CME Pit-Traded Corn Future December 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 |
667-0 |
658-4 |
-8-4 |
-1.3% |
676-0 |
High |
668-4 |
667-4 |
-1-0 |
-0.1% |
682-6 |
Low |
654-0 |
653-0 |
-1-0 |
-0.2% |
637-2 |
Close |
662-2 |
665-2 |
3-0 |
0.5% |
669-4 |
Range |
14-4 |
14-4 |
0-0 |
0.0% |
45-4 |
ATR |
16-5 |
16-4 |
-0-1 |
-0.9% |
0-0 |
Volume |
66,767 |
73,374 |
6,607 |
9.9% |
335,183 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
705-3 |
699-7 |
673-2 |
|
R3 |
690-7 |
685-3 |
669-2 |
|
R2 |
676-3 |
676-3 |
667-7 |
|
R1 |
670-7 |
670-7 |
666-5 |
673-5 |
PP |
661-7 |
661-7 |
661-7 |
663-2 |
S1 |
656-3 |
656-3 |
663-7 |
659-1 |
S2 |
647-3 |
647-3 |
662-5 |
|
S3 |
632-7 |
641-7 |
661-2 |
|
S4 |
618-3 |
627-3 |
657-2 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-5 |
780-1 |
694-4 |
|
R3 |
754-1 |
734-5 |
682-0 |
|
R2 |
708-5 |
708-5 |
677-7 |
|
R1 |
689-1 |
689-1 |
673-5 |
676-1 |
PP |
663-1 |
663-1 |
663-1 |
656-6 |
S1 |
643-5 |
643-5 |
665-3 |
630-5 |
S2 |
617-5 |
617-5 |
661-1 |
|
S3 |
572-1 |
598-1 |
657-0 |
|
S4 |
526-5 |
552-5 |
644-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
673-0 |
637-2 |
35-6 |
5.4% |
18-7 |
2.8% |
78% |
False |
False |
74,424 |
10 |
683-0 |
637-2 |
45-6 |
6.9% |
15-7 |
2.4% |
61% |
False |
False |
68,245 |
20 |
683-0 |
627-2 |
55-6 |
8.4% |
13-7 |
2.1% |
68% |
False |
False |
60,905 |
40 |
683-0 |
548-0 |
135-0 |
20.3% |
12-7 |
1.9% |
87% |
False |
False |
57,548 |
60 |
683-0 |
548-0 |
135-0 |
20.3% |
12-2 |
1.8% |
87% |
False |
False |
49,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
729-1 |
2.618 |
705-4 |
1.618 |
691-0 |
1.000 |
682-0 |
0.618 |
676-4 |
HIGH |
667-4 |
0.618 |
662-0 |
0.500 |
660-2 |
0.382 |
658-4 |
LOW |
653-0 |
0.618 |
644-0 |
1.000 |
638-4 |
1.618 |
629-4 |
2.618 |
615-0 |
4.250 |
591-3 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
663-5 |
664-4 |
PP |
661-7 |
663-6 |
S1 |
660-2 |
663-0 |
|