CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
661-0 |
676-0 |
15-0 |
2.3% |
646-0 |
| High |
676-2 |
676-4 |
0-2 |
0.0% |
662-6 |
| Low |
661-0 |
658-6 |
-2-2 |
-0.3% |
619-2 |
| Close |
672-6 |
662-0 |
-10-6 |
-1.6% |
627-0 |
| Range |
15-2 |
17-6 |
2-4 |
16.4% |
43-4 |
| ATR |
17-7 |
17-7 |
0-0 |
0.0% |
0-0 |
| Volume |
65,985 |
75,393 |
9,408 |
14.3% |
416,077 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
719-0 |
708-2 |
671-6 |
|
| R3 |
701-2 |
690-4 |
666-7 |
|
| R2 |
683-4 |
683-4 |
665-2 |
|
| R1 |
672-6 |
672-6 |
663-5 |
669-2 |
| PP |
665-6 |
665-6 |
665-6 |
664-0 |
| S1 |
655-0 |
655-0 |
660-3 |
651-4 |
| S2 |
648-0 |
648-0 |
658-6 |
|
| S3 |
630-2 |
637-2 |
657-1 |
|
| S4 |
612-4 |
619-4 |
652-2 |
|
|
| 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 |
676-4 |
626-0 |
50-4 |
7.6% |
14-1 |
2.1% |
71% |
True |
False |
71,655 |
| 10 |
676-4 |
619-2 |
57-2 |
8.6% |
15-4 |
2.3% |
75% |
True |
False |
76,068 |
| 20 |
682-6 |
619-2 |
63-4 |
9.6% |
14-5 |
2.2% |
67% |
False |
False |
71,338 |
| 40 |
683-0 |
592-0 |
91-0 |
13.7% |
13-1 |
2.0% |
77% |
False |
False |
63,018 |
| 60 |
683-0 |
548-0 |
135-0 |
20.4% |
12-7 |
1.9% |
84% |
False |
False |
56,762 |
| 80 |
683-0 |
548-0 |
135-0 |
20.4% |
12-2 |
1.8% |
84% |
False |
False |
50,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
752-0 |
|
2.618 |
723-0 |
|
1.618 |
705-2 |
|
1.000 |
694-2 |
|
0.618 |
687-4 |
|
HIGH |
676-4 |
|
0.618 |
669-6 |
|
0.500 |
667-5 |
|
0.382 |
665-4 |
|
LOW |
658-6 |
|
0.618 |
647-6 |
|
1.000 |
641-0 |
|
1.618 |
630-0 |
|
2.618 |
612-2 |
|
4.250 |
583-2 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
667-5 |
660-4 |
| PP |
665-6 |
659-1 |
| S1 |
663-7 |
657-5 |
|