CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
743-0 |
762-4 |
19-4 |
2.6% |
775-0 |
High |
760-6 |
764-6 |
4-0 |
0.5% |
782-2 |
Low |
741-0 |
756-0 |
15-0 |
2.0% |
747-0 |
Close |
759-4 |
757-0 |
-2-4 |
-0.3% |
749-4 |
Range |
19-6 |
8-6 |
-11-0 |
-55.7% |
35-2 |
ATR |
19-3 |
18-5 |
-0-6 |
-3.9% |
0-0 |
Volume |
195,514 |
156,006 |
-39,508 |
-20.2% |
772,616 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
785-4 |
780-0 |
761-6 |
|
R3 |
776-6 |
771-2 |
759-3 |
|
R2 |
768-0 |
768-0 |
758-5 |
|
R1 |
762-4 |
762-4 |
757-6 |
760-7 |
PP |
759-2 |
759-2 |
759-2 |
758-4 |
S1 |
753-6 |
753-6 |
756-2 |
752-1 |
S2 |
750-4 |
750-4 |
755-3 |
|
S3 |
741-6 |
745-0 |
754-5 |
|
S4 |
733-0 |
736-2 |
752-2 |
|
|
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 |
771-4 |
741-0 |
30-4 |
4.0% |
13-7 |
1.8% |
52% |
False |
False |
163,300 |
10 |
782-2 |
741-0 |
41-2 |
5.4% |
14-7 |
2.0% |
39% |
False |
False |
160,030 |
20 |
782-2 |
669-0 |
113-2 |
15.0% |
14-5 |
1.9% |
78% |
False |
False |
129,493 |
40 |
782-2 |
615-4 |
166-6 |
22.0% |
16-1 |
2.1% |
85% |
False |
False |
105,598 |
60 |
782-2 |
615-4 |
166-6 |
22.0% |
14-1 |
1.9% |
85% |
False |
False |
86,414 |
80 |
782-2 |
608-4 |
173-6 |
23.0% |
13-3 |
1.8% |
85% |
False |
False |
74,217 |
100 |
782-2 |
555-4 |
226-6 |
30.0% |
12-1 |
1.6% |
89% |
False |
False |
64,495 |
120 |
782-2 |
534-6 |
247-4 |
32.7% |
11-7 |
1.6% |
90% |
False |
False |
60,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
802-0 |
2.618 |
787-5 |
1.618 |
778-7 |
1.000 |
773-4 |
0.618 |
770-1 |
HIGH |
764-6 |
0.618 |
761-3 |
0.500 |
760-3 |
0.382 |
759-3 |
LOW |
756-0 |
0.618 |
750-5 |
1.000 |
747-2 |
1.618 |
741-7 |
2.618 |
733-1 |
4.250 |
718-6 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
760-3 |
755-5 |
PP |
759-2 |
754-2 |
S1 |
758-1 |
752-7 |
|