CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
744-0 |
758-2 |
14-2 |
1.9% |
743-0 |
| High |
749-0 |
770-4 |
21-4 |
2.9% |
775-4 |
| Low |
736-0 |
753-4 |
17-4 |
2.4% |
736-0 |
| Close |
744-4 |
768-4 |
24-0 |
3.2% |
744-4 |
| Range |
13-0 |
17-0 |
4-0 |
30.8% |
39-4 |
| ATR |
19-4 |
20-0 |
0-4 |
2.4% |
0-0 |
| Volume |
150,201 |
201,624 |
51,423 |
34.2% |
701,092 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-1 |
808-7 |
777-7 |
|
| R3 |
798-1 |
791-7 |
773-1 |
|
| R2 |
781-1 |
781-1 |
771-5 |
|
| R1 |
774-7 |
774-7 |
770-0 |
778-0 |
| PP |
764-1 |
764-1 |
764-1 |
765-6 |
| S1 |
757-7 |
757-7 |
767-0 |
761-0 |
| S2 |
747-1 |
747-1 |
765-3 |
|
| S3 |
730-1 |
740-7 |
763-7 |
|
| S4 |
713-1 |
723-7 |
759-1 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870-4 |
847-0 |
766-2 |
|
| R3 |
831-0 |
807-4 |
755-3 |
|
| R2 |
791-4 |
791-4 |
751-6 |
|
| R1 |
768-0 |
768-0 |
748-1 |
779-6 |
| PP |
752-0 |
752-0 |
752-0 |
757-7 |
| S1 |
728-4 |
728-4 |
740-7 |
740-2 |
| S2 |
712-4 |
712-4 |
737-2 |
|
| S3 |
673-0 |
689-0 |
733-5 |
|
| S4 |
633-4 |
649-4 |
722-6 |
|
|
| 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 |
5.1% |
19-3 |
2.5% |
82% |
False |
False |
180,543 |
| 10 |
782-2 |
736-0 |
46-2 |
6.0% |
17-3 |
2.3% |
70% |
False |
False |
167,533 |
| 20 |
782-2 |
669-0 |
113-2 |
14.7% |
15-2 |
2.0% |
88% |
False |
False |
143,677 |
| 40 |
782-2 |
615-4 |
166-6 |
21.7% |
16-0 |
2.1% |
92% |
False |
False |
114,592 |
| 60 |
782-2 |
615-4 |
166-6 |
21.7% |
14-7 |
1.9% |
92% |
False |
False |
93,508 |
| 80 |
782-2 |
608-4 |
173-6 |
22.6% |
14-0 |
1.8% |
92% |
False |
False |
80,352 |
| 100 |
782-2 |
567-0 |
215-2 |
28.0% |
12-6 |
1.7% |
94% |
False |
False |
69,315 |
| 120 |
782-2 |
534-6 |
247-4 |
32.2% |
12-2 |
1.6% |
94% |
False |
False |
64,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842-6 |
|
2.618 |
815-0 |
|
1.618 |
798-0 |
|
1.000 |
787-4 |
|
0.618 |
781-0 |
|
HIGH |
770-4 |
|
0.618 |
764-0 |
|
0.500 |
762-0 |
|
0.382 |
760-0 |
|
LOW |
753-4 |
|
0.618 |
743-0 |
|
1.000 |
736-4 |
|
1.618 |
726-0 |
|
2.618 |
709-0 |
|
4.250 |
681-2 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
766-3 |
764-2 |
| PP |
764-1 |
760-0 |
| S1 |
762-0 |
755-6 |
|