CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
666-0 |
677-4 |
11-4 |
1.7% |
673-4 |
| High |
679-0 |
693-0 |
14-0 |
2.1% |
695-0 |
| Low |
666-0 |
676-2 |
10-2 |
1.5% |
644-4 |
| Close |
671-4 |
692-6 |
21-2 |
3.2% |
653-6 |
| Range |
13-0 |
16-6 |
3-6 |
28.8% |
50-4 |
| ATR |
18-2 |
18-4 |
0-2 |
1.3% |
0-0 |
| Volume |
27,844 |
32,531 |
4,687 |
16.8% |
195,877 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-5 |
731-7 |
702-0 |
|
| R3 |
720-7 |
715-1 |
697-3 |
|
| R2 |
704-1 |
704-1 |
695-7 |
|
| R1 |
698-3 |
698-3 |
694-2 |
701-2 |
| PP |
687-3 |
687-3 |
687-3 |
688-6 |
| S1 |
681-5 |
681-5 |
691-2 |
684-4 |
| S2 |
670-5 |
670-5 |
689-5 |
|
| S3 |
653-7 |
664-7 |
688-1 |
|
| S4 |
637-1 |
648-1 |
683-4 |
|
|
| 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 |
693-0 |
644-4 |
48-4 |
7.0% |
12-7 |
1.9% |
99% |
True |
False |
35,660 |
| 10 |
703-6 |
644-4 |
59-2 |
8.6% |
14-4 |
2.1% |
81% |
False |
False |
33,104 |
| 20 |
727-0 |
644-4 |
82-4 |
11.9% |
14-6 |
2.1% |
58% |
False |
False |
27,183 |
| 40 |
727-0 |
621-4 |
105-4 |
15.2% |
13-5 |
2.0% |
68% |
False |
False |
23,245 |
| 60 |
727-0 |
583-4 |
143-4 |
20.7% |
13-0 |
1.9% |
76% |
False |
False |
20,214 |
| 80 |
727-0 |
583-4 |
143-4 |
20.7% |
11-2 |
1.6% |
76% |
False |
False |
16,552 |
| 100 |
727-0 |
570-0 |
157-0 |
22.7% |
10-5 |
1.5% |
78% |
False |
False |
14,236 |
| 120 |
727-0 |
524-0 |
203-0 |
29.3% |
9-3 |
1.4% |
83% |
False |
False |
12,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
764-2 |
|
2.618 |
736-7 |
|
1.618 |
720-1 |
|
1.000 |
709-6 |
|
0.618 |
703-3 |
|
HIGH |
693-0 |
|
0.618 |
686-5 |
|
0.500 |
684-5 |
|
0.382 |
682-5 |
|
LOW |
676-2 |
|
0.618 |
665-7 |
|
1.000 |
659-4 |
|
1.618 |
649-1 |
|
2.618 |
632-3 |
|
4.250 |
605-0 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
690-0 |
686-4 |
| PP |
687-3 |
680-2 |
| S1 |
684-5 |
674-0 |
|