CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
647-4 |
667-0 |
19-4 |
3.0% |
676-0 |
High |
670-4 |
673-0 |
2-4 |
0.4% |
682-6 |
Low |
644-2 |
660-0 |
15-6 |
2.4% |
637-2 |
Close |
669-4 |
661-2 |
-8-2 |
-1.2% |
669-4 |
Range |
26-2 |
13-0 |
-13-2 |
-50.5% |
45-4 |
ATR |
17-1 |
16-7 |
-0-2 |
-1.7% |
0-0 |
Volume |
92,984 |
61,795 |
-31,189 |
-33.5% |
335,183 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-6 |
695-4 |
668-3 |
|
R3 |
690-6 |
682-4 |
664-7 |
|
R2 |
677-6 |
677-6 |
663-5 |
|
R1 |
669-4 |
669-4 |
662-4 |
667-1 |
PP |
664-6 |
664-6 |
664-6 |
663-4 |
S1 |
656-4 |
656-4 |
660-0 |
654-1 |
S2 |
651-6 |
651-6 |
658-7 |
|
S3 |
638-6 |
643-4 |
657-5 |
|
S4 |
625-6 |
630-4 |
654-1 |
|
|
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 |
679-0 |
637-2 |
41-6 |
6.3% |
16-3 |
2.5% |
57% |
False |
False |
70,778 |
10 |
683-0 |
637-2 |
45-6 |
6.9% |
14-7 |
2.3% |
52% |
False |
False |
65,889 |
20 |
683-0 |
627-2 |
55-6 |
8.4% |
13-1 |
2.0% |
61% |
False |
False |
62,400 |
40 |
683-0 |
548-0 |
135-0 |
20.4% |
12-5 |
1.9% |
84% |
False |
False |
55,504 |
60 |
683-0 |
548-0 |
135-0 |
20.4% |
12-0 |
1.8% |
84% |
False |
False |
48,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-2 |
2.618 |
707-0 |
1.618 |
694-0 |
1.000 |
686-0 |
0.618 |
681-0 |
HIGH |
673-0 |
0.618 |
668-0 |
0.500 |
666-4 |
0.382 |
665-0 |
LOW |
660-0 |
0.618 |
652-0 |
1.000 |
647-0 |
1.618 |
639-0 |
2.618 |
626-0 |
4.250 |
604-6 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
666-4 |
659-2 |
PP |
664-6 |
657-1 |
S1 |
663-0 |
655-1 |
|