CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
675-0 |
689-4 |
14-4 |
2.1% |
647-0 |
High |
684-0 |
700-0 |
16-0 |
2.3% |
684-0 |
Low |
675-0 |
689-4 |
14-4 |
2.1% |
621-4 |
Close |
681-4 |
701-0 |
19-4 |
2.9% |
681-4 |
Range |
9-0 |
10-4 |
1-4 |
16.7% |
62-4 |
ATR |
17-1 |
17-1 |
0-1 |
0.6% |
0-0 |
Volume |
17,038 |
29,184 |
12,146 |
71.3% |
62,375 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-3 |
725-1 |
706-6 |
|
R3 |
717-7 |
714-5 |
703-7 |
|
R2 |
707-3 |
707-3 |
702-7 |
|
R1 |
704-1 |
704-1 |
702-0 |
705-6 |
PP |
696-7 |
696-7 |
696-7 |
697-5 |
S1 |
693-5 |
693-5 |
700-0 |
695-2 |
S2 |
686-3 |
686-3 |
699-1 |
|
S3 |
675-7 |
683-1 |
698-1 |
|
S4 |
665-3 |
672-5 |
695-2 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-7 |
828-1 |
715-7 |
|
R3 |
787-3 |
765-5 |
698-6 |
|
R2 |
724-7 |
724-7 |
693-0 |
|
R1 |
703-1 |
703-1 |
687-2 |
714-0 |
PP |
662-3 |
662-3 |
662-3 |
667-6 |
S1 |
640-5 |
640-5 |
675-6 |
651-4 |
S2 |
599-7 |
599-7 |
670-0 |
|
S3 |
537-3 |
578-1 |
664-2 |
|
S4 |
474-7 |
515-5 |
647-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
700-0 |
621-4 |
78-4 |
11.2% |
14-4 |
2.1% |
101% |
True |
False |
14,727 |
10 |
700-0 |
621-4 |
78-4 |
11.2% |
13-2 |
1.9% |
101% |
True |
False |
13,098 |
20 |
700-0 |
583-4 |
116-4 |
16.6% |
13-1 |
1.9% |
101% |
True |
False |
17,182 |
40 |
700-0 |
583-4 |
116-4 |
16.6% |
10-5 |
1.5% |
101% |
True |
False |
12,067 |
60 |
700-0 |
570-0 |
130-0 |
18.5% |
9-5 |
1.4% |
101% |
True |
False |
10,009 |
80 |
700-0 |
546-4 |
153-4 |
21.9% |
8-4 |
1.2% |
101% |
True |
False |
8,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744-5 |
2.618 |
727-4 |
1.618 |
717-0 |
1.000 |
710-4 |
0.618 |
706-4 |
HIGH |
700-0 |
0.618 |
696-0 |
0.500 |
694-6 |
0.382 |
693-4 |
LOW |
689-4 |
0.618 |
683-0 |
1.000 |
679-0 |
1.618 |
672-4 |
2.618 |
662-0 |
4.250 |
644-7 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
698-7 |
687-5 |
PP |
696-7 |
674-1 |
S1 |
694-6 |
660-6 |
|