CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
762-4 |
771-0 |
8-4 |
1.1% |
775-0 |
High |
764-6 |
775-4 |
10-6 |
1.4% |
782-2 |
Low |
756-0 |
737-0 |
-19-0 |
-2.5% |
747-0 |
Close |
757-0 |
740-4 |
-16-4 |
-2.2% |
749-4 |
Range |
8-6 |
38-4 |
29-6 |
340.0% |
35-2 |
ATR |
18-5 |
20-0 |
1-3 |
7.6% |
0-0 |
Volume |
156,006 |
199,371 |
43,365 |
27.8% |
772,616 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
866-4 |
842-0 |
761-5 |
|
R3 |
828-0 |
803-4 |
751-1 |
|
R2 |
789-4 |
789-4 |
747-4 |
|
R1 |
765-0 |
765-0 |
744-0 |
758-0 |
PP |
751-0 |
751-0 |
751-0 |
747-4 |
S1 |
726-4 |
726-4 |
737-0 |
719-4 |
S2 |
712-4 |
712-4 |
733-4 |
|
S3 |
674-0 |
688-0 |
729-7 |
|
S4 |
635-4 |
649-4 |
719-3 |
|
|
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 |
775-4 |
737-0 |
38-4 |
5.2% |
17-6 |
2.4% |
9% |
True |
True |
167,525 |
10 |
782-2 |
737-0 |
45-2 |
6.1% |
17-7 |
2.4% |
8% |
False |
True |
169,219 |
20 |
782-2 |
669-0 |
113-2 |
15.3% |
16-2 |
2.2% |
63% |
False |
False |
136,664 |
40 |
782-2 |
615-4 |
166-6 |
22.5% |
16-1 |
2.2% |
75% |
False |
False |
108,965 |
60 |
782-2 |
615-4 |
166-6 |
22.5% |
14-6 |
2.0% |
75% |
False |
False |
88,992 |
80 |
782-2 |
608-4 |
173-6 |
23.5% |
13-6 |
1.9% |
76% |
False |
False |
76,450 |
100 |
782-2 |
555-4 |
226-6 |
30.6% |
12-3 |
1.7% |
82% |
False |
False |
66,141 |
120 |
782-2 |
534-6 |
247-4 |
33.4% |
12-1 |
1.6% |
83% |
False |
False |
61,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
939-1 |
2.618 |
876-2 |
1.618 |
837-6 |
1.000 |
814-0 |
0.618 |
799-2 |
HIGH |
775-4 |
0.618 |
760-6 |
0.500 |
756-2 |
0.382 |
751-6 |
LOW |
737-0 |
0.618 |
713-2 |
1.000 |
698-4 |
1.618 |
674-6 |
2.618 |
636-2 |
4.250 |
573-3 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
756-2 |
756-2 |
PP |
751-0 |
751-0 |
S1 |
745-6 |
745-6 |
|