CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
756-6 |
730-0 |
-26-6 |
-3.5% |
758-2 |
High |
760-4 |
737-0 |
-23-4 |
-3.1% |
777-2 |
Low |
732-0 |
722-0 |
-10-0 |
-1.4% |
729-2 |
Close |
734-4 |
723-6 |
-10-6 |
-1.5% |
756-4 |
Range |
28-4 |
15-0 |
-13-4 |
-47.4% |
48-0 |
ATR |
21-4 |
21-0 |
-0-4 |
-2.2% |
0-0 |
Volume |
167,683 |
175,481 |
7,798 |
4.7% |
1,160,695 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772-5 |
763-1 |
732-0 |
|
R3 |
757-5 |
748-1 |
727-7 |
|
R2 |
742-5 |
742-5 |
726-4 |
|
R1 |
733-1 |
733-1 |
725-1 |
730-3 |
PP |
727-5 |
727-5 |
727-5 |
726-2 |
S1 |
718-1 |
718-1 |
722-3 |
715-3 |
S2 |
712-5 |
712-5 |
721-0 |
|
S3 |
697-5 |
703-1 |
719-5 |
|
S4 |
682-5 |
688-1 |
715-4 |
|
|
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 |
772-0 |
722-0 |
50-0 |
6.9% |
23-7 |
3.3% |
4% |
False |
True |
212,545 |
10 |
777-2 |
722-0 |
55-2 |
7.6% |
21-1 |
2.9% |
3% |
False |
True |
200,943 |
20 |
782-2 |
722-0 |
60-2 |
8.3% |
18-2 |
2.5% |
3% |
False |
True |
178,535 |
40 |
782-2 |
615-4 |
166-6 |
23.0% |
17-1 |
2.4% |
65% |
False |
False |
136,779 |
60 |
782-2 |
615-4 |
166-6 |
23.0% |
16-1 |
2.2% |
65% |
False |
False |
112,040 |
80 |
782-2 |
608-4 |
173-6 |
24.0% |
14-7 |
2.1% |
66% |
False |
False |
94,829 |
100 |
782-2 |
582-0 |
200-2 |
27.7% |
13-3 |
1.9% |
71% |
False |
False |
80,323 |
120 |
782-2 |
534-6 |
247-4 |
34.2% |
12-7 |
1.8% |
76% |
False |
False |
73,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
800-6 |
2.618 |
776-2 |
1.618 |
761-2 |
1.000 |
752-0 |
0.618 |
746-2 |
HIGH |
737-0 |
0.618 |
731-2 |
0.500 |
729-4 |
0.382 |
727-6 |
LOW |
722-0 |
0.618 |
712-6 |
1.000 |
707-0 |
1.618 |
697-6 |
2.618 |
682-6 |
4.250 |
658-2 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
729-4 |
741-4 |
PP |
727-5 |
735-5 |
S1 |
725-5 |
729-5 |
|