CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
639-0 |
661-0 |
22-0 |
3.4% |
646-0 |
High |
654-0 |
676-2 |
22-2 |
3.4% |
662-6 |
Low |
638-6 |
661-0 |
22-2 |
3.5% |
619-2 |
Close |
653-2 |
672-6 |
19-4 |
3.0% |
627-0 |
Range |
15-2 |
15-2 |
0-0 |
0.0% |
43-4 |
ATR |
17-3 |
17-7 |
0-3 |
2.3% |
0-0 |
Volume |
64,234 |
65,985 |
1,751 |
2.7% |
416,077 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715-6 |
709-4 |
681-1 |
|
R3 |
700-4 |
694-2 |
677-0 |
|
R2 |
685-2 |
685-2 |
675-4 |
|
R1 |
679-0 |
679-0 |
674-1 |
682-1 |
PP |
670-0 |
670-0 |
670-0 |
671-4 |
S1 |
663-6 |
663-6 |
671-3 |
666-7 |
S2 |
654-6 |
654-6 |
670-0 |
|
S3 |
639-4 |
648-4 |
668-4 |
|
S4 |
624-2 |
633-2 |
664-3 |
|
|
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 |
676-2 |
619-2 |
57-0 |
8.5% |
13-5 |
2.0% |
94% |
True |
False |
78,513 |
10 |
676-2 |
619-2 |
57-0 |
8.5% |
14-5 |
2.2% |
94% |
True |
False |
73,397 |
20 |
683-0 |
619-2 |
63-6 |
9.5% |
15-2 |
2.3% |
84% |
False |
False |
70,821 |
40 |
683-0 |
592-0 |
91-0 |
13.5% |
12-7 |
1.9% |
89% |
False |
False |
61,854 |
60 |
683-0 |
548-0 |
135-0 |
20.1% |
12-7 |
1.9% |
92% |
False |
False |
56,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
741-0 |
2.618 |
716-1 |
1.618 |
700-7 |
1.000 |
691-4 |
0.618 |
685-5 |
HIGH |
676-2 |
0.618 |
670-3 |
0.500 |
668-5 |
0.382 |
666-7 |
LOW |
661-0 |
0.618 |
651-5 |
1.000 |
645-6 |
1.618 |
636-3 |
2.618 |
621-1 |
4.250 |
596-2 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
671-3 |
666-6 |
PP |
670-0 |
660-7 |
S1 |
668-5 |
654-7 |
|