CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
674-0 |
666-0 |
-8-0 |
-1.2% |
634-4 |
| High |
678-4 |
670-2 |
-8-2 |
-1.2% |
676-4 |
| Low |
655-4 |
662-0 |
6-4 |
1.0% |
633-4 |
| Close |
662-4 |
670-6 |
8-2 |
1.2% |
666-4 |
| Range |
23-0 |
8-2 |
-14-6 |
-64.1% |
43-0 |
| ATR |
17-7 |
17-2 |
-0-6 |
-3.8% |
0-0 |
| Volume |
67,332 |
82,377 |
15,045 |
22.3% |
334,156 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-3 |
689-7 |
675-2 |
|
| R3 |
684-1 |
681-5 |
673-0 |
|
| R2 |
675-7 |
675-7 |
672-2 |
|
| R1 |
673-3 |
673-3 |
671-4 |
674-5 |
| PP |
667-5 |
667-5 |
667-5 |
668-2 |
| S1 |
665-1 |
665-1 |
670-0 |
666-3 |
| S2 |
659-3 |
659-3 |
669-2 |
|
| S3 |
651-1 |
656-7 |
668-4 |
|
| S4 |
642-7 |
648-5 |
666-2 |
|
|
| 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% |
16-0 |
2.4% |
68% |
False |
False |
67,850 |
| 10 |
678-4 |
619-2 |
59-2 |
8.8% |
14-7 |
2.2% |
87% |
False |
False |
73,182 |
| 20 |
678-4 |
619-2 |
59-2 |
8.8% |
16-0 |
2.4% |
87% |
False |
False |
72,267 |
| 40 |
683-0 |
592-0 |
91-0 |
13.6% |
13-5 |
2.0% |
87% |
False |
False |
65,342 |
| 60 |
683-0 |
548-0 |
135-0 |
20.1% |
13-2 |
2.0% |
91% |
False |
False |
58,860 |
| 80 |
683-0 |
548-0 |
135-0 |
20.1% |
12-4 |
1.9% |
91% |
False |
False |
52,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
705-2 |
|
2.618 |
691-7 |
|
1.618 |
683-5 |
|
1.000 |
678-4 |
|
0.618 |
675-3 |
|
HIGH |
670-2 |
|
0.618 |
667-1 |
|
0.500 |
666-1 |
|
0.382 |
665-1 |
|
LOW |
662-0 |
|
0.618 |
656-7 |
|
1.000 |
653-6 |
|
1.618 |
648-5 |
|
2.618 |
640-3 |
|
4.250 |
627-0 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
669-2 |
669-4 |
| PP |
667-5 |
668-2 |
| S1 |
666-1 |
667-0 |
|