CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
764-4 |
753-4 |
-11-0 |
-1.4% |
755-4 |
High |
771-4 |
761-2 |
-10-2 |
-1.3% |
779-4 |
Low |
752-2 |
748-4 |
-3-6 |
-0.5% |
753-0 |
Close |
761-0 |
761-0 |
0-0 |
0.0% |
774-0 |
Range |
19-2 |
12-6 |
-6-4 |
-33.8% |
26-4 |
ATR |
20-2 |
19-6 |
-0-4 |
-2.7% |
0-0 |
Volume |
178,249 |
131,006 |
-47,243 |
-26.5% |
731,559 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
795-1 |
790-7 |
768-0 |
|
R3 |
782-3 |
778-1 |
764-4 |
|
R2 |
769-5 |
769-5 |
763-3 |
|
R1 |
765-3 |
765-3 |
762-1 |
767-4 |
PP |
756-7 |
756-7 |
756-7 |
758-0 |
S1 |
752-5 |
752-5 |
759-7 |
754-6 |
S2 |
744-1 |
744-1 |
758-5 |
|
S3 |
731-3 |
739-7 |
757-4 |
|
S4 |
718-5 |
727-1 |
754-0 |
|
|
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 |
748-4 |
33-6 |
4.4% |
16-6 |
2.2% |
37% |
False |
True |
166,274 |
10 |
782-2 |
735-0 |
47-2 |
6.2% |
15-3 |
2.0% |
55% |
False |
False |
151,547 |
20 |
782-2 |
669-0 |
113-2 |
14.9% |
15-2 |
2.0% |
81% |
False |
False |
117,904 |
40 |
782-2 |
615-4 |
166-6 |
21.9% |
16-2 |
2.1% |
87% |
False |
False |
96,486 |
60 |
782-2 |
615-4 |
166-6 |
21.9% |
14-2 |
1.9% |
87% |
False |
False |
80,579 |
80 |
782-2 |
608-4 |
173-6 |
22.8% |
13-1 |
1.7% |
88% |
False |
False |
68,622 |
100 |
782-2 |
534-6 |
247-4 |
32.5% |
12-1 |
1.6% |
91% |
False |
False |
60,568 |
120 |
782-2 |
534-6 |
247-4 |
32.5% |
11-7 |
1.6% |
91% |
False |
False |
56,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
815-4 |
2.618 |
794-5 |
1.618 |
781-7 |
1.000 |
774-0 |
0.618 |
769-1 |
HIGH |
761-2 |
0.618 |
756-3 |
0.500 |
754-7 |
0.382 |
753-3 |
LOW |
748-4 |
0.618 |
740-5 |
1.000 |
735-6 |
1.618 |
727-7 |
2.618 |
715-1 |
4.250 |
694-2 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
759-0 |
762-6 |
PP |
756-7 |
762-1 |
S1 |
754-7 |
761-5 |
|