CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
696-0 |
700-0 |
4-0 |
0.6% |
707-0 |
High |
705-0 |
704-4 |
-0-4 |
-0.1% |
717-2 |
Low |
694-0 |
698-4 |
4-4 |
0.6% |
689-4 |
Close |
706-4 |
701-4 |
-5-0 |
-0.7% |
701-4 |
Range |
11-0 |
6-0 |
-5-0 |
-45.5% |
27-6 |
ATR |
15-6 |
15-1 |
-0-4 |
-3.5% |
0-0 |
Volume |
32,369 |
22,520 |
-9,849 |
-30.4% |
136,261 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719-4 |
716-4 |
704-6 |
|
R3 |
713-4 |
710-4 |
703-1 |
|
R2 |
707-4 |
707-4 |
702-5 |
|
R1 |
704-4 |
704-4 |
702-0 |
706-0 |
PP |
701-4 |
701-4 |
701-4 |
702-2 |
S1 |
698-4 |
698-4 |
701-0 |
700-0 |
S2 |
695-4 |
695-4 |
700-3 |
|
S3 |
689-4 |
692-4 |
699-7 |
|
S4 |
683-4 |
686-4 |
698-2 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
786-0 |
771-4 |
716-6 |
|
R3 |
758-2 |
743-6 |
709-1 |
|
R2 |
730-4 |
730-4 |
706-5 |
|
R1 |
716-0 |
716-0 |
704-0 |
709-3 |
PP |
702-6 |
702-6 |
702-6 |
699-4 |
S1 |
688-2 |
688-2 |
699-0 |
681-5 |
S2 |
675-0 |
675-0 |
696-3 |
|
S3 |
647-2 |
660-4 |
693-7 |
|
S4 |
619-4 |
632-6 |
686-2 |
|
|
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% |
12-4 |
1.8% |
43% |
False |
False |
27,252 |
10 |
717-2 |
689-4 |
27-6 |
4.0% |
11-0 |
1.6% |
43% |
False |
False |
26,622 |
20 |
717-2 |
621-4 |
95-6 |
13.6% |
12-0 |
1.7% |
84% |
False |
False |
19,719 |
40 |
717-2 |
583-4 |
133-6 |
19.1% |
11-5 |
1.7% |
88% |
False |
False |
16,421 |
60 |
717-2 |
583-4 |
133-6 |
19.1% |
10-0 |
1.4% |
88% |
False |
False |
12,831 |
80 |
717-2 |
569-6 |
147-4 |
21.0% |
9-3 |
1.3% |
89% |
False |
False |
10,798 |
100 |
717-2 |
502-0 |
215-2 |
30.7% |
8-3 |
1.2% |
93% |
False |
False |
9,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-0 |
2.618 |
720-2 |
1.618 |
714-2 |
1.000 |
710-4 |
0.618 |
708-2 |
HIGH |
704-4 |
0.618 |
702-2 |
0.500 |
701-4 |
0.382 |
700-6 |
LOW |
698-4 |
0.618 |
694-6 |
1.000 |
692-4 |
1.618 |
688-6 |
2.618 |
682-6 |
4.250 |
673-0 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
701-4 |
701-3 |
PP |
701-4 |
701-1 |
S1 |
701-4 |
701-0 |
|