CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
676-0 |
675-0 |
-1-0 |
-0.1% |
658-0 |
High |
682-6 |
679-0 |
-3-6 |
-0.5% |
683-0 |
Low |
676-0 |
672-0 |
-4-0 |
-0.6% |
652-4 |
Close |
681-4 |
675-6 |
-5-6 |
-0.8% |
665-4 |
Range |
6-6 |
7-0 |
0-2 |
3.7% |
30-4 |
ATR |
15-0 |
14-5 |
-0-3 |
-2.6% |
0-0 |
Volume |
43,086 |
52,949 |
9,863 |
22.9% |
261,919 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-5 |
693-1 |
679-5 |
|
R3 |
689-5 |
686-1 |
677-5 |
|
R2 |
682-5 |
682-5 |
677-0 |
|
R1 |
679-1 |
679-1 |
676-3 |
680-7 |
PP |
675-5 |
675-5 |
675-5 |
676-4 |
S1 |
672-1 |
672-1 |
675-1 |
673-7 |
S2 |
668-5 |
668-5 |
674-4 |
|
S3 |
661-5 |
665-1 |
673-7 |
|
S4 |
654-5 |
658-1 |
671-7 |
|
|
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% |
12-3 |
1.8% |
76% |
False |
False |
60,192 |
10 |
683-0 |
627-2 |
55-6 |
8.3% |
13-6 |
2.0% |
87% |
False |
False |
57,012 |
20 |
683-0 |
592-0 |
91-0 |
13.5% |
11-0 |
1.6% |
92% |
False |
False |
56,783 |
40 |
683-0 |
548-0 |
135-0 |
20.0% |
11-6 |
1.7% |
95% |
False |
False |
50,972 |
60 |
683-0 |
548-0 |
135-0 |
20.0% |
11-2 |
1.7% |
95% |
False |
False |
45,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-6 |
2.618 |
697-3 |
1.618 |
690-3 |
1.000 |
686-0 |
0.618 |
683-3 |
HIGH |
679-0 |
0.618 |
676-3 |
0.500 |
675-4 |
0.382 |
674-5 |
LOW |
672-0 |
0.618 |
667-5 |
1.000 |
665-0 |
1.618 |
660-5 |
2.618 |
653-5 |
4.250 |
642-2 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
675-5 |
673-4 |
PP |
675-5 |
671-3 |
S1 |
675-4 |
669-1 |
|