CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
756-4 |
765-0 |
8-4 |
1.1% |
692-0 |
| High |
770-2 |
765-0 |
-5-2 |
-0.7% |
738-2 |
| Low |
755-4 |
757-4 |
2-0 |
0.3% |
660-0 |
| Close |
766-6 |
763-0 |
-3-6 |
-0.5% |
736-0 |
| Range |
14-6 |
7-4 |
-7-2 |
-49.2% |
78-2 |
| ATR |
22-5 |
21-6 |
-1-0 |
-4.2% |
0-0 |
| Volume |
166,612 |
136,234 |
-30,378 |
-18.2% |
730,875 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784-3 |
781-1 |
767-1 |
|
| R3 |
776-7 |
773-5 |
765-0 |
|
| R2 |
769-3 |
769-3 |
764-3 |
|
| R1 |
766-1 |
766-1 |
763-6 |
764-0 |
| PP |
761-7 |
761-7 |
761-7 |
760-6 |
| S1 |
758-5 |
758-5 |
762-2 |
756-4 |
| S2 |
754-3 |
754-3 |
761-5 |
|
| S3 |
746-7 |
751-1 |
761-0 |
|
| S4 |
739-3 |
743-5 |
758-7 |
|
|
| 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 |
693-2 |
77-0 |
10.1% |
10-0 |
1.3% |
91% |
False |
False |
156,637 |
| 10 |
770-2 |
660-0 |
110-2 |
14.4% |
15-4 |
2.0% |
93% |
False |
False |
164,366 |
| 20 |
770-2 |
608-4 |
161-6 |
21.2% |
16-3 |
2.1% |
96% |
False |
False |
172,550 |
| 40 |
770-2 |
608-4 |
161-6 |
21.2% |
16-0 |
2.1% |
96% |
False |
False |
165,670 |
| 60 |
770-2 |
608-4 |
161-6 |
21.2% |
14-4 |
1.9% |
96% |
False |
False |
126,788 |
| 80 |
770-2 |
590-0 |
180-2 |
23.6% |
13-0 |
1.7% |
96% |
False |
False |
100,483 |
| 100 |
770-2 |
530-6 |
239-4 |
31.4% |
12-4 |
1.6% |
97% |
False |
False |
85,209 |
| 120 |
770-2 |
530-6 |
239-4 |
31.4% |
12-1 |
1.6% |
97% |
False |
False |
74,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796-7 |
|
2.618 |
784-5 |
|
1.618 |
777-1 |
|
1.000 |
772-4 |
|
0.618 |
769-5 |
|
HIGH |
765-0 |
|
0.618 |
762-1 |
|
0.500 |
761-2 |
|
0.382 |
760-3 |
|
LOW |
757-4 |
|
0.618 |
752-7 |
|
1.000 |
750-0 |
|
1.618 |
745-3 |
|
2.618 |
737-7 |
|
4.250 |
725-5 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
762-3 |
761-3 |
| PP |
761-7 |
759-6 |
| S1 |
761-2 |
758-1 |
|