CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
662-0 |
647-4 |
-14-4 |
-2.2% |
676-0 |
High |
663-2 |
670-4 |
7-2 |
1.1% |
682-6 |
Low |
637-2 |
644-2 |
7-0 |
1.1% |
637-2 |
Close |
637-4 |
669-4 |
32-0 |
5.0% |
669-4 |
Range |
26-0 |
26-2 |
0-2 |
1.0% |
45-4 |
ATR |
15-7 |
17-1 |
1-2 |
7.7% |
0-0 |
Volume |
77,204 |
92,984 |
15,780 |
20.4% |
335,183 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-1 |
731-1 |
684-0 |
|
R3 |
713-7 |
704-7 |
676-6 |
|
R2 |
687-5 |
687-5 |
674-2 |
|
R1 |
678-5 |
678-5 |
671-7 |
683-1 |
PP |
661-3 |
661-3 |
661-3 |
663-6 |
S1 |
652-3 |
652-3 |
667-1 |
656-7 |
S2 |
635-1 |
635-1 |
664-6 |
|
S3 |
608-7 |
626-1 |
662-2 |
|
S4 |
582-5 |
599-7 |
655-0 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-5 |
780-1 |
694-4 |
|
R3 |
754-1 |
734-5 |
682-0 |
|
R2 |
708-5 |
708-5 |
677-7 |
|
R1 |
689-1 |
689-1 |
673-5 |
676-1 |
PP |
663-1 |
663-1 |
663-1 |
656-6 |
S1 |
643-5 |
643-5 |
665-3 |
630-5 |
S2 |
617-5 |
617-5 |
661-1 |
|
S3 |
572-1 |
598-1 |
657-0 |
|
S4 |
526-5 |
552-5 |
644-4 |
|
|
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 |
6.8% |
15-1 |
2.3% |
71% |
False |
False |
67,036 |
10 |
683-0 |
637-2 |
45-6 |
6.8% |
14-4 |
2.2% |
70% |
False |
False |
65,649 |
20 |
683-0 |
627-2 |
55-6 |
8.3% |
13-2 |
2.0% |
76% |
False |
False |
63,241 |
40 |
683-0 |
548-0 |
135-0 |
20.2% |
12-4 |
1.9% |
90% |
False |
False |
54,650 |
60 |
683-0 |
548-0 |
135-0 |
20.2% |
12-0 |
1.8% |
90% |
False |
False |
48,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
782-0 |
2.618 |
739-2 |
1.618 |
713-0 |
1.000 |
696-6 |
0.618 |
686-6 |
HIGH |
670-4 |
0.618 |
660-4 |
0.500 |
657-3 |
0.382 |
654-2 |
LOW |
644-2 |
0.618 |
628-0 |
1.000 |
618-0 |
1.618 |
601-6 |
2.618 |
575-4 |
4.250 |
532-6 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
665-4 |
664-2 |
PP |
661-3 |
659-1 |
S1 |
657-3 |
653-7 |
|