CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
723-2 |
713-0 |
-10-2 |
-1.4% |
758-2 |
High |
734-4 |
717-4 |
-17-0 |
-2.3% |
777-2 |
Low |
716-4 |
701-2 |
-15-2 |
-2.1% |
729-2 |
Close |
729-4 |
708-6 |
-20-6 |
-2.8% |
756-4 |
Range |
18-0 |
16-2 |
-1-6 |
-9.7% |
48-0 |
ATR |
20-6 |
21-3 |
0-4 |
2.6% |
0-0 |
Volume |
137,870 |
175,670 |
37,800 |
27.4% |
1,160,695 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-7 |
749-5 |
717-6 |
|
R3 |
741-5 |
733-3 |
713-2 |
|
R2 |
725-3 |
725-3 |
711-6 |
|
R1 |
717-1 |
717-1 |
710-2 |
713-1 |
PP |
709-1 |
709-1 |
709-1 |
707-2 |
S1 |
700-7 |
700-7 |
707-2 |
696-7 |
S2 |
692-7 |
692-7 |
705-6 |
|
S3 |
676-5 |
684-5 |
704-2 |
|
S4 |
660-3 |
668-3 |
699-6 |
|
|
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 |
701-2 |
59-6 |
8.4% |
21-5 |
3.1% |
13% |
False |
True |
168,255 |
10 |
777-2 |
701-2 |
76-0 |
10.7% |
19-7 |
2.8% |
10% |
False |
True |
196,760 |
20 |
782-2 |
701-2 |
81-0 |
11.4% |
18-7 |
2.7% |
9% |
False |
True |
182,989 |
40 |
782-2 |
615-4 |
166-6 |
23.5% |
17-1 |
2.4% |
56% |
False |
False |
140,821 |
60 |
782-2 |
615-4 |
166-6 |
23.5% |
16-3 |
2.3% |
56% |
False |
False |
115,575 |
80 |
782-2 |
615-4 |
166-6 |
23.5% |
15-1 |
2.1% |
56% |
False |
False |
97,484 |
100 |
782-2 |
594-2 |
188-0 |
26.5% |
13-5 |
1.9% |
61% |
False |
False |
82,985 |
120 |
782-2 |
534-6 |
247-4 |
34.9% |
13-0 |
1.8% |
70% |
False |
False |
74,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
786-4 |
2.618 |
760-0 |
1.618 |
743-6 |
1.000 |
733-6 |
0.618 |
727-4 |
HIGH |
717-4 |
0.618 |
711-2 |
0.500 |
709-3 |
0.382 |
707-4 |
LOW |
701-2 |
0.618 |
691-2 |
1.000 |
685-0 |
1.618 |
675-0 |
2.618 |
658-6 |
4.250 |
632-2 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
709-3 |
719-1 |
PP |
709-1 |
715-5 |
S1 |
709-0 |
712-2 |
|