CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
710-0 |
720-4 |
10-4 |
1.5% |
666-0 |
| High |
714-4 |
728-0 |
13-4 |
1.9% |
724-4 |
| Low |
706-0 |
719-0 |
13-0 |
1.8% |
666-0 |
| Close |
714-6 |
718-2 |
3-4 |
0.5% |
717-4 |
| Range |
8-4 |
9-0 |
0-4 |
5.9% |
58-4 |
| ATR |
17-7 |
17-4 |
-0-3 |
-1.8% |
0-0 |
| Volume |
44,631 |
31,395 |
-13,236 |
-29.7% |
170,793 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-6 |
742-4 |
723-2 |
|
| R3 |
739-6 |
733-4 |
720-6 |
|
| R2 |
730-6 |
730-6 |
719-7 |
|
| R1 |
724-4 |
724-4 |
719-1 |
723-1 |
| PP |
721-6 |
721-6 |
721-6 |
721-0 |
| S1 |
715-4 |
715-4 |
717-3 |
714-1 |
| S2 |
712-6 |
712-6 |
716-5 |
|
| S3 |
703-6 |
706-4 |
715-6 |
|
| S4 |
694-6 |
697-4 |
713-2 |
|
|
| 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 |
728-0 |
700-0 |
28-0 |
3.9% |
13-4 |
1.9% |
65% |
True |
False |
31,383 |
| 10 |
728-0 |
655-0 |
73-0 |
10.2% |
13-6 |
1.9% |
87% |
True |
False |
34,448 |
| 20 |
728-0 |
644-4 |
83-4 |
11.6% |
15-0 |
2.1% |
88% |
True |
False |
32,164 |
| 40 |
728-0 |
621-4 |
106-4 |
14.8% |
14-1 |
2.0% |
91% |
True |
False |
27,384 |
| 60 |
728-0 |
583-4 |
144-4 |
20.1% |
13-3 |
1.9% |
93% |
True |
False |
23,399 |
| 80 |
728-0 |
583-4 |
144-4 |
20.1% |
12-0 |
1.7% |
93% |
True |
False |
19,127 |
| 100 |
728-0 |
570-0 |
158-0 |
22.0% |
11-2 |
1.6% |
94% |
True |
False |
16,476 |
| 120 |
728-0 |
533-2 |
194-6 |
27.1% |
10-1 |
1.4% |
95% |
True |
False |
14,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766-2 |
|
2.618 |
751-4 |
|
1.618 |
742-4 |
|
1.000 |
737-0 |
|
0.618 |
733-4 |
|
HIGH |
728-0 |
|
0.618 |
724-4 |
|
0.500 |
723-4 |
|
0.382 |
722-4 |
|
LOW |
719-0 |
|
0.618 |
713-4 |
|
1.000 |
710-0 |
|
1.618 |
704-4 |
|
2.618 |
695-4 |
|
4.250 |
680-6 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
723-4 |
716-7 |
| PP |
721-6 |
715-3 |
| S1 |
720-0 |
714-0 |
|