CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
682-0 |
667-0 |
-15-0 |
-2.2% |
756-6 |
High |
685-0 |
691-0 |
6-0 |
0.9% |
760-4 |
Low |
677-2 |
666-0 |
-11-2 |
-1.7% |
681-0 |
Close |
677-2 |
680-4 |
3-2 |
0.5% |
686-2 |
Range |
7-6 |
25-0 |
17-2 |
222.6% |
79-4 |
ATR |
22-6 |
22-7 |
0-1 |
0.7% |
0-0 |
Volume |
139,218 |
188,937 |
49,719 |
35.7% |
874,871 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-1 |
742-3 |
694-2 |
|
R3 |
729-1 |
717-3 |
687-3 |
|
R2 |
704-1 |
704-1 |
685-1 |
|
R1 |
692-3 |
692-3 |
682-6 |
698-2 |
PP |
679-1 |
679-1 |
679-1 |
682-1 |
S1 |
667-3 |
667-3 |
678-2 |
673-2 |
S2 |
654-1 |
654-1 |
675-7 |
|
S3 |
629-1 |
642-3 |
673-5 |
|
S4 |
604-1 |
617-3 |
666-6 |
|
|
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 |
666-0 |
57-0 |
8.4% |
20-6 |
3.0% |
25% |
False |
True |
166,721 |
10 |
761-0 |
666-0 |
95-0 |
14.0% |
21-2 |
3.1% |
15% |
False |
True |
167,488 |
20 |
777-2 |
666-0 |
111-2 |
16.3% |
19-4 |
2.9% |
13% |
False |
True |
181,941 |
40 |
782-2 |
644-0 |
138-2 |
20.3% |
17-3 |
2.5% |
26% |
False |
False |
148,834 |
60 |
782-2 |
615-4 |
166-6 |
24.5% |
17-2 |
2.5% |
39% |
False |
False |
123,922 |
80 |
782-2 |
615-4 |
166-6 |
24.5% |
15-6 |
2.3% |
39% |
False |
False |
104,866 |
100 |
782-2 |
608-4 |
173-6 |
25.5% |
14-2 |
2.1% |
41% |
False |
False |
90,234 |
120 |
782-2 |
534-6 |
247-4 |
36.4% |
13-3 |
2.0% |
59% |
False |
False |
80,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
797-2 |
2.618 |
756-4 |
1.618 |
731-4 |
1.000 |
716-0 |
0.618 |
706-4 |
HIGH |
691-0 |
0.618 |
681-4 |
0.500 |
678-4 |
0.382 |
675-4 |
LOW |
666-0 |
0.618 |
650-4 |
1.000 |
641-0 |
1.618 |
625-4 |
2.618 |
600-4 |
4.250 |
559-6 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
679-7 |
694-4 |
PP |
679-1 |
689-7 |
S1 |
678-4 |
685-1 |
|