CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
697-0 |
701-4 |
4-4 |
0.6% |
695-0 |
| High |
708-0 |
721-0 |
13-0 |
1.8% |
723-0 |
| Low |
694-6 |
697-4 |
2-6 |
0.4% |
666-0 |
| Close |
697-4 |
720-2 |
22-6 |
3.3% |
682-0 |
| Range |
13-2 |
23-4 |
10-2 |
77.4% |
57-0 |
| ATR |
22-4 |
22-4 |
0-1 |
0.3% |
0-0 |
| Volume |
133,788 |
146,538 |
12,750 |
9.5% |
736,694 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
783-3 |
775-3 |
733-1 |
|
| R3 |
759-7 |
751-7 |
726-6 |
|
| R2 |
736-3 |
736-3 |
724-4 |
|
| R1 |
728-3 |
728-3 |
722-3 |
732-3 |
| PP |
712-7 |
712-7 |
712-7 |
715-0 |
| S1 |
704-7 |
704-7 |
718-1 |
708-7 |
| S2 |
689-3 |
689-3 |
716-0 |
|
| S3 |
665-7 |
681-3 |
713-6 |
|
| S4 |
642-3 |
657-7 |
707-3 |
|
|
| 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 |
721-0 |
666-0 |
55-0 |
7.6% |
16-3 |
2.3% |
99% |
True |
False |
145,947 |
| 10 |
734-4 |
666-0 |
68-4 |
9.5% |
18-6 |
2.6% |
79% |
False |
False |
154,872 |
| 20 |
777-2 |
666-0 |
111-2 |
15.4% |
19-7 |
2.8% |
49% |
False |
False |
177,908 |
| 40 |
782-2 |
666-0 |
116-2 |
16.1% |
17-3 |
2.4% |
47% |
False |
False |
151,304 |
| 60 |
782-2 |
615-4 |
166-6 |
23.2% |
17-4 |
2.4% |
63% |
False |
False |
127,665 |
| 80 |
782-2 |
615-4 |
166-6 |
23.2% |
15-5 |
2.2% |
63% |
False |
False |
107,904 |
| 100 |
782-2 |
608-4 |
173-6 |
24.1% |
14-5 |
2.0% |
64% |
False |
False |
93,640 |
| 120 |
782-2 |
555-4 |
226-6 |
31.5% |
13-3 |
1.9% |
73% |
False |
False |
82,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820-7 |
|
2.618 |
782-4 |
|
1.618 |
759-0 |
|
1.000 |
744-4 |
|
0.618 |
735-4 |
|
HIGH |
721-0 |
|
0.618 |
712-0 |
|
0.500 |
709-2 |
|
0.382 |
706-4 |
|
LOW |
697-4 |
|
0.618 |
683-0 |
|
1.000 |
674-0 |
|
1.618 |
659-4 |
|
2.618 |
636-0 |
|
4.250 |
597-5 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716-5 |
713-1 |
| PP |
712-7 |
706-1 |
| S1 |
709-2 |
699-0 |
|