CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
709-0 |
698-0 |
-11-0 |
-1.6% |
689-4 |
High |
709-0 |
711-4 |
2-4 |
0.4% |
711-4 |
Low |
699-6 |
698-0 |
-1-6 |
-0.3% |
689-4 |
Close |
702-0 |
711-0 |
9-0 |
1.3% |
711-0 |
Range |
9-2 |
13-4 |
4-2 |
45.9% |
22-0 |
ATR |
15-3 |
15-2 |
-0-1 |
-0.9% |
0-0 |
Volume |
22,209 |
33,388 |
11,179 |
50.3% |
129,961 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
747-3 |
742-5 |
718-3 |
|
R3 |
733-7 |
729-1 |
714-6 |
|
R2 |
720-3 |
720-3 |
713-4 |
|
R1 |
715-5 |
715-5 |
712-2 |
718-0 |
PP |
706-7 |
706-7 |
706-7 |
708-0 |
S1 |
702-1 |
702-1 |
709-6 |
704-4 |
S2 |
693-3 |
693-3 |
708-4 |
|
S3 |
679-7 |
688-5 |
707-2 |
|
S4 |
666-3 |
675-1 |
703-5 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
770-0 |
762-4 |
723-1 |
|
R3 |
748-0 |
740-4 |
717-0 |
|
R2 |
726-0 |
726-0 |
715-0 |
|
R1 |
718-4 |
718-4 |
713-0 |
722-2 |
PP |
704-0 |
704-0 |
704-0 |
705-7 |
S1 |
696-4 |
696-4 |
709-0 |
700-2 |
S2 |
682-0 |
682-0 |
707-0 |
|
S3 |
660-0 |
674-4 |
705-0 |
|
S4 |
638-0 |
652-4 |
698-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
711-4 |
689-4 |
22-0 |
3.1% |
9-4 |
1.3% |
98% |
True |
False |
25,992 |
10 |
711-4 |
621-4 |
90-0 |
12.7% |
12-5 |
1.8% |
99% |
True |
False |
19,233 |
20 |
711-4 |
583-4 |
128-0 |
18.0% |
13-2 |
1.9% |
100% |
True |
False |
17,855 |
40 |
711-4 |
583-4 |
128-0 |
18.0% |
11-1 |
1.6% |
100% |
True |
False |
13,994 |
60 |
711-4 |
583-4 |
128-0 |
18.0% |
9-6 |
1.4% |
100% |
True |
False |
11,255 |
80 |
711-4 |
547-2 |
164-2 |
23.1% |
8-7 |
1.2% |
100% |
True |
False |
9,276 |
100 |
711-4 |
502-0 |
209-4 |
29.5% |
8-1 |
1.1% |
100% |
True |
False |
8,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
768-7 |
2.618 |
746-7 |
1.618 |
733-3 |
1.000 |
725-0 |
0.618 |
719-7 |
HIGH |
711-4 |
0.618 |
706-3 |
0.500 |
704-6 |
0.382 |
703-1 |
LOW |
698-0 |
0.618 |
689-5 |
1.000 |
684-4 |
1.618 |
676-1 |
2.618 |
662-5 |
4.250 |
640-5 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
708-7 |
708-7 |
PP |
706-7 |
706-7 |
S1 |
704-6 |
704-6 |
|