CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
634-4 |
639-0 |
4-4 |
0.7% |
646-0 |
High |
644-4 |
654-0 |
9-4 |
1.5% |
662-6 |
Low |
633-4 |
638-6 |
5-2 |
0.8% |
619-2 |
Close |
635-4 |
653-2 |
17-6 |
2.8% |
627-0 |
Range |
11-0 |
15-2 |
4-2 |
38.6% |
43-4 |
ATR |
17-3 |
17-3 |
0-1 |
0.5% |
0-0 |
Volume |
66,098 |
64,234 |
-1,864 |
-2.8% |
416,077 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-3 |
689-1 |
661-5 |
|
R3 |
679-1 |
673-7 |
657-4 |
|
R2 |
663-7 |
663-7 |
656-0 |
|
R1 |
658-5 |
658-5 |
654-5 |
661-2 |
PP |
648-5 |
648-5 |
648-5 |
650-0 |
S1 |
643-3 |
643-3 |
651-7 |
646-0 |
S2 |
633-3 |
633-3 |
650-4 |
|
S3 |
618-1 |
628-1 |
649-0 |
|
S4 |
602-7 |
612-7 |
644-7 |
|
|
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 |
654-0 |
619-2 |
34-6 |
5.3% |
13-7 |
2.1% |
98% |
True |
False |
79,730 |
10 |
667-4 |
619-2 |
48-2 |
7.4% |
14-5 |
2.2% |
70% |
False |
False |
74,136 |
20 |
683-0 |
619-2 |
63-6 |
9.8% |
14-7 |
2.3% |
53% |
False |
False |
70,501 |
40 |
683-0 |
592-0 |
91-0 |
13.9% |
12-6 |
1.9% |
67% |
False |
False |
61,098 |
60 |
683-0 |
548-0 |
135-0 |
20.7% |
12-7 |
2.0% |
78% |
False |
False |
55,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-6 |
2.618 |
693-7 |
1.618 |
678-5 |
1.000 |
669-2 |
0.618 |
663-3 |
HIGH |
654-0 |
0.618 |
648-1 |
0.500 |
646-3 |
0.382 |
644-5 |
LOW |
638-6 |
0.618 |
629-3 |
1.000 |
623-4 |
1.618 |
614-1 |
2.618 |
598-7 |
4.250 |
574-0 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
651-0 |
648-7 |
PP |
648-5 |
644-3 |
S1 |
646-3 |
640-0 |
|