CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
764-4 |
761-4 |
-3-0 |
-0.4% |
743-0 |
High |
777-2 |
772-0 |
-5-2 |
-0.7% |
775-4 |
Low |
762-4 |
758-4 |
-4-0 |
-0.5% |
736-0 |
Close |
772-6 |
759-2 |
-13-4 |
-1.7% |
744-4 |
Range |
14-6 |
13-4 |
-1-2 |
-8.5% |
39-4 |
ATR |
19-5 |
19-2 |
-0-3 |
-2.0% |
0-0 |
Volume |
239,506 |
241,298 |
1,792 |
0.7% |
701,092 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
803-6 |
795-0 |
766-5 |
|
R3 |
790-2 |
781-4 |
763-0 |
|
R2 |
776-6 |
776-6 |
761-6 |
|
R1 |
768-0 |
768-0 |
760-4 |
765-5 |
PP |
763-2 |
763-2 |
763-2 |
762-0 |
S1 |
754-4 |
754-4 |
758-0 |
752-1 |
S2 |
749-6 |
749-6 |
756-6 |
|
S3 |
736-2 |
741-0 |
755-4 |
|
S4 |
722-6 |
727-4 |
751-7 |
|
|
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 |
5.4% |
19-3 |
2.5% |
56% |
False |
False |
206,400 |
10 |
777-2 |
736-0 |
41-2 |
5.4% |
16-5 |
2.2% |
56% |
False |
False |
184,850 |
20 |
782-2 |
669-0 |
113-2 |
14.9% |
14-7 |
2.0% |
80% |
False |
False |
160,476 |
40 |
782-2 |
615-4 |
166-6 |
22.0% |
16-2 |
2.1% |
86% |
False |
False |
122,789 |
60 |
782-2 |
615-4 |
166-6 |
22.0% |
15-0 |
2.0% |
86% |
False |
False |
100,621 |
80 |
782-2 |
608-4 |
173-6 |
22.9% |
14-2 |
1.9% |
87% |
False |
False |
85,888 |
100 |
782-2 |
570-0 |
212-2 |
28.0% |
12-6 |
1.7% |
89% |
False |
False |
73,565 |
120 |
782-2 |
534-6 |
247-4 |
32.6% |
12-3 |
1.6% |
91% |
False |
False |
67,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
829-3 |
2.618 |
807-3 |
1.618 |
793-7 |
1.000 |
785-4 |
0.618 |
780-3 |
HIGH |
772-0 |
0.618 |
766-7 |
0.500 |
765-2 |
0.382 |
763-5 |
LOW |
758-4 |
0.618 |
750-1 |
1.000 |
745-0 |
1.618 |
736-5 |
2.618 |
723-1 |
4.250 |
701-1 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
765-2 |
765-3 |
PP |
763-2 |
763-3 |
S1 |
761-2 |
761-2 |
|