CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
754-4 |
743-0 |
-11-4 |
-1.5% |
775-0 |
High |
756-0 |
760-6 |
4-6 |
0.6% |
782-2 |
Low |
747-0 |
741-0 |
-6-0 |
-0.8% |
747-0 |
Close |
749-4 |
759-4 |
10-0 |
1.3% |
749-4 |
Range |
9-0 |
19-6 |
10-6 |
119.4% |
35-2 |
ATR |
19-3 |
19-3 |
0-0 |
0.2% |
0-0 |
Volume |
155,728 |
195,514 |
39,786 |
25.5% |
772,616 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-0 |
806-0 |
770-3 |
|
R3 |
793-2 |
786-2 |
764-7 |
|
R2 |
773-4 |
773-4 |
763-1 |
|
R1 |
766-4 |
766-4 |
761-2 |
770-0 |
PP |
753-6 |
753-6 |
753-6 |
755-4 |
S1 |
746-6 |
746-6 |
757-6 |
750-2 |
S2 |
734-0 |
734-0 |
755-7 |
|
S3 |
714-2 |
727-0 |
754-1 |
|
S4 |
694-4 |
707-2 |
748-5 |
|
|
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 |
777-0 |
741-0 |
36-0 |
4.7% |
17-2 |
2.3% |
51% |
False |
True |
167,590 |
10 |
782-2 |
741-0 |
41-2 |
5.4% |
15-4 |
2.0% |
45% |
False |
True |
156,126 |
20 |
782-2 |
669-0 |
113-2 |
14.9% |
14-7 |
2.0% |
80% |
False |
False |
124,701 |
40 |
782-2 |
615-4 |
166-6 |
22.0% |
16-3 |
2.2% |
86% |
False |
False |
102,544 |
60 |
782-2 |
615-4 |
166-6 |
22.0% |
14-1 |
1.9% |
86% |
False |
False |
84,570 |
80 |
782-2 |
608-4 |
173-6 |
22.9% |
13-3 |
1.8% |
87% |
False |
False |
72,573 |
100 |
782-2 |
555-4 |
226-6 |
29.9% |
12-0 |
1.6% |
90% |
False |
False |
63,257 |
120 |
782-2 |
534-6 |
247-4 |
32.6% |
12-0 |
1.6% |
91% |
False |
False |
59,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
844-6 |
2.618 |
812-4 |
1.618 |
792-6 |
1.000 |
780-4 |
0.618 |
773-0 |
HIGH |
760-6 |
0.618 |
753-2 |
0.500 |
750-7 |
0.382 |
748-4 |
LOW |
741-0 |
0.618 |
728-6 |
1.000 |
721-2 |
1.618 |
709-0 |
2.618 |
689-2 |
4.250 |
657-0 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
756-5 |
756-6 |
PP |
753-6 |
753-7 |
S1 |
750-7 |
751-1 |
|