CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
655-0 |
653-0 |
-2-0 |
-0.3% |
667-0 |
High |
656-6 |
661-0 |
4-2 |
0.6% |
673-0 |
Low |
648-0 |
631-4 |
-16-4 |
-2.5% |
631-4 |
Close |
655-6 |
640-2 |
-15-4 |
-2.4% |
640-2 |
Range |
8-6 |
29-4 |
20-6 |
237.1% |
41-4 |
ATR |
16-5 |
17-4 |
0-7 |
5.6% |
0-0 |
Volume |
48,684 |
72,899 |
24,215 |
49.7% |
323,519 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-6 |
716-0 |
656-4 |
|
R3 |
703-2 |
686-4 |
648-3 |
|
R2 |
673-6 |
673-6 |
645-5 |
|
R1 |
657-0 |
657-0 |
643-0 |
650-5 |
PP |
644-2 |
644-2 |
644-2 |
641-0 |
S1 |
627-4 |
627-4 |
637-4 |
621-1 |
S2 |
614-6 |
614-6 |
634-7 |
|
S3 |
585-2 |
598-0 |
632-1 |
|
S4 |
555-6 |
568-4 |
624-0 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
772-6 |
748-0 |
663-1 |
|
R3 |
731-2 |
706-4 |
651-5 |
|
R2 |
689-6 |
689-6 |
647-7 |
|
R1 |
665-0 |
665-0 |
644-0 |
656-5 |
PP |
648-2 |
648-2 |
648-2 |
644-0 |
S1 |
623-4 |
623-4 |
636-4 |
615-1 |
S2 |
606-6 |
606-6 |
632-5 |
|
S3 |
565-2 |
582-0 |
628-7 |
|
S4 |
523-6 |
540-4 |
617-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673-0 |
631-4 |
41-4 |
6.5% |
16-0 |
2.5% |
21% |
False |
True |
64,703 |
10 |
682-6 |
631-4 |
51-2 |
8.0% |
15-5 |
2.4% |
17% |
False |
True |
65,870 |
20 |
683-0 |
627-2 |
55-6 |
8.7% |
15-0 |
2.3% |
23% |
False |
False |
62,179 |
40 |
683-0 |
548-0 |
135-0 |
21.1% |
13-2 |
2.1% |
68% |
False |
False |
58,153 |
60 |
683-0 |
548-0 |
135-0 |
21.1% |
12-5 |
2.0% |
68% |
False |
False |
50,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
786-3 |
2.618 |
738-2 |
1.618 |
708-6 |
1.000 |
690-4 |
0.618 |
679-2 |
HIGH |
661-0 |
0.618 |
649-6 |
0.500 |
646-2 |
0.382 |
642-6 |
LOW |
631-4 |
0.618 |
613-2 |
1.000 |
602-0 |
1.618 |
583-6 |
2.618 |
554-2 |
4.250 |
506-1 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
646-2 |
649-4 |
PP |
644-2 |
646-3 |
S1 |
642-2 |
643-3 |
|