CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
719-4 |
712-0 |
-7-4 |
-1.0% |
697-0 |
High |
727-0 |
719-2 |
-7-6 |
-1.1% |
726-2 |
Low |
719-4 |
711-4 |
-8-0 |
-1.1% |
694-0 |
Close |
724-4 |
714-2 |
-10-2 |
-1.4% |
704-2 |
Range |
7-4 |
7-6 |
0-2 |
3.3% |
32-2 |
ATR |
15-1 |
15-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
15,676 |
23,198 |
7,522 |
48.0% |
82,613 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-2 |
734-0 |
718-4 |
|
R3 |
730-4 |
726-2 |
716-3 |
|
R2 |
722-6 |
722-6 |
715-5 |
|
R1 |
718-4 |
718-4 |
715-0 |
720-5 |
PP |
715-0 |
715-0 |
715-0 |
716-0 |
S1 |
710-6 |
710-6 |
713-4 |
712-7 |
S2 |
707-2 |
707-2 |
712-7 |
|
S3 |
699-4 |
703-0 |
712-1 |
|
S4 |
691-6 |
695-2 |
710-0 |
|
|
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% |
13-0 |
1.8% |
61% |
False |
False |
19,724 |
10 |
727-0 |
692-0 |
35-0 |
4.9% |
11-7 |
1.7% |
64% |
False |
False |
21,671 |
20 |
727-0 |
621-4 |
105-4 |
14.8% |
12-2 |
1.7% |
88% |
False |
False |
21,876 |
40 |
727-0 |
583-4 |
143-4 |
20.1% |
12-0 |
1.7% |
91% |
False |
False |
18,668 |
60 |
727-0 |
583-4 |
143-4 |
20.1% |
10-5 |
1.5% |
91% |
False |
False |
14,444 |
80 |
727-0 |
570-0 |
157-0 |
22.0% |
10-1 |
1.4% |
92% |
False |
False |
12,293 |
100 |
727-0 |
533-2 |
193-6 |
27.1% |
8-7 |
1.2% |
93% |
False |
False |
10,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
752-2 |
2.618 |
739-4 |
1.618 |
731-6 |
1.000 |
727-0 |
0.618 |
724-0 |
HIGH |
719-2 |
0.618 |
716-2 |
0.500 |
715-3 |
0.382 |
714-4 |
LOW |
711-4 |
0.618 |
706-6 |
1.000 |
703-6 |
1.618 |
699-0 |
2.618 |
691-2 |
4.250 |
678-4 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
715-3 |
719-2 |
PP |
715-0 |
717-5 |
S1 |
714-5 |
715-7 |
|