CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
720-4 |
717-0 |
-3-4 |
-0.5% |
714-0 |
| High |
728-0 |
728-0 |
0-0 |
0.0% |
728-0 |
| Low |
719-0 |
714-0 |
-5-0 |
-0.7% |
700-0 |
| Close |
718-2 |
728-2 |
10-0 |
1.4% |
728-2 |
| Range |
9-0 |
14-0 |
5-0 |
55.6% |
28-0 |
| ATR |
17-4 |
17-2 |
-0-2 |
-1.4% |
0-0 |
| Volume |
31,395 |
38,565 |
7,170 |
22.8% |
166,813 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-3 |
760-7 |
736-0 |
|
| R3 |
751-3 |
746-7 |
732-1 |
|
| R2 |
737-3 |
737-3 |
730-7 |
|
| R1 |
732-7 |
732-7 |
729-4 |
735-1 |
| PP |
723-3 |
723-3 |
723-3 |
724-4 |
| S1 |
718-7 |
718-7 |
727-0 |
721-1 |
| S2 |
709-3 |
709-3 |
725-5 |
|
| S3 |
695-3 |
704-7 |
724-3 |
|
| S4 |
681-3 |
690-7 |
720-4 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802-6 |
793-4 |
743-5 |
|
| R3 |
774-6 |
765-4 |
736-0 |
|
| R2 |
746-6 |
746-6 |
733-3 |
|
| R1 |
737-4 |
737-4 |
730-7 |
742-1 |
| PP |
718-6 |
718-6 |
718-6 |
721-0 |
| S1 |
709-4 |
709-4 |
725-5 |
714-1 |
| S2 |
690-6 |
690-6 |
723-1 |
|
| S3 |
662-6 |
681-4 |
720-4 |
|
| S4 |
634-6 |
653-4 |
712-7 |
|
|
| 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 |
3.8% |
13-1 |
1.8% |
101% |
True |
False |
33,362 |
| 10 |
728-0 |
666-0 |
62-0 |
8.5% |
14-5 |
2.0% |
100% |
True |
False |
33,760 |
| 20 |
728-0 |
644-4 |
83-4 |
11.5% |
14-4 |
2.0% |
100% |
True |
False |
32,998 |
| 40 |
728-0 |
644-4 |
83-4 |
11.5% |
13-5 |
1.9% |
100% |
True |
False |
28,056 |
| 60 |
728-0 |
583-4 |
144-4 |
19.8% |
13-4 |
1.9% |
100% |
True |
False |
23,925 |
| 80 |
728-0 |
583-4 |
144-4 |
19.8% |
12-1 |
1.7% |
100% |
True |
False |
19,562 |
| 100 |
728-0 |
570-0 |
158-0 |
21.7% |
11-3 |
1.6% |
100% |
True |
False |
16,828 |
| 120 |
728-0 |
533-2 |
194-6 |
26.7% |
10-2 |
1.4% |
100% |
True |
False |
14,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
787-4 |
|
2.618 |
764-5 |
|
1.618 |
750-5 |
|
1.000 |
742-0 |
|
0.618 |
736-5 |
|
HIGH |
728-0 |
|
0.618 |
722-5 |
|
0.500 |
721-0 |
|
0.382 |
719-3 |
|
LOW |
714-0 |
|
0.618 |
705-3 |
|
1.000 |
700-0 |
|
1.618 |
691-3 |
|
2.618 |
677-3 |
|
4.250 |
654-4 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
725-7 |
724-4 |
| PP |
723-3 |
720-6 |
| S1 |
721-0 |
717-0 |
|