CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
765-0 |
773-0 |
8-0 |
1.0% |
697-4 |
| High |
777-4 |
773-0 |
-4-4 |
-0.6% |
746-0 |
| Low |
762-2 |
764-6 |
2-4 |
0.3% |
669-0 |
| Close |
773-6 |
770-4 |
-3-2 |
-0.4% |
743-0 |
| Range |
15-2 |
8-2 |
-7-0 |
-45.9% |
77-0 |
| ATR |
21-6 |
20-7 |
-0-7 |
-4.2% |
0-0 |
| Volume |
116,963 |
107,483 |
-9,480 |
-8.1% |
466,661 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-1 |
790-5 |
775-0 |
|
| R3 |
785-7 |
782-3 |
772-6 |
|
| R2 |
777-5 |
777-5 |
772-0 |
|
| R1 |
774-1 |
774-1 |
771-2 |
771-6 |
| PP |
769-3 |
769-3 |
769-3 |
768-2 |
| S1 |
765-7 |
765-7 |
769-6 |
763-4 |
| S2 |
761-1 |
761-1 |
769-0 |
|
| S3 |
752-7 |
757-5 |
768-2 |
|
| S4 |
744-5 |
749-3 |
766-0 |
|
|
| 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 |
701-0 |
76-4 |
9.9% |
10-2 |
1.3% |
91% |
False |
False |
120,730 |
| 10 |
777-4 |
669-0 |
108-4 |
14.1% |
14-5 |
1.9% |
94% |
False |
False |
104,110 |
| 20 |
777-4 |
615-4 |
162-0 |
21.0% |
15-4 |
2.0% |
96% |
False |
False |
98,653 |
| 40 |
777-4 |
615-4 |
162-0 |
21.0% |
15-2 |
2.0% |
96% |
False |
False |
81,868 |
| 60 |
777-4 |
615-4 |
162-0 |
21.0% |
13-7 |
1.8% |
96% |
False |
False |
68,983 |
| 80 |
777-4 |
594-2 |
183-2 |
23.8% |
12-2 |
1.6% |
96% |
False |
False |
57,983 |
| 100 |
777-4 |
534-6 |
242-6 |
31.5% |
11-7 |
1.5% |
97% |
False |
False |
53,246 |
| 120 |
777-4 |
534-6 |
242-6 |
31.5% |
11-4 |
1.5% |
97% |
False |
False |
49,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
808-0 |
|
2.618 |
794-5 |
|
1.618 |
786-3 |
|
1.000 |
781-2 |
|
0.618 |
778-1 |
|
HIGH |
773-0 |
|
0.618 |
769-7 |
|
0.500 |
768-7 |
|
0.382 |
767-7 |
|
LOW |
764-6 |
|
0.618 |
759-5 |
|
1.000 |
756-4 |
|
1.618 |
751-3 |
|
2.618 |
743-1 |
|
4.250 |
729-6 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
770-0 |
768-6 |
| PP |
769-3 |
767-0 |
| S1 |
768-7 |
765-2 |
|