CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
693-4 |
714-4 |
21-0 |
3.0% |
716-0 |
High |
717-0 |
720-4 |
3-4 |
0.5% |
727-0 |
Low |
691-6 |
701-4 |
9-6 |
1.4% |
684-2 |
Close |
716-0 |
703-4 |
-12-4 |
-1.7% |
716-0 |
Range |
25-2 |
19-0 |
-6-2 |
-24.8% |
42-6 |
ATR |
17-2 |
17-3 |
0-1 |
0.7% |
0-0 |
Volume |
21,875 |
23,130 |
1,255 |
5.7% |
96,422 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765-4 |
753-4 |
714-0 |
|
R3 |
746-4 |
734-4 |
708-6 |
|
R2 |
727-4 |
727-4 |
707-0 |
|
R1 |
715-4 |
715-4 |
705-2 |
712-0 |
PP |
708-4 |
708-4 |
708-4 |
706-6 |
S1 |
696-4 |
696-4 |
701-6 |
693-0 |
S2 |
689-4 |
689-4 |
700-0 |
|
S3 |
670-4 |
677-4 |
698-2 |
|
S4 |
651-4 |
658-4 |
693-0 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837-3 |
819-3 |
739-4 |
|
R3 |
794-5 |
776-5 |
727-6 |
|
R2 |
751-7 |
751-7 |
723-7 |
|
R1 |
733-7 |
733-7 |
719-7 |
737-3 |
PP |
709-1 |
709-1 |
709-1 |
710-6 |
S1 |
691-1 |
691-1 |
712-1 |
694-5 |
S2 |
666-3 |
666-3 |
708-1 |
|
S3 |
623-5 |
648-3 |
704-2 |
|
S4 |
580-7 |
605-5 |
692-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
727-0 |
684-2 |
42-6 |
6.1% |
17-7 |
2.5% |
45% |
False |
False |
21,266 |
10 |
727-0 |
684-2 |
42-6 |
6.1% |
15-6 |
2.2% |
45% |
False |
False |
20,216 |
20 |
727-0 |
684-2 |
42-6 |
6.1% |
13-3 |
1.9% |
45% |
False |
False |
23,419 |
40 |
727-0 |
583-4 |
143-4 |
20.4% |
13-2 |
1.9% |
84% |
False |
False |
19,811 |
60 |
727-0 |
583-4 |
143-4 |
20.4% |
11-5 |
1.6% |
84% |
False |
False |
15,423 |
80 |
727-0 |
570-0 |
157-0 |
22.3% |
10-4 |
1.5% |
85% |
False |
False |
13,040 |
100 |
727-0 |
541-2 |
185-6 |
26.4% |
9-3 |
1.3% |
87% |
False |
False |
10,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
801-2 |
2.618 |
770-2 |
1.618 |
751-2 |
1.000 |
739-4 |
0.618 |
732-2 |
HIGH |
720-4 |
0.618 |
713-2 |
0.500 |
711-0 |
0.382 |
708-6 |
LOW |
701-4 |
0.618 |
689-6 |
1.000 |
682-4 |
1.618 |
670-6 |
2.618 |
651-6 |
4.250 |
620-6 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
711-0 |
703-1 |
PP |
708-4 |
702-6 |
S1 |
706-0 |
702-3 |
|