CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
667-0 |
667-0 |
0-0 |
0.0% |
676-0 |
High |
673-0 |
668-4 |
-4-4 |
-0.7% |
682-6 |
Low |
660-0 |
654-0 |
-6-0 |
-0.9% |
637-2 |
Close |
661-2 |
662-2 |
1-0 |
0.2% |
669-4 |
Range |
13-0 |
14-4 |
1-4 |
11.5% |
45-4 |
ATR |
16-7 |
16-5 |
-0-1 |
-1.0% |
0-0 |
Volume |
61,795 |
66,767 |
4,972 |
8.0% |
335,183 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
705-1 |
698-1 |
670-2 |
|
R3 |
690-5 |
683-5 |
666-2 |
|
R2 |
676-1 |
676-1 |
664-7 |
|
R1 |
669-1 |
669-1 |
663-5 |
665-3 |
PP |
661-5 |
661-5 |
661-5 |
659-6 |
S1 |
654-5 |
654-5 |
660-7 |
650-7 |
S2 |
647-1 |
647-1 |
659-5 |
|
S3 |
632-5 |
640-1 |
658-2 |
|
S4 |
618-1 |
625-5 |
654-2 |
|
|
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 |
673-0 |
637-2 |
35-6 |
5.4% |
17-7 |
2.7% |
70% |
False |
False |
73,542 |
10 |
683-0 |
637-2 |
45-6 |
6.9% |
15-1 |
2.3% |
55% |
False |
False |
66,867 |
20 |
683-0 |
627-2 |
55-6 |
8.4% |
13-5 |
2.0% |
63% |
False |
False |
60,528 |
40 |
683-0 |
548-0 |
135-0 |
20.4% |
12-6 |
1.9% |
85% |
False |
False |
56,498 |
60 |
683-0 |
548-0 |
135-0 |
20.4% |
12-0 |
1.8% |
85% |
False |
False |
49,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-1 |
2.618 |
706-4 |
1.618 |
692-0 |
1.000 |
683-0 |
0.618 |
677-4 |
HIGH |
668-4 |
0.618 |
663-0 |
0.500 |
661-2 |
0.382 |
659-4 |
LOW |
654-0 |
0.618 |
645-0 |
1.000 |
639-4 |
1.618 |
630-4 |
2.618 |
616-0 |
4.250 |
592-3 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
661-7 |
661-0 |
PP |
661-5 |
659-7 |
S1 |
661-2 |
658-5 |
|