CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
660-0 |
674-0 |
14-0 |
2.1% |
634-4 |
High |
672-0 |
678-4 |
6-4 |
1.0% |
676-4 |
Low |
657-4 |
655-4 |
-2-0 |
-0.3% |
633-4 |
Close |
670-4 |
662-4 |
-8-0 |
-1.2% |
666-4 |
Range |
14-4 |
23-0 |
8-4 |
58.6% |
43-0 |
ATR |
17-4 |
17-7 |
0-3 |
2.2% |
0-0 |
Volume |
51,705 |
67,332 |
15,627 |
30.2% |
334,156 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-4 |
721-4 |
675-1 |
|
R3 |
711-4 |
698-4 |
668-7 |
|
R2 |
688-4 |
688-4 |
666-6 |
|
R1 |
675-4 |
675-4 |
664-5 |
670-4 |
PP |
665-4 |
665-4 |
665-4 |
663-0 |
S1 |
652-4 |
652-4 |
660-3 |
647-4 |
S2 |
642-4 |
642-4 |
658-2 |
|
S3 |
619-4 |
629-4 |
656-1 |
|
S4 |
596-4 |
606-4 |
649-7 |
|
|
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 |
678-4 |
654-4 |
24-0 |
3.6% |
17-3 |
2.6% |
33% |
True |
False |
64,572 |
10 |
678-4 |
619-2 |
59-2 |
8.9% |
15-5 |
2.4% |
73% |
True |
False |
72,151 |
20 |
678-4 |
619-2 |
59-2 |
8.9% |
16-1 |
2.4% |
73% |
True |
False |
71,596 |
40 |
683-0 |
592-0 |
91-0 |
13.7% |
13-5 |
2.1% |
77% |
False |
False |
64,190 |
60 |
683-0 |
548-0 |
135-0 |
20.4% |
13-2 |
2.0% |
85% |
False |
False |
57,846 |
80 |
683-0 |
548-0 |
135-0 |
20.4% |
12-4 |
1.9% |
85% |
False |
False |
52,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
776-2 |
2.618 |
738-6 |
1.618 |
715-6 |
1.000 |
701-4 |
0.618 |
692-6 |
HIGH |
678-4 |
0.618 |
669-6 |
0.500 |
667-0 |
0.382 |
664-2 |
LOW |
655-4 |
0.618 |
641-2 |
1.000 |
632-4 |
1.618 |
618-2 |
2.618 |
595-2 |
4.250 |
557-6 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
667-0 |
666-4 |
PP |
665-4 |
665-1 |
S1 |
664-0 |
663-7 |
|