CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 20-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
716-0 |
724-4 |
8-4 |
1.2% |
707-0 |
High |
718-4 |
726-2 |
7-6 |
1.1% |
717-2 |
Low |
715-4 |
694-0 |
-21-4 |
-3.0% |
689-4 |
Close |
715-4 |
697-2 |
-18-2 |
-2.6% |
701-4 |
Range |
3-0 |
32-2 |
29-2 |
975.0% |
27-6 |
ATR |
14-5 |
15-7 |
1-2 |
8.7% |
0-0 |
Volume |
17,961 |
23,284 |
5,323 |
29.6% |
136,261 |
|
Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
802-5 |
782-1 |
715-0 |
|
R3 |
770-3 |
749-7 |
706-1 |
|
R2 |
738-1 |
738-1 |
703-1 |
|
R1 |
717-5 |
717-5 |
700-2 |
711-6 |
PP |
705-7 |
705-7 |
705-7 |
702-7 |
S1 |
685-3 |
685-3 |
694-2 |
679-4 |
S2 |
673-5 |
673-5 |
691-3 |
|
S3 |
641-3 |
653-1 |
688-3 |
|
S4 |
609-1 |
620-7 |
679-4 |
|
|
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 |
726-2 |
694-0 |
32-2 |
4.6% |
13-4 |
1.9% |
10% |
True |
True |
22,850 |
10 |
726-2 |
689-4 |
36-6 |
5.3% |
13-5 |
2.0% |
21% |
True |
False |
25,122 |
20 |
726-2 |
621-4 |
104-6 |
15.0% |
13-4 |
1.9% |
72% |
True |
False |
20,557 |
40 |
726-2 |
583-4 |
142-6 |
20.5% |
11-7 |
1.7% |
80% |
True |
False |
17,517 |
60 |
726-2 |
583-4 |
142-6 |
20.5% |
10-4 |
1.5% |
80% |
True |
False |
13,477 |
80 |
726-2 |
570-0 |
156-2 |
22.4% |
9-7 |
1.4% |
81% |
True |
False |
11,450 |
100 |
726-2 |
524-0 |
202-2 |
29.0% |
8-5 |
1.2% |
86% |
True |
False |
9,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
863-2 |
2.618 |
810-5 |
1.618 |
778-3 |
1.000 |
758-4 |
0.618 |
746-1 |
HIGH |
726-2 |
0.618 |
713-7 |
0.500 |
710-1 |
0.382 |
706-3 |
LOW |
694-0 |
0.618 |
674-1 |
1.000 |
661-6 |
1.618 |
641-7 |
2.618 |
609-5 |
4.250 |
557-0 |
|
|
Fisher Pivots for day following 20-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
710-1 |
710-1 |
PP |
705-7 |
705-7 |
S1 |
701-4 |
701-4 |
|