CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
659-4 |
676-0 |
16-4 |
2.5% |
658-0 |
High |
666-0 |
682-6 |
16-6 |
2.5% |
683-0 |
Low |
655-4 |
676-0 |
20-4 |
3.1% |
652-4 |
Close |
665-4 |
681-4 |
16-0 |
2.4% |
665-4 |
Range |
10-4 |
6-6 |
-3-6 |
-35.7% |
30-4 |
ATR |
14-7 |
15-0 |
0-1 |
1.1% |
0-0 |
Volume |
80,284 |
43,086 |
-37,198 |
-46.3% |
261,919 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-3 |
697-5 |
685-2 |
|
R3 |
693-5 |
690-7 |
683-3 |
|
R2 |
686-7 |
686-7 |
682-6 |
|
R1 |
684-1 |
684-1 |
682-1 |
685-4 |
PP |
680-1 |
680-1 |
680-1 |
680-6 |
S1 |
677-3 |
677-3 |
680-7 |
678-6 |
S2 |
673-3 |
673-3 |
680-2 |
|
S3 |
666-5 |
670-5 |
679-5 |
|
S4 |
659-7 |
663-7 |
677-6 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
758-4 |
742-4 |
682-2 |
|
R3 |
728-0 |
712-0 |
673-7 |
|
R2 |
697-4 |
697-4 |
671-1 |
|
R1 |
681-4 |
681-4 |
668-2 |
689-4 |
PP |
667-0 |
667-0 |
667-0 |
671-0 |
S1 |
651-0 |
651-0 |
662-6 |
659-0 |
S2 |
636-4 |
636-4 |
659-7 |
|
S3 |
606-0 |
620-4 |
657-1 |
|
S4 |
575-4 |
590-0 |
648-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
683-0 |
652-4 |
30-4 |
4.5% |
13-4 |
2.0% |
95% |
False |
False |
61,001 |
10 |
683-0 |
627-2 |
55-6 |
8.2% |
14-0 |
2.1% |
97% |
False |
False |
57,571 |
20 |
683-0 |
592-0 |
91-0 |
13.4% |
11-4 |
1.7% |
98% |
False |
False |
56,874 |
40 |
683-0 |
548-0 |
135-0 |
19.8% |
11-6 |
1.7% |
99% |
False |
False |
50,522 |
60 |
683-0 |
548-0 |
135-0 |
19.8% |
11-3 |
1.7% |
99% |
False |
False |
45,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
711-4 |
2.618 |
700-3 |
1.618 |
693-5 |
1.000 |
689-4 |
0.618 |
686-7 |
HIGH |
682-6 |
0.618 |
680-1 |
0.500 |
679-3 |
0.382 |
678-5 |
LOW |
676-0 |
0.618 |
671-7 |
1.000 |
669-2 |
1.618 |
665-1 |
2.618 |
658-3 |
4.250 |
647-2 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
680-6 |
676-7 |
PP |
680-1 |
672-3 |
S1 |
679-3 |
667-6 |
|