CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
714-4 |
704-6 |
-9-6 |
-1.4% |
716-0 |
High |
720-4 |
706-0 |
-14-4 |
-2.0% |
727-0 |
Low |
701-4 |
697-0 |
-4-4 |
-0.6% |
684-2 |
Close |
703-4 |
698-6 |
-4-6 |
-0.7% |
716-0 |
Range |
19-0 |
9-0 |
-10-0 |
-52.6% |
42-6 |
ATR |
17-3 |
16-6 |
-0-5 |
-3.4% |
0-0 |
Volume |
23,130 |
28,568 |
5,438 |
23.5% |
96,422 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-5 |
722-1 |
703-6 |
|
R3 |
718-5 |
713-1 |
701-2 |
|
R2 |
709-5 |
709-5 |
700-3 |
|
R1 |
704-1 |
704-1 |
699-5 |
702-3 |
PP |
700-5 |
700-5 |
700-5 |
699-6 |
S1 |
695-1 |
695-1 |
697-7 |
693-3 |
S2 |
691-5 |
691-5 |
697-1 |
|
S3 |
682-5 |
686-1 |
696-2 |
|
S4 |
673-5 |
677-1 |
693-6 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837-3 |
819-3 |
739-4 |
|
R3 |
794-5 |
776-5 |
727-6 |
|
R2 |
751-7 |
751-7 |
723-7 |
|
R1 |
733-7 |
733-7 |
719-7 |
737-3 |
PP |
709-1 |
709-1 |
709-1 |
710-6 |
S1 |
691-1 |
691-1 |
712-1 |
694-5 |
S2 |
666-3 |
666-3 |
708-1 |
|
S3 |
623-5 |
648-3 |
704-2 |
|
S4 |
580-7 |
605-5 |
692-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
720-4 |
684-2 |
36-2 |
5.2% |
18-2 |
2.6% |
40% |
False |
False |
23,845 |
10 |
727-0 |
684-2 |
42-6 |
6.1% |
15-1 |
2.2% |
34% |
False |
False |
21,261 |
20 |
727-0 |
684-2 |
42-6 |
6.1% |
13-3 |
1.9% |
34% |
False |
False |
23,388 |
40 |
727-0 |
583-4 |
143-4 |
20.5% |
13-2 |
1.9% |
80% |
False |
False |
20,285 |
60 |
727-0 |
583-4 |
143-4 |
20.5% |
11-4 |
1.6% |
80% |
False |
False |
15,840 |
80 |
727-0 |
570-0 |
157-0 |
22.5% |
10-4 |
1.5% |
82% |
False |
False |
13,354 |
100 |
727-0 |
546-4 |
180-4 |
25.8% |
9-4 |
1.4% |
84% |
False |
False |
11,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744-2 |
2.618 |
729-4 |
1.618 |
720-4 |
1.000 |
715-0 |
0.618 |
711-4 |
HIGH |
706-0 |
0.618 |
702-4 |
0.500 |
701-4 |
0.382 |
700-4 |
LOW |
697-0 |
0.618 |
691-4 |
1.000 |
688-0 |
1.618 |
682-4 |
2.618 |
673-4 |
4.250 |
658-6 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
701-4 |
706-1 |
PP |
700-5 |
703-5 |
S1 |
699-5 |
701-2 |
|