CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
773-0 |
779-4 |
6-4 |
0.8% |
697-4 |
High |
773-0 |
779-4 |
6-4 |
0.8% |
746-0 |
Low |
764-6 |
761-0 |
-3-6 |
-0.5% |
669-0 |
Close |
770-4 |
766-2 |
-4-2 |
-0.6% |
743-0 |
Range |
8-2 |
18-4 |
10-2 |
124.2% |
77-0 |
ATR |
20-7 |
20-5 |
-0-1 |
-0.8% |
0-0 |
Volume |
107,483 |
154,203 |
46,720 |
43.5% |
466,661 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
824-3 |
813-7 |
776-3 |
|
R3 |
805-7 |
795-3 |
771-3 |
|
R2 |
787-3 |
787-3 |
769-5 |
|
R1 |
776-7 |
776-7 |
768-0 |
772-7 |
PP |
768-7 |
768-7 |
768-7 |
767-0 |
S1 |
758-3 |
758-3 |
764-4 |
754-3 |
S2 |
750-3 |
750-3 |
762-7 |
|
S3 |
731-7 |
739-7 |
761-1 |
|
S4 |
713-3 |
721-3 |
756-1 |
|
|
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 |
779-4 |
735-0 |
44-4 |
5.8% |
14-0 |
1.8% |
70% |
True |
False |
136,820 |
10 |
779-4 |
669-0 |
110-4 |
14.4% |
14-1 |
1.8% |
88% |
True |
False |
108,482 |
20 |
779-4 |
615-4 |
164-0 |
21.4% |
15-6 |
2.1% |
92% |
True |
False |
101,550 |
40 |
779-4 |
615-4 |
164-0 |
21.4% |
15-3 |
2.0% |
92% |
True |
False |
84,518 |
60 |
779-4 |
615-4 |
164-0 |
21.4% |
14-0 |
1.8% |
92% |
True |
False |
70,936 |
80 |
779-4 |
594-2 |
185-2 |
24.2% |
12-4 |
1.6% |
93% |
True |
False |
59,613 |
100 |
779-4 |
534-6 |
244-6 |
31.9% |
11-7 |
1.6% |
95% |
True |
False |
54,327 |
120 |
779-4 |
534-6 |
244-6 |
31.9% |
11-5 |
1.5% |
95% |
True |
False |
50,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
858-1 |
2.618 |
827-7 |
1.618 |
809-3 |
1.000 |
798-0 |
0.618 |
790-7 |
HIGH |
779-4 |
0.618 |
772-3 |
0.500 |
770-2 |
0.382 |
768-1 |
LOW |
761-0 |
0.618 |
749-5 |
1.000 |
742-4 |
1.618 |
731-1 |
2.618 |
712-5 |
4.250 |
682-3 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
770-2 |
770-2 |
PP |
768-7 |
768-7 |
S1 |
767-5 |
767-5 |
|