CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
698-0 |
707-0 |
9-0 |
1.3% |
689-4 |
High |
711-4 |
717-2 |
5-6 |
0.8% |
711-4 |
Low |
698-0 |
707-0 |
9-0 |
1.3% |
689-4 |
Close |
711-0 |
718-4 |
7-4 |
1.1% |
711-0 |
Range |
13-4 |
10-2 |
-3-2 |
-24.1% |
22-0 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.4% |
0-0 |
Volume |
33,388 |
31,183 |
-2,205 |
-6.6% |
129,961 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-0 |
742-0 |
724-1 |
|
R3 |
734-6 |
731-6 |
721-3 |
|
R2 |
724-4 |
724-4 |
720-3 |
|
R1 |
721-4 |
721-4 |
719-4 |
723-0 |
PP |
714-2 |
714-2 |
714-2 |
715-0 |
S1 |
711-2 |
711-2 |
717-4 |
712-6 |
S2 |
704-0 |
704-0 |
716-5 |
|
S3 |
693-6 |
701-0 |
715-5 |
|
S4 |
683-4 |
690-6 |
712-7 |
|
|
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 |
717-2 |
694-4 |
22-6 |
3.2% |
9-4 |
1.3% |
105% |
True |
False |
26,392 |
10 |
717-2 |
621-4 |
95-6 |
13.3% |
12-0 |
1.7% |
101% |
True |
False |
20,559 |
20 |
717-2 |
583-4 |
133-6 |
18.6% |
13-1 |
1.8% |
101% |
True |
False |
18,438 |
40 |
717-2 |
583-4 |
133-6 |
18.6% |
11-2 |
1.6% |
101% |
True |
False |
14,586 |
60 |
717-2 |
583-4 |
133-6 |
18.6% |
9-7 |
1.4% |
101% |
True |
False |
11,596 |
80 |
717-2 |
550-0 |
167-2 |
23.3% |
8-7 |
1.2% |
101% |
True |
False |
9,635 |
100 |
717-2 |
502-0 |
215-2 |
30.0% |
8-1 |
1.1% |
101% |
True |
False |
8,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
760-6 |
2.618 |
744-1 |
1.618 |
733-7 |
1.000 |
727-4 |
0.618 |
723-5 |
HIGH |
717-2 |
0.618 |
713-3 |
0.500 |
712-1 |
0.382 |
710-7 |
LOW |
707-0 |
0.618 |
700-5 |
1.000 |
696-6 |
1.618 |
690-3 |
2.618 |
680-1 |
4.250 |
663-4 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
716-3 |
714-7 |
PP |
714-2 |
711-2 |
S1 |
712-1 |
707-5 |
|