CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
730-0 |
723-2 |
-6-6 |
-0.9% |
758-2 |
| High |
737-0 |
734-4 |
-2-4 |
-0.3% |
777-2 |
| Low |
722-0 |
716-4 |
-5-4 |
-0.8% |
729-2 |
| Close |
723-6 |
729-4 |
5-6 |
0.8% |
756-4 |
| Range |
15-0 |
18-0 |
3-0 |
20.0% |
48-0 |
| ATR |
21-0 |
20-6 |
-0-2 |
-1.0% |
0-0 |
| Volume |
175,481 |
137,870 |
-37,611 |
-21.4% |
1,160,695 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
780-7 |
773-1 |
739-3 |
|
| R3 |
762-7 |
755-1 |
734-4 |
|
| R2 |
744-7 |
744-7 |
732-6 |
|
| R1 |
737-1 |
737-1 |
731-1 |
741-0 |
| PP |
726-7 |
726-7 |
726-7 |
728-6 |
| S1 |
719-1 |
719-1 |
727-7 |
723-0 |
| S2 |
708-7 |
708-7 |
726-2 |
|
| S3 |
690-7 |
701-1 |
724-4 |
|
| S4 |
672-7 |
683-1 |
719-5 |
|
|
| 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 |
761-0 |
716-4 |
44-4 |
6.1% |
24-6 |
3.4% |
29% |
False |
True |
191,860 |
| 10 |
777-2 |
716-4 |
60-6 |
8.3% |
22-0 |
3.0% |
21% |
False |
True |
199,130 |
| 20 |
782-2 |
716-4 |
65-6 |
9.0% |
18-4 |
2.5% |
20% |
False |
True |
179,580 |
| 40 |
782-2 |
615-4 |
166-6 |
22.9% |
17-2 |
2.4% |
68% |
False |
False |
138,501 |
| 60 |
782-2 |
615-4 |
166-6 |
22.9% |
16-2 |
2.2% |
68% |
False |
False |
113,688 |
| 80 |
782-2 |
613-6 |
168-4 |
23.1% |
15-0 |
2.1% |
69% |
False |
False |
96,003 |
| 100 |
782-2 |
582-0 |
200-2 |
27.5% |
13-4 |
1.9% |
74% |
False |
False |
81,433 |
| 120 |
782-2 |
534-6 |
247-4 |
33.9% |
13-0 |
1.8% |
79% |
False |
False |
73,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
811-0 |
|
2.618 |
781-5 |
|
1.618 |
763-5 |
|
1.000 |
752-4 |
|
0.618 |
745-5 |
|
HIGH |
734-4 |
|
0.618 |
727-5 |
|
0.500 |
725-4 |
|
0.382 |
723-3 |
|
LOW |
716-4 |
|
0.618 |
705-3 |
|
1.000 |
698-4 |
|
1.618 |
687-3 |
|
2.618 |
669-3 |
|
4.250 |
640-0 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
728-1 |
738-4 |
| PP |
726-7 |
735-4 |
| S1 |
725-4 |
732-4 |
|