CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
646-0 |
660-4 |
14-4 |
2.2% |
667-0 |
High |
658-0 |
662-6 |
4-6 |
0.7% |
673-0 |
Low |
646-0 |
651-0 |
5-0 |
0.8% |
631-4 |
Close |
657-4 |
652-6 |
-4-6 |
-0.7% |
640-2 |
Range |
12-0 |
11-6 |
-0-2 |
-2.1% |
41-4 |
ATR |
17-4 |
17-1 |
-0-3 |
-2.4% |
0-0 |
Volume |
87,457 |
60,300 |
-27,157 |
-31.1% |
323,519 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
690-6 |
683-4 |
659-2 |
|
R3 |
679-0 |
671-6 |
656-0 |
|
R2 |
667-2 |
667-2 |
654-7 |
|
R1 |
660-0 |
660-0 |
653-7 |
657-6 |
PP |
655-4 |
655-4 |
655-4 |
654-3 |
S1 |
648-2 |
648-2 |
651-5 |
646-0 |
S2 |
643-6 |
643-6 |
650-5 |
|
S3 |
632-0 |
636-4 |
649-4 |
|
S4 |
620-2 |
624-6 |
646-2 |
|
|
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 |
667-4 |
631-4 |
36-0 |
5.5% |
15-2 |
2.3% |
59% |
False |
False |
68,542 |
10 |
673-0 |
631-4 |
41-4 |
6.4% |
16-5 |
2.5% |
51% |
False |
False |
71,042 |
20 |
683-0 |
627-2 |
55-6 |
8.5% |
15-2 |
2.3% |
46% |
False |
False |
64,027 |
40 |
683-0 |
548-0 |
135-0 |
20.7% |
13-2 |
2.0% |
78% |
False |
False |
59,057 |
60 |
683-0 |
548-0 |
135-0 |
20.7% |
12-6 |
2.0% |
78% |
False |
False |
51,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
712-6 |
2.618 |
693-4 |
1.618 |
681-6 |
1.000 |
674-4 |
0.618 |
670-0 |
HIGH |
662-6 |
0.618 |
658-2 |
0.500 |
656-7 |
0.382 |
655-4 |
LOW |
651-0 |
0.618 |
643-6 |
1.000 |
639-2 |
1.618 |
632-0 |
2.618 |
620-2 |
4.250 |
601-0 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
656-7 |
650-7 |
PP |
655-4 |
649-0 |
S1 |
654-1 |
647-1 |
|