CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
658-4 |
655-0 |
-3-4 |
-0.5% |
676-0 |
High |
667-4 |
656-6 |
-10-6 |
-1.6% |
682-6 |
Low |
653-0 |
648-0 |
-5-0 |
-0.8% |
637-2 |
Close |
665-2 |
655-6 |
-9-4 |
-1.4% |
669-4 |
Range |
14-4 |
8-6 |
-5-6 |
-39.7% |
45-4 |
ATR |
16-4 |
16-5 |
0-0 |
0.3% |
0-0 |
Volume |
73,374 |
48,684 |
-24,690 |
-33.6% |
335,183 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-6 |
676-4 |
660-4 |
|
R3 |
671-0 |
667-6 |
658-1 |
|
R2 |
662-2 |
662-2 |
657-3 |
|
R1 |
659-0 |
659-0 |
656-4 |
660-5 |
PP |
653-4 |
653-4 |
653-4 |
654-2 |
S1 |
650-2 |
650-2 |
655-0 |
651-7 |
S2 |
644-6 |
644-6 |
654-1 |
|
S3 |
636-0 |
641-4 |
653-3 |
|
S4 |
627-2 |
632-6 |
651-0 |
|
|
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 |
673-0 |
644-2 |
28-6 |
4.4% |
15-3 |
2.3% |
40% |
False |
False |
68,720 |
10 |
682-6 |
637-2 |
45-4 |
6.9% |
13-5 |
2.1% |
41% |
False |
False |
66,608 |
20 |
683-0 |
627-2 |
55-6 |
8.5% |
14-0 |
2.1% |
51% |
False |
False |
60,732 |
40 |
683-0 |
548-0 |
135-0 |
20.6% |
12-7 |
2.0% |
80% |
False |
False |
57,564 |
60 |
683-0 |
548-0 |
135-0 |
20.6% |
12-2 |
1.9% |
80% |
False |
False |
50,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
694-0 |
2.618 |
679-5 |
1.618 |
670-7 |
1.000 |
665-4 |
0.618 |
662-1 |
HIGH |
656-6 |
0.618 |
653-3 |
0.500 |
652-3 |
0.382 |
651-3 |
LOW |
648-0 |
0.618 |
642-5 |
1.000 |
639-2 |
1.618 |
633-7 |
2.618 |
625-1 |
4.250 |
610-6 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
654-5 |
658-2 |
PP |
653-4 |
657-3 |
S1 |
652-3 |
656-5 |
|