CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
755-0 |
764-0 |
9-0 |
1.2% |
769-4 |
| High |
756-4 |
767-4 |
11-0 |
1.5% |
778-2 |
| Low |
748-0 |
729-4 |
-18-4 |
-2.5% |
739-4 |
| Close |
749-0 |
732-6 |
-16-2 |
-2.2% |
742-0 |
| Range |
8-4 |
38-0 |
29-4 |
347.1% |
38-6 |
| ATR |
19-2 |
20-5 |
1-3 |
7.0% |
0-0 |
| Volume |
103,891 |
115,211 |
11,320 |
10.9% |
910,235 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857-2 |
833-0 |
753-5 |
|
| R3 |
819-2 |
795-0 |
743-2 |
|
| R2 |
781-2 |
781-2 |
739-6 |
|
| R1 |
757-0 |
757-0 |
736-2 |
750-1 |
| PP |
743-2 |
743-2 |
743-2 |
739-6 |
| S1 |
719-0 |
719-0 |
729-2 |
712-1 |
| S2 |
705-2 |
705-2 |
725-6 |
|
| S3 |
667-2 |
681-0 |
722-2 |
|
| S4 |
629-2 |
643-0 |
711-7 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869-4 |
844-4 |
763-2 |
|
| R3 |
830-6 |
805-6 |
752-5 |
|
| R2 |
792-0 |
792-0 |
749-1 |
|
| R1 |
767-0 |
767-0 |
745-4 |
760-1 |
| PP |
753-2 |
753-2 |
753-2 |
749-6 |
| S1 |
728-2 |
728-2 |
738-4 |
721-3 |
| S2 |
714-4 |
714-4 |
734-7 |
|
| S3 |
675-6 |
689-4 |
731-3 |
|
| S4 |
637-0 |
650-6 |
720-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
767-4 |
729-4 |
38-0 |
5.2% |
17-6 |
2.4% |
9% |
True |
True |
144,033 |
| 10 |
778-2 |
729-4 |
48-6 |
6.7% |
17-4 |
2.4% |
7% |
False |
True |
173,947 |
| 20 |
778-2 |
660-0 |
118-2 |
16.1% |
16-4 |
2.3% |
62% |
False |
False |
169,157 |
| 40 |
778-2 |
608-4 |
169-6 |
23.2% |
16-7 |
2.3% |
73% |
False |
False |
177,782 |
| 60 |
778-2 |
608-4 |
169-6 |
23.2% |
15-3 |
2.1% |
73% |
False |
False |
148,301 |
| 80 |
778-2 |
604-0 |
174-2 |
23.8% |
14-3 |
2.0% |
74% |
False |
False |
119,759 |
| 100 |
778-2 |
551-2 |
227-0 |
31.0% |
13-0 |
1.8% |
80% |
False |
False |
100,223 |
| 120 |
778-2 |
530-6 |
247-4 |
33.8% |
12-6 |
1.7% |
82% |
False |
False |
87,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
929-0 |
|
2.618 |
867-0 |
|
1.618 |
829-0 |
|
1.000 |
805-4 |
|
0.618 |
791-0 |
|
HIGH |
767-4 |
|
0.618 |
753-0 |
|
0.500 |
748-4 |
|
0.382 |
744-0 |
|
LOW |
729-4 |
|
0.618 |
706-0 |
|
1.000 |
691-4 |
|
1.618 |
668-0 |
|
2.618 |
630-0 |
|
4.250 |
568-0 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
748-4 |
748-4 |
| PP |
743-2 |
743-2 |
| S1 |
738-0 |
738-0 |
|