CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
632-0 |
620-0 |
-12-0 |
-1.9% |
667-0 |
High |
639-4 |
634-4 |
-5-0 |
-0.8% |
673-0 |
Low |
623-2 |
619-2 |
-4-0 |
-0.6% |
631-4 |
Close |
626-0 |
630-4 |
4-4 |
0.7% |
640-2 |
Range |
16-2 |
15-2 |
-1-0 |
-6.2% |
41-4 |
ATR |
18-0 |
17-6 |
-0-2 |
-1.1% |
0-0 |
Volume |
72,070 |
109,685 |
37,615 |
52.2% |
323,519 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-7 |
667-3 |
638-7 |
|
R3 |
658-5 |
652-1 |
634-6 |
|
R2 |
643-3 |
643-3 |
633-2 |
|
R1 |
636-7 |
636-7 |
631-7 |
640-1 |
PP |
628-1 |
628-1 |
628-1 |
629-6 |
S1 |
621-5 |
621-5 |
629-1 |
624-7 |
S2 |
612-7 |
612-7 |
627-6 |
|
S3 |
597-5 |
606-3 |
626-2 |
|
S4 |
582-3 |
591-1 |
622-1 |
|
|
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 |
619-2 |
43-4 |
6.9% |
17-0 |
2.7% |
26% |
False |
True |
80,482 |
10 |
673-0 |
619-2 |
53-6 |
8.5% |
16-1 |
2.6% |
21% |
False |
True |
74,601 |
20 |
683-0 |
619-2 |
63-6 |
10.1% |
14-7 |
2.4% |
18% |
False |
True |
68,297 |
40 |
683-0 |
572-0 |
111-0 |
17.6% |
13-0 |
2.1% |
53% |
False |
False |
61,232 |
60 |
683-0 |
548-0 |
135-0 |
21.4% |
12-6 |
2.0% |
61% |
False |
False |
53,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-2 |
2.618 |
674-3 |
1.618 |
659-1 |
1.000 |
649-6 |
0.618 |
643-7 |
HIGH |
634-4 |
0.618 |
628-5 |
0.500 |
626-7 |
0.382 |
625-1 |
LOW |
619-2 |
0.618 |
609-7 |
1.000 |
604-0 |
1.618 |
594-5 |
2.618 |
579-3 |
4.250 |
554-4 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
629-2 |
641-0 |
PP |
628-1 |
637-4 |
S1 |
626-7 |
634-0 |
|