CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
744-0 |
758-4 |
14-4 |
1.9% |
697-0 |
| High |
765-0 |
766-6 |
1-6 |
0.2% |
765-0 |
| Low |
743-2 |
750-0 |
6-6 |
0.9% |
694-6 |
| Close |
759-4 |
754-0 |
-5-4 |
-0.7% |
759-4 |
| Range |
21-6 |
16-6 |
-5-0 |
-23.0% |
70-2 |
| ATR |
22-4 |
22-1 |
-0-3 |
-1.8% |
0-0 |
| Volume |
152,927 |
153,637 |
710 |
0.5% |
749,407 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
807-1 |
797-3 |
763-2 |
|
| R3 |
790-3 |
780-5 |
758-5 |
|
| R2 |
773-5 |
773-5 |
757-1 |
|
| R1 |
763-7 |
763-7 |
755-4 |
760-3 |
| PP |
756-7 |
756-7 |
756-7 |
755-2 |
| S1 |
747-1 |
747-1 |
752-4 |
743-5 |
| S2 |
740-1 |
740-1 |
750-7 |
|
| S3 |
723-3 |
730-3 |
749-3 |
|
| S4 |
706-5 |
713-5 |
744-6 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-4 |
925-2 |
798-1 |
|
| R3 |
880-2 |
855-0 |
778-7 |
|
| R2 |
810-0 |
810-0 |
772-3 |
|
| R1 |
784-6 |
784-6 |
766-0 |
797-3 |
| PP |
739-6 |
739-6 |
739-6 |
746-0 |
| S1 |
714-4 |
714-4 |
753-0 |
727-1 |
| S2 |
669-4 |
669-4 |
746-5 |
|
| S3 |
599-2 |
644-2 |
740-1 |
|
| S4 |
529-0 |
574-0 |
720-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
766-6 |
697-4 |
69-2 |
9.2% |
19-4 |
2.6% |
82% |
True |
False |
153,851 |
| 10 |
766-6 |
666-0 |
100-6 |
13.4% |
17-3 |
2.3% |
87% |
True |
False |
149,657 |
| 20 |
777-2 |
666-0 |
111-2 |
14.8% |
19-6 |
2.6% |
79% |
False |
False |
173,684 |
| 40 |
782-2 |
666-0 |
116-2 |
15.4% |
17-4 |
2.3% |
76% |
False |
False |
158,680 |
| 60 |
782-2 |
615-4 |
166-6 |
22.1% |
17-2 |
2.3% |
83% |
False |
False |
134,289 |
| 80 |
782-2 |
615-4 |
166-6 |
22.1% |
16-1 |
2.1% |
83% |
False |
False |
113,552 |
| 100 |
782-2 |
608-4 |
173-6 |
23.0% |
15-1 |
2.0% |
84% |
False |
False |
99,018 |
| 120 |
782-2 |
567-0 |
215-2 |
28.5% |
13-7 |
1.8% |
87% |
False |
False |
86,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838-0 |
|
2.618 |
810-5 |
|
1.618 |
793-7 |
|
1.000 |
783-4 |
|
0.618 |
777-1 |
|
HIGH |
766-6 |
|
0.618 |
760-3 |
|
0.500 |
758-3 |
|
0.382 |
756-3 |
|
LOW |
750-0 |
|
0.618 |
739-5 |
|
1.000 |
733-2 |
|
1.618 |
722-7 |
|
2.618 |
706-1 |
|
4.250 |
678-6 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
758-3 |
755-0 |
| PP |
756-7 |
754-5 |
| S1 |
755-4 |
754-3 |
|