CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
771-0 |
744-0 |
-27-0 |
-3.5% |
775-0 |
| High |
775-4 |
749-0 |
-26-4 |
-3.4% |
782-2 |
| Low |
737-0 |
736-0 |
-1-0 |
-0.1% |
747-0 |
| Close |
740-4 |
744-4 |
4-0 |
0.5% |
749-4 |
| Range |
38-4 |
13-0 |
-25-4 |
-66.2% |
35-2 |
| ATR |
20-0 |
19-4 |
-0-4 |
-2.5% |
0-0 |
| Volume |
199,371 |
150,201 |
-49,170 |
-24.7% |
772,616 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
782-1 |
776-3 |
751-5 |
|
| R3 |
769-1 |
763-3 |
748-1 |
|
| R2 |
756-1 |
756-1 |
746-7 |
|
| R1 |
750-3 |
750-3 |
745-6 |
753-2 |
| PP |
743-1 |
743-1 |
743-1 |
744-5 |
| S1 |
737-3 |
737-3 |
743-2 |
740-2 |
| S2 |
730-1 |
730-1 |
742-1 |
|
| S3 |
717-1 |
724-3 |
740-7 |
|
| S4 |
704-1 |
711-3 |
737-3 |
|
|
| 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 |
736-0 |
39-4 |
5.3% |
17-6 |
2.4% |
22% |
False |
True |
171,364 |
| 10 |
782-2 |
736-0 |
46-2 |
6.2% |
17-2 |
2.3% |
18% |
False |
True |
168,819 |
| 20 |
782-2 |
669-0 |
113-2 |
15.2% |
15-6 |
2.1% |
67% |
False |
False |
138,650 |
| 40 |
782-2 |
615-4 |
166-6 |
22.4% |
16-1 |
2.2% |
77% |
False |
False |
110,816 |
| 60 |
782-2 |
615-4 |
166-6 |
22.4% |
14-6 |
2.0% |
77% |
False |
False |
90,864 |
| 80 |
782-2 |
608-4 |
173-6 |
23.3% |
13-7 |
1.9% |
78% |
False |
False |
78,139 |
| 100 |
782-2 |
555-4 |
226-6 |
30.5% |
12-4 |
1.7% |
83% |
False |
False |
67,533 |
| 120 |
782-2 |
534-6 |
247-4 |
33.2% |
12-2 |
1.6% |
85% |
False |
False |
62,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
804-2 |
|
2.618 |
783-0 |
|
1.618 |
770-0 |
|
1.000 |
762-0 |
|
0.618 |
757-0 |
|
HIGH |
749-0 |
|
0.618 |
744-0 |
|
0.500 |
742-4 |
|
0.382 |
741-0 |
|
LOW |
736-0 |
|
0.618 |
728-0 |
|
1.000 |
723-0 |
|
1.618 |
715-0 |
|
2.618 |
702-0 |
|
4.250 |
680-6 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
743-7 |
755-6 |
| PP |
743-1 |
752-0 |
| S1 |
742-4 |
748-2 |
|