CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
716-0 |
719-4 |
3-4 |
0.5% |
697-0 |
High |
724-0 |
727-0 |
3-0 |
0.4% |
726-2 |
Low |
716-0 |
719-4 |
3-4 |
0.5% |
694-0 |
Close |
724-0 |
724-4 |
0-4 |
0.1% |
704-2 |
Range |
8-0 |
7-4 |
-0-4 |
-6.3% |
32-2 |
ATR |
15-5 |
15-1 |
-0-5 |
-3.7% |
0-0 |
Volume |
13,218 |
15,676 |
2,458 |
18.6% |
82,613 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
746-1 |
742-7 |
728-5 |
|
R3 |
738-5 |
735-3 |
726-4 |
|
R2 |
731-1 |
731-1 |
725-7 |
|
R1 |
727-7 |
727-7 |
725-2 |
729-4 |
PP |
723-5 |
723-5 |
723-5 |
724-4 |
S1 |
720-3 |
720-3 |
723-6 |
722-0 |
S2 |
716-1 |
716-1 |
723-1 |
|
S3 |
708-5 |
712-7 |
722-4 |
|
S4 |
701-1 |
705-3 |
720-3 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
804-7 |
786-7 |
722-0 |
|
R3 |
772-5 |
754-5 |
713-1 |
|
R2 |
740-3 |
740-3 |
710-1 |
|
R1 |
722-3 |
722-3 |
707-2 |
731-3 |
PP |
708-1 |
708-1 |
708-1 |
712-6 |
S1 |
690-1 |
690-1 |
701-2 |
699-1 |
S2 |
675-7 |
675-7 |
698-3 |
|
S3 |
643-5 |
657-7 |
695-3 |
|
S4 |
611-3 |
625-5 |
686-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
727-0 |
694-0 |
33-0 |
4.6% |
12-0 |
1.7% |
92% |
True |
False |
18,677 |
10 |
727-0 |
689-4 |
37-4 |
5.2% |
12-6 |
1.8% |
93% |
True |
False |
21,658 |
20 |
727-0 |
621-4 |
105-4 |
14.6% |
12-3 |
1.7% |
98% |
True |
False |
21,109 |
40 |
727-0 |
583-4 |
143-4 |
19.8% |
12-0 |
1.7% |
98% |
True |
False |
18,202 |
60 |
727-0 |
583-4 |
143-4 |
19.8% |
10-5 |
1.5% |
98% |
True |
False |
14,122 |
80 |
727-0 |
570-0 |
157-0 |
21.7% |
10-0 |
1.4% |
98% |
True |
False |
12,038 |
100 |
727-0 |
533-2 |
193-6 |
26.7% |
8-7 |
1.2% |
99% |
True |
False |
10,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
758-7 |
2.618 |
746-5 |
1.618 |
739-1 |
1.000 |
734-4 |
0.618 |
731-5 |
HIGH |
727-0 |
0.618 |
724-1 |
0.500 |
723-2 |
0.382 |
722-3 |
LOW |
719-4 |
0.618 |
714-7 |
1.000 |
712-0 |
1.618 |
707-3 |
2.618 |
699-7 |
4.250 |
687-5 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
724-1 |
720-0 |
PP |
723-5 |
715-4 |
S1 |
723-2 |
711-0 |
|