CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
748-4 |
756-4 |
8-0 |
1.1% |
692-0 |
| High |
764-2 |
770-2 |
6-0 |
0.8% |
738-2 |
| Low |
746-0 |
755-4 |
9-4 |
1.3% |
660-0 |
| Close |
760-2 |
766-6 |
6-4 |
0.9% |
736-0 |
| Range |
18-2 |
14-6 |
-3-4 |
-19.2% |
78-2 |
| ATR |
23-2 |
22-5 |
-0-5 |
-2.6% |
0-0 |
| Volume |
198,771 |
166,612 |
-32,159 |
-16.2% |
730,875 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808-3 |
802-3 |
774-7 |
|
| R3 |
793-5 |
787-5 |
770-6 |
|
| R2 |
778-7 |
778-7 |
769-4 |
|
| R1 |
772-7 |
772-7 |
768-1 |
775-7 |
| PP |
764-1 |
764-1 |
764-1 |
765-6 |
| S1 |
758-1 |
758-1 |
765-3 |
761-1 |
| S2 |
749-3 |
749-3 |
764-0 |
|
| S3 |
734-5 |
743-3 |
762-6 |
|
| S4 |
719-7 |
728-5 |
758-5 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946-1 |
919-3 |
779-0 |
|
| R3 |
867-7 |
841-1 |
757-4 |
|
| R2 |
789-5 |
789-5 |
750-3 |
|
| R1 |
762-7 |
762-7 |
743-1 |
776-2 |
| PP |
711-3 |
711-3 |
711-3 |
718-1 |
| S1 |
684-5 |
684-5 |
728-7 |
698-0 |
| S2 |
633-1 |
633-1 |
721-5 |
|
| S3 |
554-7 |
606-3 |
714-4 |
|
| S4 |
476-5 |
528-1 |
693-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-2 |
660-0 |
110-2 |
14.4% |
11-0 |
1.4% |
97% |
True |
False |
158,480 |
| 10 |
770-2 |
660-0 |
110-2 |
14.4% |
15-6 |
2.1% |
97% |
True |
False |
162,673 |
| 20 |
770-2 |
608-4 |
161-6 |
21.1% |
16-7 |
2.2% |
98% |
True |
False |
174,744 |
| 40 |
770-2 |
608-4 |
161-6 |
21.1% |
16-0 |
2.1% |
98% |
True |
False |
165,103 |
| 60 |
770-2 |
608-4 |
161-6 |
21.1% |
14-5 |
1.9% |
98% |
True |
False |
125,086 |
| 80 |
770-2 |
576-0 |
194-2 |
25.3% |
13-0 |
1.7% |
98% |
True |
False |
99,186 |
| 100 |
770-2 |
530-6 |
239-4 |
31.2% |
12-4 |
1.6% |
99% |
True |
False |
84,067 |
| 120 |
770-2 |
530-6 |
239-4 |
31.2% |
12-1 |
1.6% |
99% |
True |
False |
73,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833-0 |
|
2.618 |
808-7 |
|
1.618 |
794-1 |
|
1.000 |
785-0 |
|
0.618 |
779-3 |
|
HIGH |
770-2 |
|
0.618 |
764-5 |
|
0.500 |
762-7 |
|
0.382 |
761-1 |
|
LOW |
755-4 |
|
0.618 |
746-3 |
|
1.000 |
740-6 |
|
1.618 |
731-5 |
|
2.618 |
716-7 |
|
4.250 |
692-6 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
765-4 |
761-0 |
| PP |
764-1 |
755-3 |
| S1 |
762-7 |
749-5 |
|