CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
635-4 |
634-4 |
-1-0 |
-0.2% |
646-0 |
High |
637-4 |
644-4 |
7-0 |
1.1% |
662-6 |
Low |
626-0 |
633-4 |
7-4 |
1.2% |
619-2 |
Close |
627-0 |
635-4 |
8-4 |
1.4% |
627-0 |
Range |
11-4 |
11-0 |
-0-4 |
-4.3% |
43-4 |
ATR |
17-3 |
17-3 |
0-0 |
0.1% |
0-0 |
Volume |
86,565 |
66,098 |
-20,467 |
-23.6% |
416,077 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-7 |
664-1 |
641-4 |
|
R3 |
659-7 |
653-1 |
638-4 |
|
R2 |
648-7 |
648-7 |
637-4 |
|
R1 |
642-1 |
642-1 |
636-4 |
645-4 |
PP |
637-7 |
637-7 |
637-7 |
639-4 |
S1 |
631-1 |
631-1 |
634-4 |
634-4 |
S2 |
626-7 |
626-7 |
633-4 |
|
S3 |
615-7 |
620-1 |
632-4 |
|
S4 |
604-7 |
609-1 |
629-4 |
|
|
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 |
6.8% |
13-1 |
2.1% |
37% |
False |
False |
78,943 |
10 |
668-4 |
619-2 |
49-2 |
7.7% |
14-4 |
2.3% |
33% |
False |
False |
74,389 |
20 |
683-0 |
619-2 |
63-6 |
10.0% |
14-6 |
2.3% |
25% |
False |
False |
70,139 |
40 |
683-0 |
592-0 |
91-0 |
14.3% |
12-5 |
2.0% |
48% |
False |
False |
61,490 |
60 |
683-0 |
548-0 |
135-0 |
21.2% |
12-6 |
2.0% |
65% |
False |
False |
54,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-2 |
2.618 |
673-2 |
1.618 |
662-2 |
1.000 |
655-4 |
0.618 |
651-2 |
HIGH |
644-4 |
0.618 |
640-2 |
0.500 |
639-0 |
0.382 |
637-6 |
LOW |
633-4 |
0.618 |
626-6 |
1.000 |
622-4 |
1.618 |
615-6 |
2.618 |
604-6 |
4.250 |
586-6 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
639-0 |
634-2 |
PP |
637-7 |
633-1 |
S1 |
636-5 |
631-7 |
|