CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
707-0 |
710-0 |
3-0 |
0.4% |
689-4 |
| High |
707-0 |
710-0 |
3-0 |
0.4% |
711-4 |
| Low |
689-4 |
692-0 |
2-4 |
0.4% |
689-4 |
| Close |
696-4 |
702-4 |
6-0 |
0.9% |
711-0 |
| Range |
17-4 |
18-0 |
0-4 |
2.9% |
22-0 |
| ATR |
15-7 |
16-1 |
0-1 |
0.9% |
0-0 |
| Volume |
23,070 |
27,119 |
4,049 |
17.6% |
129,961 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-4 |
747-0 |
712-3 |
|
| R3 |
737-4 |
729-0 |
707-4 |
|
| R2 |
719-4 |
719-4 |
705-6 |
|
| R1 |
711-0 |
711-0 |
704-1 |
706-2 |
| PP |
701-4 |
701-4 |
701-4 |
699-1 |
| S1 |
693-0 |
693-0 |
700-7 |
688-2 |
| S2 |
683-4 |
683-4 |
699-2 |
|
| S3 |
665-4 |
675-0 |
697-4 |
|
| S4 |
647-4 |
657-0 |
692-5 |
|
|
| 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 |
717-2 |
689-4 |
27-6 |
4.0% |
13-6 |
2.0% |
47% |
False |
False |
27,393 |
| 10 |
717-2 |
621-4 |
95-6 |
13.6% |
13-5 |
1.9% |
85% |
False |
False |
24,004 |
| 20 |
717-2 |
605-0 |
112-2 |
16.0% |
12-6 |
1.8% |
87% |
False |
False |
19,457 |
| 40 |
717-2 |
583-4 |
133-6 |
19.0% |
11-4 |
1.6% |
89% |
False |
False |
15,432 |
| 60 |
717-2 |
583-4 |
133-6 |
19.0% |
10-2 |
1.5% |
89% |
False |
False |
12,181 |
| 80 |
717-2 |
562-4 |
154-6 |
22.0% |
9-2 |
1.3% |
90% |
False |
False |
10,186 |
| 100 |
717-2 |
502-0 |
215-2 |
30.6% |
8-3 |
1.2% |
93% |
False |
False |
8,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
786-4 |
|
2.618 |
757-1 |
|
1.618 |
739-1 |
|
1.000 |
728-0 |
|
0.618 |
721-1 |
|
HIGH |
710-0 |
|
0.618 |
703-1 |
|
0.500 |
701-0 |
|
0.382 |
698-7 |
|
LOW |
692-0 |
|
0.618 |
680-7 |
|
1.000 |
674-0 |
|
1.618 |
662-7 |
|
2.618 |
644-7 |
|
4.250 |
615-4 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
702-0 |
703-3 |
| PP |
701-4 |
703-1 |
| S1 |
701-0 |
702-6 |
|