
757-0 |
757-0 |
766-0 |
760-2 |
| S2 |
746-4 |
746-4 |
764-3 |
|
| S3 |
729-4 |
740-0 |
762-7 |
|
| S4 |
712-4 |
723-0 |
758-1 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-3 |
923-5 |
785-3 |
|
| R3 |
873-3 |
846-5 |
764-1 |
|
| R2 |
796-3 |
796-3 |
757-1 |
|
| R1 |
769-5 |
769-5 |
750-0 |
783-0 |
| PP |
719-3 |
719-3 |
719-3 |
726-0 |
| S1 |
692-5 |
692-5 |
736-0 |
706-0 |
| S2 |
642-3 |
642-3 |
728-7 |
|
| S3 |
565-3 |
615-5 |
721-7 |
|
| S4 |
488-3 |
538-5 |
700-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
669-0 |
101-0 |
13.2% |
10-1 |
1.3% |
98% |
True |
False |
106,305 |
| 10 |
770-0 |
669-0 |
101-0 |
13.2% |
14-2 |
1.9% |
98% |
True |
False |
93,277 |
| 20 |
770-0 |
615-4 |
154-4 |
20.1% |
15-7 |
2.1% |
98% |
True |
False |
95,024 |
| 40 |
770-0 |
615-4 |
154-4 |
20.1% |
15-0 |
2.0% |
98% |
True |
False |
78,793 |
| 60 |
770-0 |
608-4 |
161-4 |
21.0% |
13-6 |
1.8% |
98% |
True |
False |
66,928 |
| 80 |
770-0 |
582-0 |
188-0 |
24.5% |
12-2 |
1.6% |
99% |
True |
False |
55,771 |
| 100 |
770-0 |
534-6 |
235-2 |
30.7% |
11-7 |
1.5% |
99% |
True |
False |
52,260 |
| 120 |
770-0 |
534-6 |
235-2 |
30.7% |
11-4 |
1.5% |
99% |
True |
False |
48,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842-2 |
|
2.618 |
814-4 |
|
1.618 |
797-4 |
|
1.000 |
787-0 |
|
0.618 |
780-4 |
|
HIGH |
770-0 |
|
0.618 |
763-4 |
|
0.500 |
761-4 |
|
0.382 |
759-4 |
|
LOW |
753-0 |
|
0.618 |
742-4 |
|
1.000 |
736-0 |
|
1.618 |
725-4 |
|
2.618 |
708-4 |
|
4.250 |
680-6 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
765-4 |
756-7 |
| PP |
763-4 |
746-1 |
| S1 |
761-4 |
735-4 |
|