CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
660-4 |
632-0 |
-28-4 |
-4.3% |
667-0 |
High |
662-6 |
639-4 |
-23-2 |
-3.5% |
673-0 |
Low |
651-0 |
623-2 |
-27-6 |
-4.3% |
631-4 |
Close |
652-6 |
626-0 |
-26-6 |
-4.1% |
640-2 |
Range |
11-6 |
16-2 |
4-4 |
38.3% |
41-4 |
ATR |
17-1 |
18-0 |
0-7 |
5.2% |
0-0 |
Volume |
60,300 |
72,070 |
11,770 |
19.5% |
323,519 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
678-3 |
668-3 |
635-0 |
|
R3 |
662-1 |
652-1 |
630-4 |
|
R2 |
645-7 |
645-7 |
629-0 |
|
R1 |
635-7 |
635-7 |
627-4 |
632-6 |
PP |
629-5 |
629-5 |
629-5 |
628-0 |
S1 |
619-5 |
619-5 |
624-4 |
616-4 |
S2 |
613-3 |
613-3 |
623-0 |
|
S3 |
597-1 |
603-3 |
621-4 |
|
S4 |
580-7 |
587-1 |
617-0 |
|
|
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 |
662-6 |
623-2 |
39-4 |
6.3% |
15-5 |
2.5% |
7% |
False |
True |
68,282 |
10 |
673-0 |
623-2 |
49-6 |
7.9% |
17-2 |
2.8% |
6% |
False |
True |
71,353 |
20 |
683-0 |
623-2 |
59-6 |
9.5% |
15-0 |
2.4% |
5% |
False |
True |
65,799 |
40 |
683-0 |
548-0 |
135-0 |
21.6% |
13-1 |
2.1% |
58% |
False |
False |
60,076 |
60 |
683-0 |
548-0 |
135-0 |
21.6% |
12-7 |
2.1% |
58% |
False |
False |
52,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-4 |
2.618 |
682-0 |
1.618 |
665-6 |
1.000 |
655-6 |
0.618 |
649-4 |
HIGH |
639-4 |
0.618 |
633-2 |
0.500 |
631-3 |
0.382 |
629-4 |
LOW |
623-2 |
0.618 |
613-2 |
1.000 |
607-0 |
1.618 |
597-0 |
2.618 |
580-6 |
4.250 |
554-2 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
631-3 |
643-0 |
PP |
629-5 |
637-3 |
S1 |
627-6 |
631-5 |
|