CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
717-0 |
682-0 |
-35-0 |
-4.9% |
756-6 |
High |
723-0 |
685-0 |
-38-0 |
-5.3% |
760-4 |
Low |
705-4 |
677-2 |
-28-2 |
-4.0% |
681-0 |
Close |
707-2 |
677-2 |
-30-0 |
-4.2% |
686-2 |
Range |
17-4 |
7-6 |
-9-6 |
-55.7% |
79-4 |
ATR |
22-2 |
22-6 |
0-4 |
2.5% |
0-0 |
Volume |
144,121 |
139,218 |
-4,903 |
-3.4% |
874,871 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-1 |
697-7 |
681-4 |
|
R3 |
695-3 |
690-1 |
679-3 |
|
R2 |
687-5 |
687-5 |
678-5 |
|
R1 |
682-3 |
682-3 |
678-0 |
681-1 |
PP |
679-7 |
679-7 |
679-7 |
679-2 |
S1 |
674-5 |
674-5 |
676-4 |
673-3 |
S2 |
672-1 |
672-1 |
675-7 |
|
S3 |
664-3 |
666-7 |
675-1 |
|
S4 |
656-5 |
659-1 |
673-0 |
|
|
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 |
723-0 |
677-2 |
45-6 |
6.8% |
19-0 |
2.8% |
0% |
False |
True |
164,068 |
10 |
761-0 |
677-2 |
83-6 |
12.4% |
21-7 |
3.2% |
0% |
False |
True |
177,964 |
20 |
777-2 |
677-2 |
100-0 |
14.8% |
19-2 |
2.8% |
0% |
False |
True |
181,407 |
40 |
782-2 |
615-4 |
166-6 |
24.6% |
17-5 |
2.6% |
37% |
False |
False |
147,918 |
60 |
782-2 |
615-4 |
166-6 |
24.6% |
17-1 |
2.5% |
37% |
False |
False |
121,649 |
80 |
782-2 |
615-4 |
166-6 |
24.6% |
15-4 |
2.3% |
37% |
False |
False |
103,049 |
100 |
782-2 |
600-4 |
181-6 |
26.8% |
14-1 |
2.1% |
42% |
False |
False |
88,489 |
120 |
782-2 |
534-6 |
247-4 |
36.5% |
13-1 |
1.9% |
58% |
False |
False |
78,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-0 |
2.618 |
705-2 |
1.618 |
697-4 |
1.000 |
692-6 |
0.618 |
689-6 |
HIGH |
685-0 |
0.618 |
682-0 |
0.500 |
681-1 |
0.382 |
680-2 |
LOW |
677-2 |
0.618 |
672-4 |
1.000 |
669-4 |
1.618 |
664-6 |
2.618 |
657-0 |
4.250 |
644-2 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
681-1 |
700-1 |
PP |
679-7 |
692-4 |
S1 |
678-4 |
684-7 |
|