CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
710-0 |
696-0 |
-14-0 |
-2.0% |
689-4 |
| High |
710-0 |
705-0 |
-5-0 |
-0.7% |
711-4 |
| Low |
692-0 |
694-0 |
2-0 |
0.3% |
689-4 |
| Close |
702-4 |
706-4 |
4-0 |
0.6% |
711-0 |
| Range |
18-0 |
11-0 |
-7-0 |
-38.9% |
22-0 |
| ATR |
16-1 |
15-6 |
-0-3 |
-2.3% |
0-0 |
| Volume |
27,119 |
32,369 |
5,250 |
19.4% |
129,961 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734-7 |
731-5 |
712-4 |
|
| R3 |
723-7 |
720-5 |
709-4 |
|
| R2 |
712-7 |
712-7 |
708-4 |
|
| R1 |
709-5 |
709-5 |
707-4 |
711-2 |
| PP |
701-7 |
701-7 |
701-7 |
702-5 |
| S1 |
698-5 |
698-5 |
705-4 |
700-2 |
| S2 |
690-7 |
690-7 |
704-4 |
|
| S3 |
679-7 |
687-5 |
703-4 |
|
| S4 |
668-7 |
676-5 |
700-4 |
|
|
| 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 |
3.9% |
14-0 |
2.0% |
61% |
False |
False |
29,425 |
| 10 |
717-2 |
675-0 |
42-2 |
6.0% |
11-3 |
1.6% |
75% |
False |
False |
26,074 |
| 20 |
717-2 |
621-4 |
95-6 |
13.6% |
13-0 |
1.8% |
89% |
False |
False |
19,608 |
| 40 |
717-2 |
583-4 |
133-6 |
18.9% |
11-5 |
1.6% |
92% |
False |
False |
16,066 |
| 60 |
717-2 |
583-4 |
133-6 |
18.9% |
10-2 |
1.4% |
92% |
False |
False |
12,601 |
| 80 |
717-2 |
562-4 |
154-6 |
21.9% |
9-3 |
1.3% |
93% |
False |
False |
10,536 |
| 100 |
717-2 |
502-0 |
215-2 |
30.5% |
8-3 |
1.2% |
95% |
False |
False |
9,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
751-6 |
|
2.618 |
733-6 |
|
1.618 |
722-6 |
|
1.000 |
716-0 |
|
0.618 |
711-6 |
|
HIGH |
705-0 |
|
0.618 |
700-6 |
|
0.500 |
699-4 |
|
0.382 |
698-2 |
|
LOW |
694-0 |
|
0.618 |
687-2 |
|
1.000 |
683-0 |
|
1.618 |
676-2 |
|
2.618 |
665-2 |
|
4.250 |
647-2 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704-1 |
704-2 |
| PP |
701-7 |
702-0 |
| S1 |
699-4 |
699-6 |
|