CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
724-4 |
701-4 |
-23-0 |
-3.2% |
707-0 |
High |
726-2 |
704-2 |
-22-0 |
-3.0% |
717-2 |
Low |
694-0 |
695-0 |
1-0 |
0.1% |
689-4 |
Close |
697-2 |
704-2 |
7-0 |
1.0% |
701-4 |
Range |
32-2 |
9-2 |
-23-0 |
-71.3% |
27-6 |
ATR |
15-7 |
15-3 |
-0-4 |
-3.0% |
0-0 |
Volume |
23,284 |
23,248 |
-36 |
-0.2% |
136,261 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-7 |
725-7 |
709-3 |
|
R3 |
719-5 |
716-5 |
706-6 |
|
R2 |
710-3 |
710-3 |
706-0 |
|
R1 |
707-3 |
707-3 |
705-1 |
708-7 |
PP |
701-1 |
701-1 |
701-1 |
702-0 |
S1 |
698-1 |
698-1 |
703-3 |
699-5 |
S2 |
691-7 |
691-7 |
702-4 |
|
S3 |
682-5 |
688-7 |
701-6 |
|
S4 |
673-3 |
679-5 |
699-1 |
|
|
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% |
13-2 |
1.9% |
32% |
False |
False |
21,026 |
10 |
726-2 |
689-4 |
36-6 |
5.2% |
13-5 |
1.9% |
40% |
False |
False |
25,226 |
20 |
726-2 |
621-4 |
104-6 |
14.9% |
13-2 |
1.9% |
79% |
False |
False |
21,216 |
40 |
726-2 |
583-4 |
142-6 |
20.3% |
12-1 |
1.7% |
85% |
False |
False |
17,827 |
60 |
726-2 |
583-4 |
142-6 |
20.3% |
10-4 |
1.5% |
85% |
False |
False |
13,782 |
80 |
726-2 |
570-0 |
156-2 |
22.2% |
10-0 |
1.4% |
86% |
False |
False |
11,729 |
100 |
726-2 |
524-0 |
202-2 |
28.7% |
8-6 |
1.2% |
89% |
False |
False |
9,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
743-4 |
2.618 |
728-4 |
1.618 |
719-2 |
1.000 |
713-4 |
0.618 |
710-0 |
HIGH |
704-2 |
0.618 |
700-6 |
0.500 |
699-5 |
0.382 |
698-4 |
LOW |
695-0 |
0.618 |
689-2 |
1.000 |
685-6 |
1.618 |
680-0 |
2.618 |
670-6 |
4.250 |
655-6 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
702-6 |
710-1 |
PP |
701-1 |
708-1 |
S1 |
699-5 |
706-2 |
|