CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
755-0 |
769-4 |
14-4 |
1.9% |
748-4 |
| High |
769-2 |
778-2 |
9-0 |
1.2% |
772-0 |
| Low |
752-0 |
766-4 |
14-4 |
1.9% |
746-0 |
| Close |
768-0 |
776-0 |
8-0 |
1.0% |
768-0 |
| Range |
17-2 |
11-6 |
-5-4 |
-31.9% |
26-0 |
| ATR |
21-2 |
20-4 |
-0-5 |
-3.2% |
0-0 |
| Volume |
241,964 |
161,052 |
-80,912 |
-33.4% |
933,724 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808-7 |
804-1 |
782-4 |
|
| R3 |
797-1 |
792-3 |
779-2 |
|
| R2 |
785-3 |
785-3 |
778-1 |
|
| R1 |
780-5 |
780-5 |
777-1 |
783-0 |
| PP |
773-5 |
773-5 |
773-5 |
774-6 |
| S1 |
768-7 |
768-7 |
774-7 |
771-2 |
| S2 |
761-7 |
761-7 |
773-7 |
|
| S3 |
750-1 |
757-1 |
772-6 |
|
| S4 |
738-3 |
745-3 |
769-4 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840-0 |
830-0 |
782-2 |
|
| R3 |
814-0 |
804-0 |
775-1 |
|
| R2 |
788-0 |
788-0 |
772-6 |
|
| R1 |
778-0 |
778-0 |
770-3 |
783-0 |
| PP |
762-0 |
762-0 |
762-0 |
764-4 |
| S1 |
752-0 |
752-0 |
765-5 |
757-0 |
| S2 |
736-0 |
736-0 |
763-2 |
|
| S3 |
710-0 |
726-0 |
760-7 |
|
| S4 |
684-0 |
700-0 |
753-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
778-2 |
752-0 |
26-2 |
3.4% |
14-0 |
1.8% |
91% |
True |
False |
179,201 |
| 10 |
778-2 |
660-0 |
118-2 |
15.2% |
12-4 |
1.6% |
98% |
True |
False |
167,313 |
| 20 |
778-2 |
608-4 |
169-6 |
21.9% |
16-2 |
2.1% |
99% |
True |
False |
173,456 |
| 40 |
778-2 |
608-4 |
169-6 |
21.9% |
16-4 |
2.1% |
99% |
True |
False |
170,584 |
| 60 |
778-2 |
608-4 |
169-6 |
21.9% |
14-7 |
1.9% |
99% |
True |
False |
134,548 |
| 80 |
778-2 |
590-4 |
187-6 |
24.2% |
13-2 |
1.7% |
99% |
True |
False |
107,095 |
| 100 |
778-2 |
530-6 |
247-4 |
31.9% |
12-3 |
1.6% |
99% |
True |
False |
90,402 |
| 120 |
778-2 |
530-6 |
247-4 |
31.9% |
12-3 |
1.6% |
99% |
True |
False |
78,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828-2 |
|
2.618 |
809-0 |
|
1.618 |
797-2 |
|
1.000 |
790-0 |
|
0.618 |
785-4 |
|
HIGH |
778-2 |
|
0.618 |
773-6 |
|
0.500 |
772-3 |
|
0.382 |
771-0 |
|
LOW |
766-4 |
|
0.618 |
759-2 |
|
1.000 |
754-6 |
|
1.618 |
747-4 |
|
2.618 |
735-6 |
|
4.250 |
716-4 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
774-6 |
772-3 |
| PP |
773-5 |
768-6 |
| S1 |
772-3 |
765-1 |
|