CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
752-6 |
740-0 |
-12-6 |
-1.7% |
697-0 |
High |
756-0 |
746-6 |
-9-2 |
-1.2% |
765-0 |
Low |
727-2 |
736-2 |
9-0 |
1.2% |
694-6 |
Close |
733-2 |
742-2 |
9-0 |
1.2% |
759-4 |
Range |
28-6 |
10-4 |
-18-2 |
-63.5% |
70-2 |
ATR |
22-5 |
21-7 |
-0-5 |
-2.9% |
0-0 |
Volume |
171,142 |
116,102 |
-55,040 |
-32.2% |
749,407 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
773-2 |
768-2 |
748-0 |
|
R3 |
762-6 |
757-6 |
745-1 |
|
R2 |
752-2 |
752-2 |
744-1 |
|
R1 |
747-2 |
747-2 |
743-2 |
749-6 |
PP |
741-6 |
741-6 |
741-6 |
743-0 |
S1 |
736-6 |
736-6 |
741-2 |
739-2 |
S2 |
731-2 |
731-2 |
740-3 |
|
S3 |
720-6 |
726-2 |
739-3 |
|
S4 |
710-2 |
715-6 |
736-4 |
|
|
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 |
727-2 |
39-4 |
5.3% |
18-7 |
2.5% |
38% |
False |
False |
149,687 |
10 |
766-6 |
666-0 |
100-6 |
13.6% |
18-6 |
2.5% |
76% |
False |
False |
150,047 |
20 |
766-6 |
666-0 |
100-6 |
13.6% |
20-2 |
2.7% |
76% |
False |
False |
164,006 |
40 |
782-2 |
666-0 |
116-2 |
15.7% |
17-5 |
2.4% |
66% |
False |
False |
162,241 |
60 |
782-2 |
615-4 |
166-6 |
22.5% |
17-5 |
2.4% |
76% |
False |
False |
136,528 |
80 |
782-2 |
615-4 |
166-6 |
22.5% |
16-3 |
2.2% |
76% |
False |
False |
116,467 |
100 |
782-2 |
608-4 |
173-6 |
23.4% |
15-4 |
2.1% |
77% |
False |
False |
101,511 |
120 |
782-2 |
570-0 |
212-2 |
28.6% |
14-0 |
1.9% |
81% |
False |
False |
88,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
791-3 |
2.618 |
774-2 |
1.618 |
763-6 |
1.000 |
757-2 |
0.618 |
753-2 |
HIGH |
746-6 |
0.618 |
742-6 |
0.500 |
741-4 |
0.382 |
740-2 |
LOW |
736-2 |
0.618 |
729-6 |
1.000 |
725-6 |
1.618 |
719-2 |
2.618 |
708-6 |
4.250 |
691-5 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
742-0 |
747-0 |
PP |
741-6 |
745-3 |
S1 |
741-4 |
743-7 |
|