CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
719-0 |
710-0 |
-9-0 |
-1.3% |
666-0 |
High |
723-0 |
714-4 |
-8-4 |
-1.2% |
724-4 |
Low |
700-0 |
706-0 |
6-0 |
0.9% |
666-0 |
Close |
705-0 |
714-6 |
9-6 |
1.4% |
717-4 |
Range |
23-0 |
8-4 |
-14-4 |
-63.0% |
58-4 |
ATR |
18-4 |
17-7 |
-0-5 |
-3.5% |
0-0 |
Volume |
26,719 |
44,631 |
17,912 |
67.0% |
170,793 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-2 |
734-4 |
719-3 |
|
R3 |
728-6 |
726-0 |
717-1 |
|
R2 |
720-2 |
720-2 |
716-2 |
|
R1 |
717-4 |
717-4 |
715-4 |
718-7 |
PP |
711-6 |
711-6 |
711-6 |
712-4 |
S1 |
709-0 |
709-0 |
714-0 |
710-3 |
S2 |
703-2 |
703-2 |
713-2 |
|
S3 |
694-6 |
700-4 |
712-3 |
|
S4 |
686-2 |
692-0 |
710-1 |
|
|
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 |
700-0 |
24-4 |
3.4% |
15-0 |
2.1% |
60% |
False |
False |
33,725 |
10 |
724-4 |
644-4 |
80-0 |
11.2% |
14-5 |
2.1% |
88% |
False |
False |
34,861 |
20 |
724-4 |
644-4 |
80-0 |
11.2% |
16-1 |
2.2% |
88% |
False |
False |
31,717 |
40 |
727-0 |
621-4 |
105-4 |
14.8% |
14-1 |
2.0% |
88% |
False |
False |
26,796 |
60 |
727-0 |
583-4 |
143-4 |
20.1% |
13-3 |
1.9% |
91% |
False |
False |
23,018 |
80 |
727-0 |
583-4 |
143-4 |
20.1% |
12-0 |
1.7% |
91% |
False |
False |
18,762 |
100 |
727-0 |
570-0 |
157-0 |
22.0% |
11-2 |
1.6% |
92% |
False |
False |
16,178 |
120 |
727-0 |
533-2 |
193-6 |
27.1% |
10-1 |
1.4% |
94% |
False |
False |
13,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
750-5 |
2.618 |
736-6 |
1.618 |
728-2 |
1.000 |
723-0 |
0.618 |
719-6 |
HIGH |
714-4 |
0.618 |
711-2 |
0.500 |
710-2 |
0.382 |
709-2 |
LOW |
706-0 |
0.618 |
700-6 |
1.000 |
697-4 |
1.618 |
692-2 |
2.618 |
683-6 |
4.250 |
669-7 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
713-2 |
713-5 |
PP |
711-6 |
712-5 |
S1 |
710-2 |
711-4 |
|