CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
758-2 |
764-4 |
6-2 |
0.8% |
743-0 |
High |
770-4 |
777-2 |
6-6 |
0.9% |
775-4 |
Low |
753-4 |
762-4 |
9-0 |
1.2% |
736-0 |
Close |
768-4 |
772-6 |
4-2 |
0.6% |
744-4 |
Range |
17-0 |
14-6 |
-2-2 |
-13.2% |
39-4 |
ATR |
20-0 |
19-5 |
-0-3 |
-1.9% |
0-0 |
Volume |
201,624 |
239,506 |
37,882 |
18.8% |
701,092 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
815-1 |
808-5 |
780-7 |
|
R3 |
800-3 |
793-7 |
776-6 |
|
R2 |
785-5 |
785-5 |
775-4 |
|
R1 |
779-1 |
779-1 |
774-1 |
782-3 |
PP |
770-7 |
770-7 |
770-7 |
772-4 |
S1 |
764-3 |
764-3 |
771-3 |
767-5 |
S2 |
756-1 |
756-1 |
770-0 |
|
S3 |
741-3 |
749-5 |
768-6 |
|
S4 |
726-5 |
734-7 |
764-5 |
|
|
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 |
777-2 |
736-0 |
41-2 |
5.3% |
18-3 |
2.4% |
89% |
True |
False |
189,341 |
10 |
777-2 |
736-0 |
41-2 |
5.3% |
17-7 |
2.3% |
89% |
True |
False |
178,465 |
20 |
782-2 |
669-0 |
113-2 |
14.7% |
14-7 |
1.9% |
92% |
False |
False |
151,975 |
40 |
782-2 |
615-4 |
166-6 |
21.6% |
16-1 |
2.1% |
94% |
False |
False |
118,699 |
60 |
782-2 |
615-4 |
166-6 |
21.6% |
14-7 |
1.9% |
94% |
False |
False |
97,148 |
80 |
782-2 |
608-4 |
173-6 |
22.5% |
14-1 |
1.8% |
95% |
False |
False |
83,143 |
100 |
782-2 |
568-4 |
213-6 |
27.7% |
12-6 |
1.6% |
96% |
False |
False |
71,485 |
120 |
782-2 |
534-6 |
247-4 |
32.0% |
12-2 |
1.6% |
96% |
False |
False |
65,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
840-0 |
2.618 |
815-7 |
1.618 |
801-1 |
1.000 |
792-0 |
0.618 |
786-3 |
HIGH |
777-2 |
0.618 |
771-5 |
0.500 |
769-7 |
0.382 |
768-1 |
LOW |
762-4 |
0.618 |
753-3 |
1.000 |
747-6 |
1.618 |
738-5 |
2.618 |
723-7 |
4.250 |
699-6 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
771-6 |
767-3 |
PP |
770-7 |
762-0 |
S1 |
769-7 |
756-5 |
|