CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
725-0 |
719-2 |
-5-6 |
-0.8% |
751-0 |
| High |
731-0 |
728-0 |
-3-0 |
-0.4% |
770-0 |
| Low |
717-0 |
713-0 |
-4-0 |
-0.6% |
717-4 |
| Close |
719-0 |
726-4 |
7-4 |
1.0% |
754-0 |
| Range |
14-0 |
15-0 |
1-0 |
7.1% |
52-4 |
| ATR |
21-5 |
21-2 |
-0-4 |
-2.2% |
0-0 |
| Volume |
20,245 |
9,296 |
-10,949 |
-54.1% |
605,606 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-4 |
762-0 |
734-6 |
|
| R3 |
752-4 |
747-0 |
730-5 |
|
| R2 |
737-4 |
737-4 |
729-2 |
|
| R1 |
732-0 |
732-0 |
727-7 |
734-6 |
| PP |
722-4 |
722-4 |
722-4 |
723-7 |
| S1 |
717-0 |
717-0 |
725-1 |
719-6 |
| S2 |
707-4 |
707-4 |
723-6 |
|
| S3 |
692-4 |
702-0 |
722-3 |
|
| S4 |
677-4 |
687-0 |
718-2 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904-5 |
881-7 |
782-7 |
|
| R3 |
852-1 |
829-3 |
768-4 |
|
| R2 |
799-5 |
799-5 |
763-5 |
|
| R1 |
776-7 |
776-7 |
758-6 |
788-2 |
| PP |
747-1 |
747-1 |
747-1 |
752-7 |
| S1 |
724-3 |
724-3 |
749-2 |
735-6 |
| S2 |
694-5 |
694-5 |
744-3 |
|
| S3 |
642-1 |
671-7 |
739-4 |
|
| S4 |
589-5 |
619-3 |
725-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
757-0 |
713-0 |
44-0 |
6.1% |
24-6 |
3.4% |
31% |
False |
True |
52,308 |
| 10 |
770-0 |
713-0 |
57-0 |
7.8% |
22-1 |
3.0% |
24% |
False |
True |
88,371 |
| 20 |
778-2 |
713-0 |
65-2 |
9.0% |
18-2 |
2.5% |
21% |
False |
True |
132,210 |
| 40 |
778-2 |
608-4 |
169-6 |
23.4% |
17-5 |
2.4% |
70% |
False |
False |
153,477 |
| 60 |
778-2 |
608-4 |
169-6 |
23.4% |
16-6 |
2.3% |
70% |
False |
False |
154,139 |
| 80 |
778-2 |
608-4 |
169-6 |
23.4% |
15-4 |
2.1% |
70% |
False |
False |
126,867 |
| 100 |
778-2 |
576-0 |
202-2 |
27.8% |
14-0 |
1.9% |
74% |
False |
False |
105,791 |
| 120 |
778-2 |
530-6 |
247-4 |
34.1% |
13-4 |
1.9% |
79% |
False |
False |
92,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791-6 |
|
2.618 |
767-2 |
|
1.618 |
752-2 |
|
1.000 |
743-0 |
|
0.618 |
737-2 |
|
HIGH |
728-0 |
|
0.618 |
722-2 |
|
0.500 |
720-4 |
|
0.382 |
718-6 |
|
LOW |
713-0 |
|
0.618 |
703-6 |
|
1.000 |
698-0 |
|
1.618 |
688-6 |
|
2.618 |
673-6 |
|
4.250 |
649-2 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-4 |
735-0 |
| PP |
722-4 |
732-1 |
| S1 |
720-4 |
729-3 |
|