CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
689-4 |
694-4 |
5-0 |
0.7% |
647-0 |
High |
700-0 |
705-6 |
5-6 |
0.8% |
684-0 |
Low |
689-4 |
694-4 |
5-0 |
0.7% |
621-4 |
Close |
701-0 |
703-6 |
2-6 |
0.4% |
681-4 |
Range |
10-4 |
11-2 |
0-6 |
7.1% |
62-4 |
ATR |
17-1 |
16-6 |
-0-3 |
-2.5% |
0-0 |
Volume |
29,184 |
25,559 |
-3,625 |
-12.4% |
62,375 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-1 |
730-5 |
710-0 |
|
R3 |
723-7 |
719-3 |
706-7 |
|
R2 |
712-5 |
712-5 |
705-6 |
|
R1 |
708-1 |
708-1 |
704-6 |
710-3 |
PP |
701-3 |
701-3 |
701-3 |
702-4 |
S1 |
696-7 |
696-7 |
702-6 |
699-1 |
S2 |
690-1 |
690-1 |
701-6 |
|
S3 |
678-7 |
685-5 |
700-5 |
|
S4 |
667-5 |
674-3 |
697-4 |
|
|
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 |
705-6 |
621-4 |
84-2 |
12.0% |
14-6 |
2.1% |
98% |
True |
False |
18,269 |
10 |
705-6 |
621-4 |
84-2 |
12.0% |
13-4 |
1.9% |
98% |
True |
False |
14,769 |
20 |
705-6 |
583-4 |
122-2 |
17.4% |
13-4 |
1.9% |
98% |
True |
False |
17,473 |
40 |
705-6 |
583-4 |
122-2 |
17.4% |
10-7 |
1.5% |
98% |
True |
False |
12,608 |
60 |
705-6 |
574-4 |
131-2 |
18.7% |
9-6 |
1.4% |
98% |
True |
False |
10,393 |
80 |
705-6 |
547-2 |
158-4 |
22.5% |
8-5 |
1.2% |
99% |
True |
False |
8,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
753-4 |
2.618 |
735-2 |
1.618 |
724-0 |
1.000 |
717-0 |
0.618 |
712-6 |
HIGH |
705-6 |
0.618 |
701-4 |
0.500 |
700-1 |
0.382 |
698-6 |
LOW |
694-4 |
0.618 |
687-4 |
1.000 |
683-2 |
1.618 |
676-2 |
2.618 |
665-0 |
4.250 |
646-6 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
702-4 |
699-2 |
PP |
701-3 |
694-7 |
S1 |
700-1 |
690-3 |
|