CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
702-0 |
723-4 |
21-4 |
3.1% |
673-4 |
| High |
720-0 |
724-4 |
4-4 |
0.6% |
695-0 |
| Low |
702-0 |
708-0 |
6-0 |
0.9% |
644-4 |
| Close |
717-4 |
711-4 |
-6-0 |
-0.8% |
653-6 |
| Range |
18-0 |
16-4 |
-1-4 |
-8.3% |
50-4 |
| ATR |
19-1 |
19-0 |
-0-2 |
-1.0% |
0-0 |
| Volume |
38,642 |
43,105 |
4,463 |
11.5% |
195,877 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-1 |
754-3 |
720-5 |
|
| R3 |
747-5 |
737-7 |
716-0 |
|
| R2 |
731-1 |
731-1 |
714-4 |
|
| R1 |
721-3 |
721-3 |
713-0 |
718-0 |
| PP |
714-5 |
714-5 |
714-5 |
713-0 |
| S1 |
704-7 |
704-7 |
710-0 |
701-4 |
| S2 |
698-1 |
698-1 |
708-4 |
|
| S3 |
681-5 |
688-3 |
707-0 |
|
| S4 |
665-1 |
671-7 |
702-3 |
|
|
| 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 |
724-4 |
655-0 |
69-4 |
9.8% |
14-0 |
2.0% |
81% |
True |
False |
37,513 |
| 10 |
724-4 |
644-4 |
80-0 |
11.2% |
15-7 |
2.2% |
84% |
True |
False |
36,861 |
| 20 |
727-0 |
644-4 |
82-4 |
11.6% |
14-6 |
2.1% |
81% |
False |
False |
29,208 |
| 40 |
727-0 |
621-4 |
105-4 |
14.8% |
14-1 |
2.0% |
85% |
False |
False |
24,882 |
| 60 |
727-0 |
583-4 |
143-4 |
20.2% |
12-7 |
1.8% |
89% |
False |
False |
21,414 |
| 80 |
727-0 |
583-4 |
143-4 |
20.2% |
11-5 |
1.6% |
89% |
False |
False |
17,410 |
| 100 |
727-0 |
570-0 |
157-0 |
22.1% |
10-7 |
1.5% |
90% |
False |
False |
15,002 |
| 120 |
727-0 |
524-0 |
203-0 |
28.5% |
9-5 |
1.4% |
92% |
False |
False |
12,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-5 |
|
2.618 |
767-6 |
|
1.618 |
751-2 |
|
1.000 |
741-0 |
|
0.618 |
734-6 |
|
HIGH |
724-4 |
|
0.618 |
718-2 |
|
0.500 |
716-2 |
|
0.382 |
714-2 |
|
LOW |
708-0 |
|
0.618 |
697-6 |
|
1.000 |
691-4 |
|
1.618 |
681-2 |
|
2.618 |
664-6 |
|
4.250 |
637-7 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716-2 |
707-6 |
| PP |
714-5 |
704-1 |
| S1 |
713-1 |
700-3 |
|