CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
755-4 |
765-0 |
9-4 |
1.3% |
697-4 |
| High |
770-0 |
777-4 |
7-4 |
1.0% |
746-0 |
| Low |
753-0 |
762-2 |
9-2 |
1.2% |
669-0 |
| Close |
767-4 |
773-6 |
6-2 |
0.8% |
743-0 |
| Range |
17-0 |
15-2 |
-1-6 |
-10.3% |
77-0 |
| ATR |
22-2 |
21-6 |
-0-4 |
-2.2% |
0-0 |
| Volume |
138,426 |
116,963 |
-21,463 |
-15.5% |
466,661 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
816-7 |
810-5 |
782-1 |
|
| R3 |
801-5 |
795-3 |
778-0 |
|
| R2 |
786-3 |
786-3 |
776-4 |
|
| R1 |
780-1 |
780-1 |
775-1 |
783-2 |
| PP |
771-1 |
771-1 |
771-1 |
772-6 |
| S1 |
764-7 |
764-7 |
772-3 |
768-0 |
| S2 |
755-7 |
755-7 |
771-0 |
|
| S3 |
740-5 |
749-5 |
769-4 |
|
| S4 |
725-3 |
734-3 |
765-3 |
|
|
| 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 |
777-4 |
669-0 |
108-4 |
14.0% |
10-5 |
1.4% |
97% |
True |
False |
115,444 |
| 10 |
777-4 |
669-0 |
108-4 |
14.0% |
14-4 |
1.9% |
97% |
True |
False |
98,955 |
| 20 |
777-4 |
615-4 |
162-0 |
20.9% |
16-1 |
2.1% |
98% |
True |
False |
97,421 |
| 40 |
777-4 |
615-4 |
162-0 |
20.9% |
15-1 |
2.0% |
98% |
True |
False |
80,742 |
| 60 |
777-4 |
613-6 |
163-6 |
21.2% |
13-7 |
1.8% |
98% |
True |
False |
68,144 |
| 80 |
777-4 |
582-0 |
195-4 |
25.3% |
12-2 |
1.6% |
98% |
True |
False |
56,897 |
| 100 |
777-4 |
534-6 |
242-6 |
31.4% |
11-7 |
1.5% |
98% |
True |
False |
52,699 |
| 120 |
777-4 |
534-6 |
242-6 |
31.4% |
11-4 |
1.5% |
98% |
True |
False |
49,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842-2 |
|
2.618 |
817-3 |
|
1.618 |
802-1 |
|
1.000 |
792-6 |
|
0.618 |
786-7 |
|
HIGH |
777-4 |
|
0.618 |
771-5 |
|
0.500 |
769-7 |
|
0.382 |
768-1 |
|
LOW |
762-2 |
|
0.618 |
752-7 |
|
1.000 |
747-0 |
|
1.618 |
737-5 |
|
2.618 |
722-3 |
|
4.250 |
697-4 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
772-4 |
767-7 |
| PP |
771-1 |
762-1 |
| S1 |
769-7 |
756-2 |
|