CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
675-4 |
674-4 |
-1-0 |
-0.1% |
660-0 |
High |
683-6 |
684-0 |
0-2 |
0.0% |
684-0 |
Low |
675-4 |
671-4 |
-4-0 |
-0.6% |
655-4 |
Close |
676-2 |
684-0 |
7-6 |
1.1% |
684-0 |
Range |
8-2 |
12-4 |
4-2 |
51.5% |
28-4 |
ATR |
16-7 |
16-5 |
-0-3 |
-1.9% |
0-0 |
Volume |
54,854 |
73,201 |
18,347 |
33.4% |
329,469 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-3 |
713-1 |
690-7 |
|
R3 |
704-7 |
700-5 |
687-4 |
|
R2 |
692-3 |
692-3 |
686-2 |
|
R1 |
688-1 |
688-1 |
685-1 |
690-2 |
PP |
679-7 |
679-7 |
679-7 |
680-7 |
S1 |
675-5 |
675-5 |
682-7 |
677-6 |
S2 |
667-3 |
667-3 |
681-6 |
|
S3 |
654-7 |
663-1 |
680-4 |
|
S4 |
642-3 |
650-5 |
677-1 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-0 |
750-4 |
699-5 |
|
R3 |
731-4 |
722-0 |
691-7 |
|
R2 |
703-0 |
703-0 |
689-2 |
|
R1 |
693-4 |
693-4 |
686-5 |
698-2 |
PP |
674-4 |
674-4 |
674-4 |
676-7 |
S1 |
665-0 |
665-0 |
681-3 |
669-6 |
S2 |
646-0 |
646-0 |
678-6 |
|
S3 |
617-4 |
636-4 |
676-1 |
|
S4 |
589-0 |
608-0 |
668-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
684-0 |
655-4 |
28-4 |
4.2% |
13-2 |
1.9% |
100% |
True |
False |
65,893 |
10 |
684-0 |
633-4 |
50-4 |
7.4% |
14-2 |
2.1% |
100% |
True |
False |
66,362 |
20 |
684-0 |
619-2 |
64-6 |
9.5% |
14-4 |
2.1% |
100% |
True |
False |
70,161 |
40 |
684-0 |
619-2 |
64-6 |
9.5% |
13-7 |
2.0% |
100% |
True |
False |
66,701 |
60 |
684-0 |
548-0 |
136-0 |
19.9% |
13-2 |
1.9% |
100% |
True |
False |
59,820 |
80 |
684-0 |
548-0 |
136-0 |
19.9% |
12-5 |
1.8% |
100% |
True |
False |
53,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-1 |
2.618 |
716-6 |
1.618 |
704-2 |
1.000 |
696-4 |
0.618 |
691-6 |
HIGH |
684-0 |
0.618 |
679-2 |
0.500 |
677-6 |
0.382 |
676-2 |
LOW |
671-4 |
0.618 |
663-6 |
1.000 |
659-0 |
1.618 |
651-2 |
2.618 |
638-6 |
4.250 |
618-3 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
681-7 |
680-3 |
PP |
679-7 |
676-5 |
S1 |
677-6 |
673-0 |
|