CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
707-0 |
707-0 |
0-0 |
0.0% |
689-4 |
| High |
717-2 |
707-0 |
-10-2 |
-1.4% |
711-4 |
| Low |
707-0 |
689-4 |
-17-4 |
-2.5% |
689-4 |
| Close |
718-4 |
696-4 |
-22-0 |
-3.1% |
711-0 |
| Range |
10-2 |
17-4 |
7-2 |
70.7% |
22-0 |
| ATR |
14-7 |
15-7 |
1-0 |
6.7% |
0-0 |
| Volume |
31,183 |
23,070 |
-8,113 |
-26.0% |
129,961 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
750-1 |
740-7 |
706-1 |
|
| R3 |
732-5 |
723-3 |
701-2 |
|
| R2 |
715-1 |
715-1 |
699-6 |
|
| R1 |
705-7 |
705-7 |
698-1 |
701-6 |
| PP |
697-5 |
697-5 |
697-5 |
695-5 |
| S1 |
688-3 |
688-3 |
694-7 |
684-2 |
| S2 |
680-1 |
680-1 |
693-2 |
|
| S3 |
662-5 |
670-7 |
691-6 |
|
| S4 |
645-1 |
653-3 |
686-7 |
|
|
| 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 |
689-4 |
27-6 |
4.0% |
10-6 |
1.5% |
25% |
False |
True |
25,894 |
| 10 |
717-2 |
621-4 |
95-6 |
13.7% |
12-6 |
1.8% |
78% |
False |
False |
22,081 |
| 20 |
717-2 |
583-4 |
133-6 |
19.2% |
13-2 |
1.9% |
84% |
False |
False |
19,086 |
| 40 |
717-2 |
583-4 |
133-6 |
19.2% |
11-4 |
1.7% |
84% |
False |
False |
14,912 |
| 60 |
717-2 |
583-4 |
133-6 |
19.2% |
10-1 |
1.4% |
84% |
False |
False |
11,840 |
| 80 |
717-2 |
560-0 |
157-2 |
22.6% |
9-0 |
1.3% |
87% |
False |
False |
9,880 |
| 100 |
717-2 |
502-0 |
215-2 |
30.9% |
8-2 |
1.2% |
90% |
False |
False |
8,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781-3 |
|
2.618 |
752-7 |
|
1.618 |
735-3 |
|
1.000 |
724-4 |
|
0.618 |
717-7 |
|
HIGH |
707-0 |
|
0.618 |
700-3 |
|
0.500 |
698-2 |
|
0.382 |
696-1 |
|
LOW |
689-4 |
|
0.618 |
678-5 |
|
1.000 |
672-0 |
|
1.618 |
661-1 |
|
2.618 |
643-5 |
|
4.250 |
615-1 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
698-2 |
703-3 |
| PP |
697-5 |
701-1 |
| S1 |
697-1 |
698-6 |
|