CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
775-0 |
777-0 |
2-0 |
0.3% |
755-4 |
High |
782-2 |
777-0 |
-5-2 |
-0.7% |
779-4 |
Low |
772-0 |
751-2 |
-20-6 |
-2.7% |
753-0 |
Close |
781-2 |
757-4 |
-23-6 |
-3.0% |
774-0 |
Range |
10-2 |
25-6 |
15-4 |
151.2% |
26-4 |
ATR |
19-5 |
20-3 |
0-6 |
3.8% |
0-0 |
Volume |
130,180 |
177,453 |
47,273 |
36.3% |
731,559 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
839-1 |
824-1 |
771-5 |
|
R3 |
813-3 |
798-3 |
764-5 |
|
R2 |
787-5 |
787-5 |
762-2 |
|
R1 |
772-5 |
772-5 |
759-7 |
767-2 |
PP |
761-7 |
761-7 |
761-7 |
759-2 |
S1 |
746-7 |
746-7 |
755-1 |
741-4 |
S2 |
736-1 |
736-1 |
752-6 |
|
S3 |
710-3 |
721-1 |
750-3 |
|
S4 |
684-5 |
695-3 |
743-3 |
|
|
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 |
751-2 |
31-0 |
4.1% |
15-6 |
2.1% |
20% |
False |
True |
156,760 |
10 |
782-2 |
669-0 |
113-2 |
15.0% |
13-2 |
1.7% |
78% |
False |
False |
136,102 |
20 |
782-2 |
615-4 |
166-6 |
22.0% |
16-0 |
2.1% |
85% |
False |
False |
114,430 |
40 |
782-2 |
615-4 |
166-6 |
22.0% |
16-0 |
2.1% |
85% |
False |
False |
91,771 |
60 |
782-2 |
615-4 |
166-6 |
22.0% |
14-2 |
1.9% |
85% |
False |
False |
76,930 |
80 |
782-2 |
600-4 |
181-6 |
24.0% |
12-7 |
1.7% |
86% |
False |
False |
65,259 |
100 |
782-2 |
534-6 |
247-4 |
32.7% |
12-0 |
1.6% |
90% |
False |
False |
58,271 |
120 |
782-2 |
534-6 |
247-4 |
32.7% |
11-6 |
1.6% |
90% |
False |
False |
54,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
886-4 |
2.618 |
844-3 |
1.618 |
818-5 |
1.000 |
802-6 |
0.618 |
792-7 |
HIGH |
777-0 |
0.618 |
767-1 |
0.500 |
764-1 |
0.382 |
761-1 |
LOW |
751-2 |
0.618 |
735-3 |
1.000 |
725-4 |
1.618 |
709-5 |
2.618 |
683-7 |
4.250 |
641-6 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
764-1 |
766-6 |
PP |
761-7 |
763-5 |
S1 |
759-6 |
760-5 |
|