CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
645-2 |
659-6 |
14-4 |
2.2% |
673-4 |
| High |
662-4 |
661-0 |
-1-4 |
-0.2% |
695-0 |
| Low |
644-4 |
655-0 |
10-4 |
1.6% |
644-4 |
| Close |
653-0 |
653-6 |
0-6 |
0.1% |
653-6 |
| Range |
18-0 |
6-0 |
-12-0 |
-66.7% |
50-4 |
| ATR |
18-4 |
17-6 |
-0-6 |
-4.1% |
0-0 |
| Volume |
35,522 |
45,443 |
9,921 |
27.9% |
195,877 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
674-5 |
670-1 |
657-0 |
|
| R3 |
668-5 |
664-1 |
655-3 |
|
| R2 |
662-5 |
662-5 |
654-7 |
|
| R1 |
658-1 |
658-1 |
654-2 |
657-3 |
| PP |
656-5 |
656-5 |
656-5 |
656-2 |
| S1 |
652-1 |
652-1 |
653-2 |
651-3 |
| S2 |
650-5 |
650-5 |
652-5 |
|
| S3 |
644-5 |
646-1 |
652-1 |
|
| S4 |
638-5 |
640-1 |
650-4 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-7 |
785-3 |
681-4 |
|
| R3 |
765-3 |
734-7 |
667-5 |
|
| R2 |
714-7 |
714-7 |
663-0 |
|
| R1 |
684-3 |
684-3 |
658-3 |
674-3 |
| PP |
664-3 |
664-3 |
664-3 |
659-4 |
| S1 |
633-7 |
633-7 |
649-1 |
623-7 |
| S2 |
613-7 |
613-7 |
644-4 |
|
| S3 |
563-3 |
583-3 |
639-7 |
|
| S4 |
512-7 |
532-7 |
626-0 |
|
|
| 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% |
12-3 |
1.9% |
18% |
False |
False |
39,175 |
| 10 |
720-4 |
644-4 |
76-0 |
11.6% |
14-3 |
2.2% |
12% |
False |
False |
32,237 |
| 20 |
727-0 |
644-4 |
82-4 |
12.6% |
14-3 |
2.2% |
11% |
False |
False |
26,196 |
| 40 |
727-0 |
621-4 |
105-4 |
16.1% |
13-5 |
2.1% |
31% |
False |
False |
22,902 |
| 60 |
727-0 |
583-4 |
143-4 |
22.0% |
12-4 |
1.9% |
49% |
False |
False |
19,443 |
| 80 |
727-0 |
583-4 |
143-4 |
22.0% |
11-2 |
1.7% |
49% |
False |
False |
16,000 |
| 100 |
727-0 |
562-4 |
164-4 |
25.2% |
10-3 |
1.6% |
55% |
False |
False |
13,668 |
| 120 |
727-0 |
502-0 |
225-0 |
34.4% |
9-3 |
1.4% |
67% |
False |
False |
11,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-4 |
|
2.618 |
676-6 |
|
1.618 |
670-6 |
|
1.000 |
667-0 |
|
0.618 |
664-6 |
|
HIGH |
661-0 |
|
0.618 |
658-6 |
|
0.500 |
658-0 |
|
0.382 |
657-2 |
|
LOW |
655-0 |
|
0.618 |
651-2 |
|
1.000 |
649-0 |
|
1.618 |
645-2 |
|
2.618 |
639-2 |
|
4.250 |
629-4 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
658-0 |
653-5 |
| PP |
656-5 |
653-5 |
| S1 |
655-1 |
653-4 |
|