CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
689-4 |
689-0 |
-0-4 |
-0.1% |
714-4 |
| High |
691-2 |
695-0 |
3-6 |
0.5% |
720-4 |
| Low |
681-4 |
663-0 |
-18-4 |
-2.7% |
663-0 |
| Close |
687-6 |
668-2 |
-19-4 |
-2.8% |
668-2 |
| Range |
9-6 |
32-0 |
22-2 |
228.2% |
57-4 |
| ATR |
16-6 |
17-7 |
1-1 |
6.5% |
0-0 |
| Volume |
20,343 |
30,618 |
10,275 |
50.5% |
126,495 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771-3 |
751-7 |
685-7 |
|
| R3 |
739-3 |
719-7 |
677-0 |
|
| R2 |
707-3 |
707-3 |
674-1 |
|
| R1 |
687-7 |
687-7 |
671-1 |
681-5 |
| PP |
675-3 |
675-3 |
675-3 |
672-2 |
| S1 |
655-7 |
655-7 |
665-3 |
649-5 |
| S2 |
643-3 |
643-3 |
662-3 |
|
| S3 |
611-3 |
623-7 |
659-4 |
|
| S4 |
579-3 |
591-7 |
650-5 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-3 |
819-7 |
699-7 |
|
| R3 |
798-7 |
762-3 |
684-0 |
|
| R2 |
741-3 |
741-3 |
678-6 |
|
| R1 |
704-7 |
704-7 |
673-4 |
694-3 |
| PP |
683-7 |
683-7 |
683-7 |
678-6 |
| S1 |
647-3 |
647-3 |
663-0 |
636-7 |
| S2 |
626-3 |
626-3 |
657-6 |
|
| S3 |
568-7 |
589-7 |
652-4 |
|
| S4 |
511-3 |
532-3 |
636-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
720-4 |
663-0 |
57-4 |
8.6% |
16-2 |
2.4% |
9% |
False |
True |
25,299 |
| 10 |
727-0 |
663-0 |
64-0 |
9.6% |
16-0 |
2.4% |
8% |
False |
True |
22,291 |
| 20 |
727-0 |
663-0 |
64-0 |
9.6% |
14-6 |
2.2% |
8% |
False |
True |
23,758 |
| 40 |
727-0 |
583-4 |
143-4 |
21.5% |
14-0 |
2.1% |
59% |
False |
False |
20,473 |
| 60 |
727-0 |
583-4 |
143-4 |
21.5% |
12-1 |
1.8% |
59% |
False |
False |
16,865 |
| 80 |
727-0 |
583-4 |
143-4 |
21.5% |
11-0 |
1.6% |
59% |
False |
False |
14,085 |
| 100 |
727-0 |
547-2 |
179-6 |
26.9% |
9-7 |
1.5% |
67% |
False |
False |
11,872 |
| 120 |
727-0 |
502-0 |
225-0 |
33.7% |
9-2 |
1.4% |
74% |
False |
False |
10,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
831-0 |
|
2.618 |
778-6 |
|
1.618 |
746-6 |
|
1.000 |
727-0 |
|
0.618 |
714-6 |
|
HIGH |
695-0 |
|
0.618 |
682-6 |
|
0.500 |
679-0 |
|
0.382 |
675-2 |
|
LOW |
663-0 |
|
0.618 |
643-2 |
|
1.000 |
631-0 |
|
1.618 |
611-2 |
|
2.618 |
579-2 |
|
4.250 |
527-0 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
679-0 |
683-3 |
| PP |
675-3 |
678-3 |
| S1 |
671-7 |
673-2 |
|