CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
697-0 |
716-0 |
19-0 |
2.7% |
707-0 |
High |
712-4 |
718-4 |
6-0 |
0.8% |
717-2 |
Low |
697-0 |
715-4 |
18-4 |
2.7% |
689-4 |
Close |
712-0 |
715-4 |
3-4 |
0.5% |
701-4 |
Range |
15-4 |
3-0 |
-12-4 |
-80.6% |
27-6 |
ATR |
15-1 |
14-5 |
-0-5 |
-4.1% |
0-0 |
Volume |
18,120 |
17,961 |
-159 |
-0.9% |
136,261 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-4 |
723-4 |
717-1 |
|
R3 |
722-4 |
720-4 |
716-3 |
|
R2 |
719-4 |
719-4 |
716-0 |
|
R1 |
717-4 |
717-4 |
715-6 |
717-0 |
PP |
716-4 |
716-4 |
716-4 |
716-2 |
S1 |
714-4 |
714-4 |
715-2 |
714-0 |
S2 |
713-4 |
713-4 |
715-0 |
|
S3 |
710-4 |
711-4 |
714-5 |
|
S4 |
707-4 |
708-4 |
713-7 |
|
|
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 |
718-4 |
692-0 |
26-4 |
3.7% |
10-6 |
1.5% |
89% |
True |
False |
23,617 |
10 |
718-4 |
689-4 |
29-0 |
4.1% |
10-6 |
1.5% |
90% |
True |
False |
24,756 |
20 |
718-4 |
621-4 |
97-0 |
13.6% |
12-1 |
1.7% |
97% |
True |
False |
19,762 |
40 |
718-4 |
583-4 |
135-0 |
18.9% |
11-5 |
1.6% |
98% |
True |
False |
17,051 |
60 |
718-4 |
583-4 |
135-0 |
18.9% |
10-1 |
1.4% |
98% |
True |
False |
13,199 |
80 |
718-4 |
570-0 |
148-4 |
20.8% |
9-4 |
1.3% |
98% |
True |
False |
11,186 |
100 |
718-4 |
524-0 |
194-4 |
27.2% |
8-3 |
1.2% |
98% |
True |
False |
9,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
731-2 |
2.618 |
726-3 |
1.618 |
723-3 |
1.000 |
721-4 |
0.618 |
720-3 |
HIGH |
718-4 |
0.618 |
717-3 |
0.500 |
717-0 |
0.382 |
716-5 |
LOW |
715-4 |
0.618 |
713-5 |
1.000 |
712-4 |
1.618 |
710-5 |
2.618 |
707-5 |
4.250 |
702-6 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
717-0 |
712-7 |
PP |
716-4 |
710-3 |
S1 |
716-0 |
707-6 |
|