CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
666-0 |
675-4 |
9-4 |
1.4% |
634-4 |
High |
670-2 |
683-6 |
13-4 |
2.0% |
676-4 |
Low |
662-0 |
675-4 |
13-4 |
2.0% |
633-4 |
Close |
670-6 |
676-2 |
5-4 |
0.8% |
666-4 |
Range |
8-2 |
8-2 |
0-0 |
0.0% |
43-0 |
ATR |
17-2 |
16-7 |
-0-2 |
-1.7% |
0-0 |
Volume |
82,377 |
54,854 |
-27,523 |
-33.4% |
334,156 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
703-2 |
698-0 |
680-6 |
|
R3 |
695-0 |
689-6 |
678-4 |
|
R2 |
686-6 |
686-6 |
677-6 |
|
R1 |
681-4 |
681-4 |
677-0 |
684-1 |
PP |
678-4 |
678-4 |
678-4 |
679-6 |
S1 |
673-2 |
673-2 |
675-4 |
675-7 |
S2 |
670-2 |
670-2 |
674-6 |
|
S3 |
662-0 |
665-0 |
674-0 |
|
S4 |
653-6 |
656-6 |
671-6 |
|
|
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 |
683-6 |
654-4 |
29-2 |
4.3% |
14-1 |
2.1% |
74% |
True |
False |
63,742 |
10 |
683-6 |
626-0 |
57-6 |
8.5% |
14-1 |
2.1% |
87% |
True |
False |
67,698 |
20 |
683-6 |
619-2 |
64-4 |
9.5% |
15-1 |
2.2% |
88% |
True |
False |
71,150 |
40 |
683-6 |
619-2 |
64-4 |
9.5% |
13-4 |
2.0% |
88% |
True |
False |
65,729 |
60 |
683-6 |
548-0 |
135-6 |
20.1% |
13-1 |
1.9% |
94% |
True |
False |
59,372 |
80 |
683-6 |
548-0 |
135-6 |
20.1% |
12-4 |
1.8% |
94% |
True |
False |
53,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
718-6 |
2.618 |
705-3 |
1.618 |
697-1 |
1.000 |
692-0 |
0.618 |
688-7 |
HIGH |
683-6 |
0.618 |
680-5 |
0.500 |
679-5 |
0.382 |
678-5 |
LOW |
675-4 |
0.618 |
670-3 |
1.000 |
667-2 |
1.618 |
662-1 |
2.618 |
653-7 |
4.250 |
640-4 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
679-5 |
674-0 |
PP |
678-4 |
671-7 |
S1 |
677-3 |
669-5 |
|