CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
705-2 |
714-0 |
8-6 |
1.2% |
666-0 |
High |
721-0 |
723-0 |
2-0 |
0.3% |
724-4 |
Low |
705-0 |
712-0 |
7-0 |
1.0% |
666-0 |
Close |
717-4 |
719-6 |
2-2 |
0.3% |
717-4 |
Range |
16-0 |
11-0 |
-5-0 |
-31.3% |
58-4 |
ATR |
18-6 |
18-1 |
-0-4 |
-2.9% |
0-0 |
Volume |
28,671 |
25,503 |
-3,168 |
-11.0% |
170,793 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
751-2 |
746-4 |
725-6 |
|
R3 |
740-2 |
735-4 |
722-6 |
|
R2 |
729-2 |
729-2 |
721-6 |
|
R1 |
724-4 |
724-4 |
720-6 |
726-7 |
PP |
718-2 |
718-2 |
718-2 |
719-4 |
S1 |
713-4 |
713-4 |
718-6 |
715-7 |
S2 |
707-2 |
707-2 |
717-6 |
|
S3 |
696-2 |
702-4 |
716-6 |
|
S4 |
685-2 |
691-4 |
713-6 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
878-1 |
856-3 |
749-5 |
|
R3 |
819-5 |
797-7 |
733-5 |
|
R2 |
761-1 |
761-1 |
728-2 |
|
R1 |
739-3 |
739-3 |
722-7 |
750-2 |
PP |
702-5 |
702-5 |
702-5 |
708-1 |
S1 |
680-7 |
680-7 |
712-1 |
691-6 |
S2 |
644-1 |
644-1 |
706-6 |
|
S3 |
585-5 |
622-3 |
701-3 |
|
S4 |
527-1 |
563-7 |
685-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
724-4 |
676-2 |
48-2 |
6.7% |
15-5 |
2.2% |
90% |
False |
False |
33,690 |
10 |
724-4 |
644-4 |
80-0 |
11.1% |
14-0 |
1.9% |
94% |
False |
False |
35,253 |
20 |
727-0 |
644-4 |
82-4 |
11.5% |
15-2 |
2.1% |
91% |
False |
False |
30,093 |
40 |
727-0 |
621-4 |
105-4 |
14.7% |
14-0 |
2.0% |
93% |
False |
False |
25,657 |
60 |
727-0 |
583-4 |
143-4 |
19.9% |
13-0 |
1.8% |
95% |
False |
False |
22,036 |
80 |
727-0 |
583-4 |
143-4 |
19.9% |
11-6 |
1.6% |
95% |
False |
False |
17,958 |
100 |
727-0 |
570-0 |
157-0 |
21.8% |
11-0 |
1.5% |
95% |
False |
False |
15,512 |
120 |
727-0 |
533-2 |
193-6 |
26.9% |
9-7 |
1.4% |
96% |
False |
False |
13,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
769-6 |
2.618 |
751-6 |
1.618 |
740-6 |
1.000 |
734-0 |
0.618 |
729-6 |
HIGH |
723-0 |
0.618 |
718-6 |
0.500 |
717-4 |
0.382 |
716-2 |
LOW |
712-0 |
0.618 |
705-2 |
1.000 |
701-0 |
1.618 |
694-2 |
2.618 |
683-2 |
4.250 |
665-2 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
719-0 |
718-1 |
PP |
718-2 |
716-3 |
S1 |
717-4 |
714-6 |
|