CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
753-4 |
754-4 |
1-0 |
0.1% |
775-0 |
High |
761-2 |
756-0 |
-5-2 |
-0.7% |
782-2 |
Low |
748-4 |
747-0 |
-1-4 |
-0.2% |
747-0 |
Close |
761-0 |
749-4 |
-11-4 |
-1.5% |
749-4 |
Range |
12-6 |
9-0 |
-3-6 |
-29.4% |
35-2 |
ATR |
19-6 |
19-3 |
-0-3 |
-2.1% |
0-0 |
Volume |
131,006 |
155,728 |
24,722 |
18.9% |
772,616 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
777-7 |
772-5 |
754-4 |
|
R3 |
768-7 |
763-5 |
752-0 |
|
R2 |
759-7 |
759-7 |
751-1 |
|
R1 |
754-5 |
754-5 |
750-3 |
752-6 |
PP |
750-7 |
750-7 |
750-7 |
749-7 |
S1 |
745-5 |
745-5 |
748-5 |
743-6 |
S2 |
741-7 |
741-7 |
747-7 |
|
S3 |
732-7 |
736-5 |
747-0 |
|
S4 |
723-7 |
727-5 |
744-4 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
865-3 |
842-5 |
768-7 |
|
R3 |
830-1 |
807-3 |
759-2 |
|
R2 |
794-7 |
794-7 |
756-0 |
|
R1 |
772-1 |
772-1 |
752-6 |
765-7 |
PP |
759-5 |
759-5 |
759-5 |
756-4 |
S1 |
736-7 |
736-7 |
746-2 |
730-5 |
S2 |
724-3 |
724-3 |
743-0 |
|
S3 |
689-1 |
701-5 |
739-6 |
|
S4 |
653-7 |
666-3 |
730-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
782-2 |
747-0 |
35-2 |
4.7% |
15-3 |
2.1% |
7% |
False |
True |
154,523 |
10 |
782-2 |
747-0 |
35-2 |
4.7% |
15-2 |
2.0% |
7% |
False |
True |
150,417 |
20 |
782-2 |
669-0 |
113-2 |
15.1% |
14-4 |
1.9% |
71% |
False |
False |
118,389 |
40 |
782-2 |
615-4 |
166-6 |
22.2% |
16-1 |
2.2% |
80% |
False |
False |
98,848 |
60 |
782-2 |
615-4 |
166-6 |
22.2% |
14-0 |
1.9% |
80% |
False |
False |
82,248 |
80 |
782-2 |
608-4 |
173-6 |
23.2% |
13-1 |
1.8% |
81% |
False |
False |
70,292 |
100 |
782-2 |
534-6 |
247-4 |
33.0% |
12-1 |
1.6% |
87% |
False |
False |
61,711 |
120 |
782-2 |
534-6 |
247-4 |
33.0% |
11-7 |
1.6% |
87% |
False |
False |
57,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
794-2 |
2.618 |
779-4 |
1.618 |
770-4 |
1.000 |
765-0 |
0.618 |
761-4 |
HIGH |
756-0 |
0.618 |
752-4 |
0.500 |
751-4 |
0.382 |
750-4 |
LOW |
747-0 |
0.618 |
741-4 |
1.000 |
738-0 |
1.618 |
732-4 |
2.618 |
723-4 |
4.250 |
708-6 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
751-4 |
759-2 |
PP |
750-7 |
756-0 |
S1 |
750-1 |
752-6 |
|