CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
675-0 |
662-4 |
-12-4 |
-1.9% |
658-0 |
High |
679-0 |
668-0 |
-11-0 |
-1.6% |
683-0 |
Low |
672-0 |
658-4 |
-13-4 |
-2.0% |
652-4 |
Close |
675-6 |
667-2 |
-8-4 |
-1.3% |
665-4 |
Range |
7-0 |
9-4 |
2-4 |
35.7% |
30-4 |
ATR |
14-5 |
14-7 |
0-1 |
1.3% |
0-0 |
Volume |
52,949 |
68,960 |
16,011 |
30.2% |
261,919 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-1 |
689-5 |
672-4 |
|
R3 |
683-5 |
680-1 |
669-7 |
|
R2 |
674-1 |
674-1 |
669-0 |
|
R1 |
670-5 |
670-5 |
668-1 |
672-3 |
PP |
664-5 |
664-5 |
664-5 |
665-4 |
S1 |
661-1 |
661-1 |
666-3 |
662-7 |
S2 |
655-1 |
655-1 |
665-4 |
|
S3 |
645-5 |
651-5 |
664-5 |
|
S4 |
636-1 |
642-1 |
662-0 |
|
|
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 |
4.6% |
12-7 |
1.9% |
48% |
False |
False |
62,066 |
10 |
683-0 |
635-0 |
48-0 |
7.2% |
12-6 |
1.9% |
67% |
False |
False |
60,245 |
20 |
683-0 |
592-0 |
91-0 |
13.6% |
11-1 |
1.7% |
83% |
False |
False |
58,416 |
40 |
683-0 |
548-0 |
135-0 |
20.2% |
11-6 |
1.8% |
88% |
False |
False |
52,156 |
60 |
683-0 |
548-0 |
135-0 |
20.2% |
11-2 |
1.7% |
88% |
False |
False |
46,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-3 |
2.618 |
692-7 |
1.618 |
683-3 |
1.000 |
677-4 |
0.618 |
673-7 |
HIGH |
668-0 |
0.618 |
664-3 |
0.500 |
663-2 |
0.382 |
662-1 |
LOW |
658-4 |
0.618 |
652-5 |
1.000 |
649-0 |
1.618 |
643-1 |
2.618 |
633-5 |
4.250 |
618-1 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
665-7 |
670-5 |
PP |
664-5 |
669-4 |
S1 |
663-2 |
668-3 |
|