CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
695-0 |
717-0 |
22-0 |
3.2% |
756-6 |
High |
710-0 |
723-0 |
13-0 |
1.8% |
760-4 |
Low |
693-4 |
705-4 |
12-0 |
1.7% |
681-0 |
Close |
707-4 |
707-2 |
-0-2 |
0.0% |
686-2 |
Range |
16-4 |
17-4 |
1-0 |
6.1% |
79-4 |
ATR |
22-4 |
22-2 |
-0-3 |
-1.6% |
0-0 |
Volume |
143,164 |
144,121 |
957 |
0.7% |
874,871 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
764-3 |
753-3 |
716-7 |
|
R3 |
746-7 |
735-7 |
712-0 |
|
R2 |
729-3 |
729-3 |
710-4 |
|
R1 |
718-3 |
718-3 |
708-7 |
715-1 |
PP |
711-7 |
711-7 |
711-7 |
710-2 |
S1 |
700-7 |
700-7 |
705-5 |
697-5 |
S2 |
694-3 |
694-3 |
704-0 |
|
S3 |
676-7 |
683-3 |
702-4 |
|
S4 |
659-3 |
665-7 |
697-5 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947-6 |
896-4 |
730-0 |
|
R3 |
868-2 |
817-0 |
708-1 |
|
R2 |
788-6 |
788-6 |
700-7 |
|
R1 |
737-4 |
737-4 |
693-4 |
723-3 |
PP |
709-2 |
709-2 |
709-2 |
702-2 |
S1 |
658-0 |
658-0 |
679-0 |
643-7 |
S2 |
629-6 |
629-6 |
671-5 |
|
S3 |
550-2 |
578-4 |
664-3 |
|
S4 |
470-6 |
499-0 |
642-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
734-4 |
681-0 |
53-4 |
7.6% |
21-0 |
3.0% |
49% |
False |
False |
163,798 |
10 |
772-0 |
681-0 |
91-0 |
12.9% |
22-4 |
3.2% |
29% |
False |
False |
188,172 |
20 |
777-2 |
681-0 |
96-2 |
13.6% |
20-1 |
2.8% |
27% |
False |
False |
183,318 |
40 |
782-2 |
615-4 |
166-6 |
23.6% |
17-6 |
2.5% |
55% |
False |
False |
146,912 |
60 |
782-2 |
615-4 |
166-6 |
23.6% |
17-1 |
2.4% |
55% |
False |
False |
120,257 |
80 |
782-2 |
615-4 |
166-6 |
23.6% |
15-5 |
2.2% |
55% |
False |
False |
101,989 |
100 |
782-2 |
595-0 |
187-2 |
26.5% |
14-1 |
2.0% |
60% |
False |
False |
87,361 |
120 |
782-2 |
534-6 |
247-4 |
35.0% |
13-2 |
1.9% |
70% |
False |
False |
78,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
797-3 |
2.618 |
768-7 |
1.618 |
751-3 |
1.000 |
740-4 |
0.618 |
733-7 |
HIGH |
723-0 |
0.618 |
716-3 |
0.500 |
714-2 |
0.382 |
712-1 |
LOW |
705-4 |
0.618 |
694-5 |
1.000 |
688-0 |
1.618 |
677-1 |
2.618 |
659-5 |
4.250 |
631-1 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
714-2 |
705-4 |
PP |
711-7 |
703-6 |
S1 |
709-5 |
702-0 |
|