CME Pit-Traded Corn Future March 2012
| 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 |
684-4 |
665-0 |
-19-4 |
-2.8% |
646-0 |
| High |
684-6 |
680-4 |
-4-2 |
-0.6% |
685-2 |
| Low |
672-4 |
665-0 |
-7-4 |
-1.1% |
645-0 |
| Close |
672-0 |
676-6 |
4-6 |
0.7% |
676-6 |
| Range |
12-2 |
15-4 |
3-2 |
26.5% |
40-2 |
| ATR |
0-0 |
15-2 |
15-2 |
|
0-0 |
| Volume |
5,182 |
3,931 |
-1,251 |
-24.1% |
22,866 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-5 |
714-1 |
685-2 |
|
| R3 |
705-1 |
698-5 |
681-0 |
|
| R2 |
689-5 |
689-5 |
679-5 |
|
| R1 |
683-1 |
683-1 |
678-1 |
686-3 |
| PP |
674-1 |
674-1 |
674-1 |
675-6 |
| S1 |
667-5 |
667-5 |
675-3 |
670-7 |
| S2 |
658-5 |
658-5 |
673-7 |
|
| S3 |
643-1 |
652-1 |
672-4 |
|
| S4 |
627-5 |
636-5 |
668-2 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789-6 |
773-4 |
698-7 |
|
| R3 |
749-4 |
733-2 |
687-7 |
|
| R2 |
709-2 |
709-2 |
684-1 |
|
| R1 |
693-0 |
693-0 |
680-4 |
701-1 |
| PP |
669-0 |
669-0 |
669-0 |
673-0 |
| S1 |
652-6 |
652-6 |
673-0 |
660-7 |
| S2 |
628-6 |
628-6 |
669-3 |
|
| S3 |
588-4 |
612-4 |
665-5 |
|
| S4 |
548-2 |
572-2 |
654-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-3 |
|
2.618 |
721-1 |
|
1.618 |
705-5 |
|
1.000 |
696-0 |
|
0.618 |
690-1 |
|
HIGH |
680-4 |
|
0.618 |
674-5 |
|
0.500 |
672-6 |
|
0.382 |
670-7 |
|
LOW |
665-0 |
|
0.618 |
655-3 |
|
1.000 |
649-4 |
|
1.618 |
639-7 |
|
2.618 |
624-3 |
|
4.250 |
599-1 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
675-3 |
676-2 |
| PP |
674-1 |
675-5 |
| S1 |
672-6 |
675-1 |
|