CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
662-4 |
662-0 |
-0-4 |
-0.1% |
658-0 |
High |
668-0 |
663-2 |
-4-6 |
-0.7% |
683-0 |
Low |
658-4 |
637-2 |
-21-2 |
-3.2% |
652-4 |
Close |
667-2 |
637-4 |
-29-6 |
-4.5% |
665-4 |
Range |
9-4 |
26-0 |
16-4 |
173.7% |
30-4 |
ATR |
14-7 |
15-7 |
1-1 |
7.3% |
0-0 |
Volume |
68,960 |
77,204 |
8,244 |
12.0% |
261,919 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724-0 |
706-6 |
651-6 |
|
R3 |
698-0 |
680-6 |
644-5 |
|
R2 |
672-0 |
672-0 |
642-2 |
|
R1 |
654-6 |
654-6 |
639-7 |
650-3 |
PP |
646-0 |
646-0 |
646-0 |
643-6 |
S1 |
628-6 |
628-6 |
635-1 |
624-3 |
S2 |
620-0 |
620-0 |
632-6 |
|
S3 |
594-0 |
602-6 |
630-3 |
|
S4 |
568-0 |
576-6 |
623-2 |
|
|
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 |
682-6 |
637-2 |
45-4 |
7.1% |
12-0 |
1.9% |
1% |
False |
True |
64,496 |
10 |
683-0 |
637-2 |
45-6 |
7.2% |
13-5 |
2.1% |
1% |
False |
True |
61,992 |
20 |
683-0 |
625-2 |
57-6 |
9.1% |
12-0 |
1.9% |
21% |
False |
False |
60,307 |
40 |
683-0 |
548-0 |
135-0 |
21.2% |
12-1 |
1.9% |
66% |
False |
False |
53,483 |
60 |
683-0 |
548-0 |
135-0 |
21.2% |
11-5 |
1.8% |
66% |
False |
False |
46,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
773-6 |
2.618 |
731-3 |
1.618 |
705-3 |
1.000 |
689-2 |
0.618 |
679-3 |
HIGH |
663-2 |
0.618 |
653-3 |
0.500 |
650-2 |
0.382 |
647-1 |
LOW |
637-2 |
0.618 |
621-1 |
1.000 |
611-2 |
1.618 |
595-1 |
2.618 |
569-1 |
4.250 |
526-6 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
650-2 |
658-1 |
PP |
646-0 |
651-2 |
S1 |
641-6 |
644-3 |
|