CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
667-0 |
686-0 |
19-0 |
2.8% |
695-0 |
High |
691-0 |
689-4 |
-1-4 |
-0.2% |
723-0 |
Low |
666-0 |
677-0 |
11-0 |
1.7% |
666-0 |
Close |
680-4 |
682-0 |
1-4 |
0.2% |
682-0 |
Range |
25-0 |
12-4 |
-12-4 |
-50.0% |
57-0 |
ATR |
22-7 |
22-1 |
-0-6 |
-3.2% |
0-0 |
Volume |
188,937 |
121,254 |
-67,683 |
-35.8% |
736,694 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
713-5 |
688-7 |
|
R3 |
707-7 |
701-1 |
685-4 |
|
R2 |
695-3 |
695-3 |
684-2 |
|
R1 |
688-5 |
688-5 |
683-1 |
685-6 |
PP |
682-7 |
682-7 |
682-7 |
681-3 |
S1 |
676-1 |
676-1 |
680-7 |
673-2 |
S2 |
670-3 |
670-3 |
679-6 |
|
S3 |
657-7 |
663-5 |
678-4 |
|
S4 |
645-3 |
651-1 |
675-1 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
861-3 |
828-5 |
713-3 |
|
R3 |
804-3 |
771-5 |
697-5 |
|
R2 |
747-3 |
747-3 |
692-4 |
|
R1 |
714-5 |
714-5 |
687-2 |
702-4 |
PP |
690-3 |
690-3 |
690-3 |
684-2 |
S1 |
657-5 |
657-5 |
676-6 |
645-4 |
S2 |
633-3 |
633-3 |
671-4 |
|
S3 |
576-3 |
600-5 |
666-3 |
|
S4 |
519-3 |
543-5 |
650-5 |
|
|
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% |
15-7 |
2.3% |
28% |
False |
False |
147,338 |
10 |
760-4 |
666-0 |
94-4 |
13.9% |
19-3 |
2.8% |
17% |
False |
False |
161,156 |
20 |
777-2 |
666-0 |
111-2 |
16.3% |
19-4 |
2.9% |
14% |
False |
False |
181,454 |
40 |
782-2 |
666-0 |
116-2 |
17.0% |
17-3 |
2.6% |
14% |
False |
False |
149,679 |
60 |
782-2 |
615-4 |
166-6 |
24.5% |
17-2 |
2.5% |
40% |
False |
False |
124,809 |
80 |
782-2 |
615-4 |
166-6 |
24.5% |
15-5 |
2.3% |
40% |
False |
False |
105,798 |
100 |
782-2 |
608-4 |
173-6 |
25.5% |
14-3 |
2.1% |
42% |
False |
False |
91,188 |
120 |
782-2 |
534-6 |
247-4 |
36.3% |
13-2 |
2.0% |
59% |
False |
False |
80,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
742-5 |
2.618 |
722-2 |
1.618 |
709-6 |
1.000 |
702-0 |
0.618 |
697-2 |
HIGH |
689-4 |
0.618 |
684-6 |
0.500 |
683-2 |
0.382 |
681-6 |
LOW |
677-0 |
0.618 |
669-2 |
1.000 |
664-4 |
1.618 |
656-6 |
2.618 |
644-2 |
4.250 |
623-7 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
683-2 |
680-7 |
PP |
682-7 |
679-5 |
S1 |
682-3 |
678-4 |
|