CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
653-0 |
646-0 |
-7-0 |
-1.1% |
667-0 |
High |
661-0 |
658-0 |
-3-0 |
-0.5% |
673-0 |
Low |
631-4 |
646-0 |
14-4 |
2.3% |
631-4 |
Close |
640-2 |
657-4 |
17-2 |
2.7% |
640-2 |
Range |
29-4 |
12-0 |
-17-4 |
-59.3% |
41-4 |
ATR |
17-4 |
17-4 |
0-0 |
0.1% |
0-0 |
Volume |
72,899 |
87,457 |
14,558 |
20.0% |
323,519 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-7 |
685-5 |
664-1 |
|
R3 |
677-7 |
673-5 |
660-6 |
|
R2 |
665-7 |
665-7 |
659-6 |
|
R1 |
661-5 |
661-5 |
658-5 |
663-6 |
PP |
653-7 |
653-7 |
653-7 |
654-7 |
S1 |
649-5 |
649-5 |
656-3 |
651-6 |
S2 |
641-7 |
641-7 |
655-2 |
|
S3 |
629-7 |
637-5 |
654-2 |
|
S4 |
617-7 |
625-5 |
650-7 |
|
|
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 |
668-4 |
631-4 |
37-0 |
5.6% |
15-7 |
2.4% |
70% |
False |
False |
69,836 |
10 |
679-0 |
631-4 |
47-4 |
7.2% |
16-1 |
2.4% |
55% |
False |
False |
70,307 |
20 |
683-0 |
627-2 |
55-6 |
8.5% |
15-0 |
2.3% |
54% |
False |
False |
63,939 |
40 |
683-0 |
548-0 |
135-0 |
20.5% |
13-2 |
2.0% |
81% |
False |
False |
58,800 |
60 |
683-0 |
548-0 |
135-0 |
20.5% |
12-5 |
1.9% |
81% |
False |
False |
51,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-0 |
2.618 |
689-3 |
1.618 |
677-3 |
1.000 |
670-0 |
0.618 |
665-3 |
HIGH |
658-0 |
0.618 |
653-3 |
0.500 |
652-0 |
0.382 |
650-5 |
LOW |
646-0 |
0.618 |
638-5 |
1.000 |
634-0 |
1.618 |
626-5 |
2.618 |
614-5 |
4.250 |
595-0 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
655-5 |
653-6 |
PP |
653-7 |
650-0 |
S1 |
652-0 |
646-2 |
|