CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
700-0 |
697-0 |
-3-0 |
-0.4% |
707-0 |
| High |
704-4 |
712-4 |
8-0 |
1.1% |
717-2 |
| Low |
698-4 |
697-0 |
-1-4 |
-0.2% |
689-4 |
| Close |
701-4 |
712-0 |
10-4 |
1.5% |
701-4 |
| Range |
6-0 |
15-4 |
9-4 |
158.3% |
27-6 |
| ATR |
15-1 |
15-1 |
0-0 |
0.2% |
0-0 |
| Volume |
22,520 |
18,120 |
-4,400 |
-19.5% |
136,261 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-5 |
748-3 |
720-4 |
|
| R3 |
738-1 |
732-7 |
716-2 |
|
| R2 |
722-5 |
722-5 |
714-7 |
|
| R1 |
717-3 |
717-3 |
713-3 |
720-0 |
| PP |
707-1 |
707-1 |
707-1 |
708-4 |
| S1 |
701-7 |
701-7 |
710-5 |
704-4 |
| S2 |
691-5 |
691-5 |
709-1 |
|
| S3 |
676-1 |
686-3 |
707-6 |
|
| S4 |
660-5 |
670-7 |
703-4 |
|
|
| 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 |
712-4 |
689-4 |
23-0 |
3.2% |
13-5 |
1.9% |
98% |
True |
False |
24,639 |
| 10 |
717-2 |
689-4 |
27-6 |
3.9% |
11-4 |
1.6% |
81% |
False |
False |
25,515 |
| 20 |
717-2 |
621-4 |
95-6 |
13.4% |
12-3 |
1.7% |
95% |
False |
False |
19,306 |
| 40 |
717-2 |
583-4 |
133-6 |
18.8% |
12-0 |
1.7% |
96% |
False |
False |
16,730 |
| 60 |
717-2 |
583-4 |
133-6 |
18.8% |
10-1 |
1.4% |
96% |
False |
False |
13,009 |
| 80 |
717-2 |
570-0 |
147-2 |
20.7% |
9-5 |
1.3% |
96% |
False |
False |
10,999 |
| 100 |
717-2 |
524-0 |
193-2 |
27.1% |
8-2 |
1.2% |
97% |
False |
False |
9,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
778-3 |
|
2.618 |
753-1 |
|
1.618 |
737-5 |
|
1.000 |
728-0 |
|
0.618 |
722-1 |
|
HIGH |
712-4 |
|
0.618 |
706-5 |
|
0.500 |
704-6 |
|
0.382 |
702-7 |
|
LOW |
697-0 |
|
0.618 |
687-3 |
|
1.000 |
681-4 |
|
1.618 |
671-7 |
|
2.618 |
656-3 |
|
4.250 |
631-1 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
709-5 |
709-1 |
| PP |
707-1 |
706-1 |
| S1 |
704-6 |
703-2 |
|