CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
661-4 |
645-2 |
-16-2 |
-2.5% |
714-4 |
| High |
662-0 |
662-4 |
0-4 |
0.1% |
720-4 |
| Low |
651-2 |
644-4 |
-6-6 |
-1.0% |
663-0 |
| Close |
651-2 |
653-0 |
1-6 |
0.3% |
668-2 |
| Range |
10-6 |
18-0 |
7-2 |
67.4% |
57-4 |
| ATR |
18-4 |
18-4 |
0-0 |
-0.2% |
0-0 |
| Volume |
36,963 |
35,522 |
-1,441 |
-3.9% |
126,495 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-3 |
698-1 |
662-7 |
|
| R3 |
689-3 |
680-1 |
658-0 |
|
| R2 |
671-3 |
671-3 |
656-2 |
|
| R1 |
662-1 |
662-1 |
654-5 |
666-6 |
| PP |
653-3 |
653-3 |
653-3 |
655-5 |
| S1 |
644-1 |
644-1 |
651-3 |
648-6 |
| S2 |
635-3 |
635-3 |
649-6 |
|
| S3 |
617-3 |
626-1 |
648-0 |
|
| S4 |
599-3 |
608-1 |
643-1 |
|
|
| 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 |
695-0 |
644-4 |
50-4 |
7.7% |
17-5 |
2.7% |
17% |
False |
True |
36,210 |
| 10 |
720-4 |
644-4 |
76-0 |
11.6% |
16-2 |
2.5% |
11% |
False |
True |
29,880 |
| 20 |
727-0 |
644-4 |
82-4 |
12.6% |
14-5 |
2.2% |
10% |
False |
True |
25,542 |
| 40 |
727-0 |
605-0 |
122-0 |
18.7% |
13-6 |
2.1% |
39% |
False |
False |
22,499 |
| 60 |
727-0 |
583-4 |
143-4 |
22.0% |
12-5 |
1.9% |
48% |
False |
False |
18,802 |
| 80 |
727-0 |
583-4 |
143-4 |
22.0% |
11-3 |
1.7% |
48% |
False |
False |
15,521 |
| 100 |
727-0 |
562-4 |
164-4 |
25.2% |
10-3 |
1.6% |
55% |
False |
False |
13,258 |
| 120 |
727-0 |
502-0 |
225-0 |
34.5% |
9-3 |
1.4% |
67% |
False |
False |
11,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
739-0 |
|
2.618 |
709-5 |
|
1.618 |
691-5 |
|
1.000 |
680-4 |
|
0.618 |
673-5 |
|
HIGH |
662-4 |
|
0.618 |
655-5 |
|
0.500 |
653-4 |
|
0.382 |
651-3 |
|
LOW |
644-4 |
|
0.618 |
633-3 |
|
1.000 |
626-4 |
|
1.618 |
615-3 |
|
2.618 |
597-3 |
|
4.250 |
568-0 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
653-4 |
669-6 |
| PP |
653-3 |
664-1 |
| S1 |
653-1 |
658-5 |
|