CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
761-0 |
775-0 |
14-0 |
1.8% |
755-4 |
| High |
775-0 |
782-2 |
7-2 |
0.9% |
779-4 |
| Low |
759-0 |
772-0 |
13-0 |
1.7% |
753-0 |
| Close |
774-0 |
781-2 |
7-2 |
0.9% |
774-0 |
| Range |
16-0 |
10-2 |
-5-6 |
-35.9% |
26-4 |
| ATR |
20-3 |
19-5 |
-0-6 |
-3.5% |
0-0 |
| Volume |
214,484 |
130,180 |
-84,304 |
-39.3% |
731,559 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809-2 |
805-4 |
786-7 |
|
| R3 |
799-0 |
795-2 |
784-1 |
|
| R2 |
788-6 |
788-6 |
783-1 |
|
| R1 |
785-0 |
785-0 |
782-2 |
786-7 |
| PP |
778-4 |
778-4 |
778-4 |
779-4 |
| S1 |
774-6 |
774-6 |
780-2 |
776-5 |
| S2 |
768-2 |
768-2 |
779-3 |
|
| S3 |
758-0 |
764-4 |
778-3 |
|
| S4 |
747-6 |
754-2 |
775-5 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-3 |
837-5 |
788-5 |
|
| R3 |
821-7 |
811-1 |
781-2 |
|
| R2 |
795-3 |
795-3 |
778-7 |
|
| R1 |
784-5 |
784-5 |
776-3 |
790-0 |
| PP |
768-7 |
768-7 |
768-7 |
771-4 |
| S1 |
758-1 |
758-1 |
771-5 |
763-4 |
| S2 |
742-3 |
742-3 |
769-1 |
|
| S3 |
715-7 |
731-5 |
766-6 |
|
| S4 |
689-3 |
705-1 |
759-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
782-2 |
759-0 |
23-2 |
3.0% |
13-5 |
1.7% |
96% |
True |
False |
144,662 |
| 10 |
782-2 |
669-0 |
113-2 |
14.5% |
11-7 |
1.5% |
99% |
True |
False |
125,484 |
| 20 |
782-2 |
615-4 |
166-6 |
21.3% |
15-3 |
2.0% |
99% |
True |
False |
110,506 |
| 40 |
782-2 |
615-4 |
166-6 |
21.3% |
15-5 |
2.0% |
99% |
True |
False |
88,726 |
| 60 |
782-2 |
615-4 |
166-6 |
21.3% |
14-1 |
1.8% |
99% |
True |
False |
74,879 |
| 80 |
782-2 |
595-0 |
187-2 |
24.0% |
12-5 |
1.6% |
99% |
True |
False |
63,372 |
| 100 |
782-2 |
534-6 |
247-4 |
31.7% |
11-6 |
1.5% |
100% |
True |
False |
56,955 |
| 120 |
782-2 |
534-6 |
247-4 |
31.7% |
11-6 |
1.5% |
100% |
True |
False |
53,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825-6 |
|
2.618 |
809-1 |
|
1.618 |
798-7 |
|
1.000 |
792-4 |
|
0.618 |
788-5 |
|
HIGH |
782-2 |
|
0.618 |
778-3 |
|
0.500 |
777-1 |
|
0.382 |
775-7 |
|
LOW |
772-0 |
|
0.618 |
765-5 |
|
1.000 |
761-6 |
|
1.618 |
755-3 |
|
2.618 |
745-1 |
|
4.250 |
728-4 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
779-7 |
777-6 |
| PP |
778-4 |
774-1 |
| S1 |
777-1 |
770-5 |
|