CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
731-4 |
760-0 |
28-4 |
3.9% |
695-0 |
| High |
750-2 |
760-0 |
9-6 |
1.3% |
723-0 |
| Low |
731-4 |
743-4 |
12-0 |
1.6% |
666-0 |
| Close |
749-6 |
748-2 |
-1-4 |
-0.2% |
682-0 |
| Range |
18-6 |
16-4 |
-2-2 |
-12.0% |
57-0 |
| ATR |
23-0 |
22-5 |
-0-4 |
-2.0% |
0-0 |
| Volume |
161,524 |
154,630 |
-6,894 |
-4.3% |
736,694 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-1 |
790-5 |
757-3 |
|
| R3 |
783-5 |
774-1 |
752-6 |
|
| R2 |
767-1 |
767-1 |
751-2 |
|
| R1 |
757-5 |
757-5 |
749-6 |
754-1 |
| PP |
750-5 |
750-5 |
750-5 |
748-6 |
| S1 |
741-1 |
741-1 |
746-6 |
737-5 |
| S2 |
734-1 |
734-1 |
745-2 |
|
| S3 |
717-5 |
724-5 |
743-6 |
|
| S4 |
701-1 |
708-1 |
739-1 |
|
|
| 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 |
760-0 |
677-0 |
83-0 |
11.1% |
16-7 |
2.3% |
86% |
True |
False |
143,546 |
| 10 |
760-0 |
666-0 |
94-0 |
12.6% |
18-7 |
2.5% |
88% |
True |
False |
155,134 |
| 20 |
777-2 |
666-0 |
111-2 |
14.9% |
19-3 |
2.6% |
74% |
False |
False |
175,947 |
| 40 |
782-2 |
666-0 |
116-2 |
15.5% |
17-6 |
2.4% |
71% |
False |
False |
156,305 |
| 60 |
782-2 |
615-4 |
166-6 |
22.3% |
17-2 |
2.3% |
80% |
False |
False |
131,292 |
| 80 |
782-2 |
615-4 |
166-6 |
22.3% |
15-7 |
2.1% |
80% |
False |
False |
110,731 |
| 100 |
782-2 |
608-4 |
173-6 |
23.2% |
14-7 |
2.0% |
80% |
False |
False |
96,349 |
| 120 |
782-2 |
555-4 |
226-6 |
30.3% |
13-5 |
1.8% |
85% |
False |
False |
84,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830-1 |
|
2.618 |
803-2 |
|
1.618 |
786-6 |
|
1.000 |
776-4 |
|
0.618 |
770-2 |
|
HIGH |
760-0 |
|
0.618 |
753-6 |
|
0.500 |
751-6 |
|
0.382 |
749-6 |
|
LOW |
743-4 |
|
0.618 |
733-2 |
|
1.000 |
727-0 |
|
1.618 |
716-6 |
|
2.618 |
700-2 |
|
4.250 |
673-3 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
751-6 |
741-6 |
| PP |
750-5 |
735-2 |
| S1 |
749-3 |
728-6 |
|