CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
749-4 |
744-4 |
-5-0 |
-0.7% |
758-4 |
| High |
758-0 |
758-6 |
0-6 |
0.1% |
766-6 |
| Low |
744-4 |
742-0 |
-2-4 |
-0.3% |
727-2 |
| Close |
745-4 |
758-4 |
13-0 |
1.7% |
758-4 |
| Range |
13-4 |
16-6 |
3-2 |
24.1% |
39-4 |
| ATR |
21-4 |
21-1 |
-0-3 |
-1.6% |
0-0 |
| Volume |
133,013 |
119,179 |
-13,834 |
-10.4% |
693,073 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
803-3 |
797-5 |
767-6 |
|
| R3 |
786-5 |
780-7 |
763-1 |
|
| R2 |
769-7 |
769-7 |
761-5 |
|
| R1 |
764-1 |
764-1 |
760-0 |
767-0 |
| PP |
753-1 |
753-1 |
753-1 |
754-4 |
| S1 |
747-3 |
747-3 |
757-0 |
750-2 |
| S2 |
736-3 |
736-3 |
755-3 |
|
| S3 |
719-5 |
730-5 |
753-7 |
|
| S4 |
702-7 |
713-7 |
749-2 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869-3 |
853-3 |
780-2 |
|
| R3 |
829-7 |
813-7 |
769-3 |
|
| R2 |
790-3 |
790-3 |
765-6 |
|
| R1 |
774-3 |
774-3 |
762-1 |
778-2 |
| PP |
750-7 |
750-7 |
750-7 |
752-6 |
| S1 |
734-7 |
734-7 |
754-7 |
738-6 |
| S2 |
711-3 |
711-3 |
751-2 |
|
| S3 |
671-7 |
695-3 |
747-5 |
|
| S4 |
632-3 |
655-7 |
736-6 |
|
|
| 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 |
5.2% |
17-2 |
2.3% |
79% |
False |
False |
138,614 |
| 10 |
766-6 |
694-6 |
72-0 |
9.5% |
18-0 |
2.4% |
89% |
False |
False |
144,248 |
| 20 |
766-6 |
666-0 |
100-6 |
13.3% |
18-6 |
2.5% |
92% |
False |
False |
152,702 |
| 40 |
782-2 |
666-0 |
116-2 |
15.3% |
18-1 |
2.4% |
80% |
False |
False |
164,675 |
| 60 |
782-2 |
615-4 |
166-6 |
22.0% |
17-4 |
2.3% |
86% |
False |
False |
138,496 |
| 80 |
782-2 |
615-4 |
166-6 |
22.0% |
16-5 |
2.2% |
86% |
False |
False |
118,701 |
| 100 |
782-2 |
608-4 |
173-6 |
22.9% |
15-4 |
2.0% |
86% |
False |
False |
103,634 |
| 120 |
782-2 |
570-0 |
212-2 |
28.0% |
14-2 |
1.9% |
89% |
False |
False |
89,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830-0 |
|
2.618 |
802-5 |
|
1.618 |
785-7 |
|
1.000 |
775-4 |
|
0.618 |
769-1 |
|
HIGH |
758-6 |
|
0.618 |
752-3 |
|
0.500 |
750-3 |
|
0.382 |
748-3 |
|
LOW |
742-0 |
|
0.618 |
731-5 |
|
1.000 |
725-2 |
|
1.618 |
714-7 |
|
2.618 |
698-1 |
|
4.250 |
670-6 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
755-6 |
754-7 |
| PP |
753-1 |
751-1 |
| S1 |
750-3 |
747-4 |
|