CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
620-0 |
635-4 |
15-4 |
2.5% |
646-0 |
High |
634-4 |
637-4 |
3-0 |
0.5% |
662-6 |
Low |
619-2 |
626-0 |
6-6 |
1.1% |
619-2 |
Close |
630-4 |
627-0 |
-3-4 |
-0.6% |
627-0 |
Range |
15-2 |
11-4 |
-3-6 |
-24.6% |
43-4 |
ATR |
17-6 |
17-3 |
-0-4 |
-2.5% |
0-0 |
Volume |
109,685 |
86,565 |
-23,120 |
-21.1% |
416,077 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-5 |
657-3 |
633-3 |
|
R3 |
653-1 |
645-7 |
630-1 |
|
R2 |
641-5 |
641-5 |
629-1 |
|
R1 |
634-3 |
634-3 |
628-0 |
632-2 |
PP |
630-1 |
630-1 |
630-1 |
629-1 |
S1 |
622-7 |
622-7 |
626-0 |
620-6 |
S2 |
618-5 |
618-5 |
624-7 |
|
S3 |
607-1 |
611-3 |
623-7 |
|
S4 |
595-5 |
599-7 |
620-5 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-7 |
740-3 |
650-7 |
|
R3 |
723-3 |
696-7 |
639-0 |
|
R2 |
679-7 |
679-7 |
635-0 |
|
R1 |
653-3 |
653-3 |
631-0 |
644-7 |
PP |
636-3 |
636-3 |
636-3 |
632-0 |
S1 |
609-7 |
609-7 |
623-0 |
601-3 |
S2 |
592-7 |
592-7 |
619-0 |
|
S3 |
549-3 |
566-3 |
615-0 |
|
S4 |
505-7 |
522-7 |
603-1 |
|
|
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% |
13-3 |
2.1% |
18% |
False |
False |
83,215 |
10 |
673-0 |
619-2 |
53-6 |
8.6% |
14-6 |
2.3% |
14% |
False |
False |
73,959 |
20 |
683-0 |
619-2 |
63-6 |
10.2% |
14-5 |
2.3% |
12% |
False |
False |
69,804 |
40 |
683-0 |
589-0 |
94-0 |
15.0% |
13-1 |
2.1% |
40% |
False |
False |
61,318 |
60 |
683-0 |
548-0 |
135-0 |
21.5% |
12-7 |
2.0% |
59% |
False |
False |
54,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-3 |
2.618 |
667-5 |
1.618 |
656-1 |
1.000 |
649-0 |
0.618 |
644-5 |
HIGH |
637-4 |
0.618 |
633-1 |
0.500 |
631-6 |
0.382 |
630-3 |
LOW |
626-0 |
0.618 |
618-7 |
1.000 |
614-4 |
1.618 |
607-3 |
2.618 |
595-7 |
4.250 |
577-1 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
631-6 |
629-3 |
PP |
630-1 |
628-5 |
S1 |
628-5 |
627-6 |
|