CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
712-0 |
714-0 |
2-0 |
0.3% |
697-0 |
High |
719-2 |
714-2 |
-5-0 |
-0.7% |
726-2 |
Low |
711-4 |
684-2 |
-27-2 |
-3.8% |
694-0 |
Close |
714-2 |
684-2 |
-30-0 |
-4.2% |
704-2 |
Range |
7-6 |
30-0 |
22-2 |
287.1% |
32-2 |
ATR |
15-0 |
16-0 |
1-1 |
7.2% |
0-0 |
Volume |
23,198 |
22,455 |
-743 |
-3.2% |
82,613 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
784-2 |
764-2 |
700-6 |
|
R3 |
754-2 |
734-2 |
692-4 |
|
R2 |
724-2 |
724-2 |
689-6 |
|
R1 |
704-2 |
704-2 |
687-0 |
699-2 |
PP |
694-2 |
694-2 |
694-2 |
691-6 |
S1 |
674-2 |
674-2 |
681-4 |
669-2 |
S2 |
664-2 |
664-2 |
678-6 |
|
S3 |
634-2 |
644-2 |
676-0 |
|
S4 |
604-2 |
614-2 |
667-6 |
|
|
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 |
684-2 |
42-6 |
6.2% |
12-4 |
1.8% |
0% |
False |
True |
19,559 |
10 |
727-0 |
684-2 |
42-6 |
6.2% |
13-0 |
1.9% |
0% |
False |
True |
21,204 |
20 |
727-0 |
621-4 |
105-4 |
15.4% |
13-3 |
1.9% |
59% |
False |
False |
22,604 |
40 |
727-0 |
583-4 |
143-4 |
21.0% |
12-5 |
1.8% |
70% |
False |
False |
19,016 |
60 |
727-0 |
583-4 |
143-4 |
21.0% |
11-0 |
1.6% |
70% |
False |
False |
14,782 |
80 |
727-0 |
570-0 |
157-0 |
22.9% |
10-3 |
1.5% |
73% |
False |
False |
12,554 |
100 |
727-0 |
533-2 |
193-6 |
28.3% |
9-1 |
1.3% |
78% |
False |
False |
10,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
841-6 |
2.618 |
792-6 |
1.618 |
762-6 |
1.000 |
744-2 |
0.618 |
732-6 |
HIGH |
714-2 |
0.618 |
702-6 |
0.500 |
699-2 |
0.382 |
695-6 |
LOW |
684-2 |
0.618 |
665-6 |
1.000 |
654-2 |
1.618 |
635-6 |
2.618 |
605-6 |
4.250 |
556-6 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
699-2 |
705-5 |
PP |
694-2 |
698-4 |
S1 |
689-2 |
691-3 |
|