CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
659-6 |
666-0 |
6-2 |
0.9% |
673-4 |
| High |
661-0 |
679-0 |
18-0 |
2.7% |
695-0 |
| Low |
655-0 |
666-0 |
11-0 |
1.7% |
644-4 |
| Close |
653-6 |
671-4 |
17-6 |
2.7% |
653-6 |
| Range |
6-0 |
13-0 |
7-0 |
116.7% |
50-4 |
| ATR |
17-6 |
18-2 |
0-4 |
3.0% |
0-0 |
| Volume |
45,443 |
27,844 |
-17,599 |
-38.7% |
195,877 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-1 |
704-3 |
678-5 |
|
| R3 |
698-1 |
691-3 |
675-1 |
|
| R2 |
685-1 |
685-1 |
673-7 |
|
| R1 |
678-3 |
678-3 |
672-6 |
681-6 |
| PP |
672-1 |
672-1 |
672-1 |
673-7 |
| S1 |
665-3 |
665-3 |
670-2 |
668-6 |
| S2 |
659-1 |
659-1 |
669-1 |
|
| S3 |
646-1 |
652-3 |
667-7 |
|
| S4 |
633-1 |
639-3 |
664-3 |
|
|
| 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 |
7.5% |
12-3 |
1.8% |
53% |
False |
False |
36,817 |
| 10 |
706-0 |
644-4 |
61-4 |
9.2% |
13-6 |
2.0% |
44% |
False |
False |
32,708 |
| 20 |
727-0 |
644-4 |
82-4 |
12.3% |
14-6 |
2.2% |
33% |
False |
False |
26,462 |
| 40 |
727-0 |
621-4 |
105-4 |
15.7% |
13-3 |
2.0% |
47% |
False |
False |
23,090 |
| 60 |
727-0 |
583-4 |
143-4 |
21.4% |
12-5 |
1.9% |
61% |
False |
False |
19,768 |
| 80 |
727-0 |
583-4 |
143-4 |
21.4% |
11-2 |
1.7% |
61% |
False |
False |
16,239 |
| 100 |
727-0 |
569-6 |
157-2 |
23.4% |
10-4 |
1.6% |
65% |
False |
False |
13,931 |
| 120 |
727-0 |
502-0 |
225-0 |
33.5% |
9-3 |
1.4% |
75% |
False |
False |
12,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734-2 |
|
2.618 |
713-0 |
|
1.618 |
700-0 |
|
1.000 |
692-0 |
|
0.618 |
687-0 |
|
HIGH |
679-0 |
|
0.618 |
674-0 |
|
0.500 |
672-4 |
|
0.382 |
671-0 |
|
LOW |
666-0 |
|
0.618 |
658-0 |
|
1.000 |
653-0 |
|
1.618 |
645-0 |
|
2.618 |
632-0 |
|
4.250 |
610-6 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
672-4 |
668-2 |
| PP |
672-1 |
665-0 |
| S1 |
671-7 |
661-6 |
|