CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
735-0 |
756-6 |
21-6 |
3.0% |
758-2 |
High |
761-0 |
760-4 |
-0-4 |
-0.1% |
777-2 |
Low |
730-4 |
732-0 |
1-4 |
0.2% |
729-2 |
Close |
756-4 |
734-4 |
-22-0 |
-2.9% |
756-4 |
Range |
30-4 |
28-4 |
-2-0 |
-6.6% |
48-0 |
ATR |
21-0 |
21-4 |
0-4 |
2.6% |
0-0 |
Volume |
184,574 |
167,683 |
-16,891 |
-9.2% |
1,160,695 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
827-7 |
809-5 |
750-1 |
|
R3 |
799-3 |
781-1 |
742-3 |
|
R2 |
770-7 |
770-7 |
739-6 |
|
R1 |
752-5 |
752-5 |
737-1 |
747-4 |
PP |
742-3 |
742-3 |
742-3 |
739-6 |
S1 |
724-1 |
724-1 |
731-7 |
719-0 |
S2 |
713-7 |
713-7 |
729-2 |
|
S3 |
685-3 |
695-5 |
726-5 |
|
S4 |
656-7 |
667-1 |
718-7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
898-3 |
875-3 |
782-7 |
|
R3 |
850-3 |
827-3 |
769-6 |
|
R2 |
802-3 |
802-3 |
765-2 |
|
R1 |
779-3 |
779-3 |
760-7 |
766-7 |
PP |
754-3 |
754-3 |
754-3 |
748-0 |
S1 |
731-3 |
731-3 |
752-1 |
718-7 |
S2 |
706-3 |
706-3 |
747-6 |
|
S3 |
658-3 |
683-3 |
743-2 |
|
S4 |
610-3 |
635-3 |
730-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
777-2 |
729-2 |
48-0 |
6.5% |
23-6 |
3.2% |
11% |
False |
False |
225,350 |
10 |
777-2 |
729-2 |
48-0 |
6.5% |
21-5 |
2.9% |
11% |
False |
False |
202,947 |
20 |
782-2 |
729-2 |
53-0 |
7.2% |
18-3 |
2.5% |
10% |
False |
False |
176,682 |
40 |
782-2 |
615-4 |
166-6 |
22.7% |
17-1 |
2.3% |
71% |
False |
False |
134,285 |
60 |
782-2 |
615-4 |
166-6 |
22.7% |
16-1 |
2.2% |
71% |
False |
False |
109,671 |
80 |
782-2 |
608-4 |
173-6 |
23.7% |
14-7 |
2.0% |
73% |
False |
False |
93,087 |
100 |
782-2 |
570-0 |
212-2 |
28.9% |
13-3 |
1.8% |
78% |
False |
False |
78,851 |
120 |
782-2 |
534-6 |
247-4 |
33.7% |
13-0 |
1.8% |
81% |
False |
False |
72,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
881-5 |
2.618 |
835-1 |
1.618 |
806-5 |
1.000 |
789-0 |
0.618 |
778-1 |
HIGH |
760-4 |
0.618 |
749-5 |
0.500 |
746-2 |
0.382 |
742-7 |
LOW |
732-0 |
0.618 |
714-3 |
1.000 |
703-4 |
1.618 |
685-7 |
2.618 |
657-3 |
4.250 |
610-7 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
746-2 |
745-1 |
PP |
742-3 |
741-5 |
S1 |
738-3 |
738-0 |
|