CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
676-0 |
655-0 |
-21-0 |
-3.1% |
634-4 |
High |
676-4 |
671-0 |
-5-4 |
-0.8% |
676-4 |
Low |
658-6 |
654-4 |
-4-2 |
-0.6% |
633-4 |
Close |
662-0 |
666-4 |
4-4 |
0.7% |
666-4 |
Range |
17-6 |
16-4 |
-1-2 |
-7.0% |
43-0 |
ATR |
17-7 |
17-6 |
-0-1 |
-0.5% |
0-0 |
Volume |
75,393 |
62,446 |
-12,947 |
-17.2% |
334,156 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-4 |
706-4 |
675-5 |
|
R3 |
697-0 |
690-0 |
671-0 |
|
R2 |
680-4 |
680-4 |
669-4 |
|
R1 |
673-4 |
673-4 |
668-0 |
677-0 |
PP |
664-0 |
664-0 |
664-0 |
665-6 |
S1 |
657-0 |
657-0 |
665-0 |
660-4 |
S2 |
647-4 |
647-4 |
663-4 |
|
S3 |
631-0 |
640-4 |
662-0 |
|
S4 |
614-4 |
624-0 |
657-3 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
787-7 |
770-1 |
690-1 |
|
R3 |
744-7 |
727-1 |
678-3 |
|
R2 |
701-7 |
701-7 |
674-3 |
|
R1 |
684-1 |
684-1 |
670-4 |
693-0 |
PP |
658-7 |
658-7 |
658-7 |
663-2 |
S1 |
641-1 |
641-1 |
662-4 |
650-0 |
S2 |
615-7 |
615-7 |
658-5 |
|
S3 |
572-7 |
598-1 |
654-5 |
|
S4 |
529-7 |
555-1 |
642-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-4 |
633-4 |
43-0 |
6.5% |
15-1 |
2.3% |
77% |
False |
False |
66,831 |
10 |
676-4 |
619-2 |
57-2 |
8.6% |
14-2 |
2.1% |
83% |
False |
False |
75,023 |
20 |
682-6 |
619-2 |
63-4 |
9.5% |
14-7 |
2.2% |
74% |
False |
False |
70,446 |
40 |
683-0 |
592-0 |
91-0 |
13.7% |
13-3 |
2.0% |
82% |
False |
False |
63,787 |
60 |
683-0 |
548-0 |
135-0 |
20.3% |
13-0 |
2.0% |
88% |
False |
False |
56,919 |
80 |
683-0 |
548-0 |
135-0 |
20.3% |
12-2 |
1.8% |
88% |
False |
False |
51,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
741-1 |
2.618 |
714-2 |
1.618 |
697-6 |
1.000 |
687-4 |
0.618 |
681-2 |
HIGH |
671-0 |
0.618 |
664-6 |
0.500 |
662-6 |
0.382 |
660-6 |
LOW |
654-4 |
0.618 |
644-2 |
1.000 |
638-0 |
1.618 |
627-6 |
2.618 |
611-2 |
4.250 |
584-3 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
665-2 |
666-1 |
PP |
664-0 |
665-7 |
S1 |
662-6 |
665-4 |
|