CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
751-0 |
758-0 |
7-0 |
0.9% |
736-0 |
| High |
764-2 |
770-0 |
5-6 |
0.8% |
767-4 |
| Low |
746-0 |
756-0 |
10-0 |
1.3% |
729-4 |
| Close |
762-4 |
766-2 |
3-6 |
0.5% |
737-2 |
| Range |
18-2 |
14-0 |
-4-2 |
-23.3% |
38-0 |
| ATR |
20-4 |
20-0 |
-0-4 |
-2.3% |
0-0 |
| Volume |
121,343 |
128,770 |
7,427 |
6.1% |
506,226 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806-1 |
800-1 |
774-0 |
|
| R3 |
792-1 |
786-1 |
770-1 |
|
| R2 |
778-1 |
778-1 |
768-7 |
|
| R1 |
772-1 |
772-1 |
767-4 |
775-1 |
| PP |
764-1 |
764-1 |
764-1 |
765-4 |
| S1 |
758-1 |
758-1 |
765-0 |
761-1 |
| S2 |
750-1 |
750-1 |
763-5 |
|
| S3 |
736-1 |
744-1 |
762-3 |
|
| S4 |
722-1 |
730-1 |
758-4 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858-6 |
836-0 |
758-1 |
|
| R3 |
820-6 |
798-0 |
747-6 |
|
| R2 |
782-6 |
782-6 |
744-2 |
|
| R1 |
760-0 |
760-0 |
740-6 |
771-3 |
| PP |
744-6 |
744-6 |
744-6 |
750-4 |
| S1 |
722-0 |
722-0 |
733-6 |
733-3 |
| S2 |
706-6 |
706-6 |
730-2 |
|
| S3 |
668-6 |
684-0 |
726-6 |
|
| S4 |
630-6 |
646-0 |
716-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
729-4 |
40-4 |
5.3% |
18-0 |
2.4% |
91% |
True |
False |
115,660 |
| 10 |
770-0 |
729-4 |
40-4 |
5.3% |
17-1 |
2.2% |
91% |
True |
False |
150,552 |
| 20 |
778-2 |
660-0 |
118-2 |
15.4% |
14-6 |
1.9% |
90% |
False |
False |
158,933 |
| 40 |
778-2 |
608-4 |
169-6 |
22.2% |
16-6 |
2.2% |
93% |
False |
False |
169,517 |
| 60 |
778-2 |
608-4 |
169-6 |
22.2% |
15-4 |
2.0% |
93% |
False |
False |
151,852 |
| 80 |
778-2 |
604-0 |
174-2 |
22.7% |
14-5 |
1.9% |
93% |
False |
False |
123,711 |
| 100 |
778-2 |
564-0 |
214-2 |
28.0% |
13-2 |
1.7% |
94% |
False |
False |
103,401 |
| 120 |
778-2 |
530-6 |
247-4 |
32.3% |
12-7 |
1.7% |
95% |
False |
False |
89,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
829-4 |
|
2.618 |
806-5 |
|
1.618 |
792-5 |
|
1.000 |
784-0 |
|
0.618 |
778-5 |
|
HIGH |
770-0 |
|
0.618 |
764-5 |
|
0.500 |
763-0 |
|
0.382 |
761-3 |
|
LOW |
756-0 |
|
0.618 |
747-3 |
|
1.000 |
742-0 |
|
1.618 |
733-3 |
|
2.618 |
719-3 |
|
4.250 |
696-4 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
765-1 |
760-6 |
| PP |
764-1 |
755-2 |
| S1 |
763-0 |
749-6 |
|