CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
729-0 |
751-0 |
22-0 |
3.0% |
751-0 |
| High |
756-4 |
757-0 |
0-4 |
0.1% |
770-0 |
| Low |
726-0 |
729-0 |
3-0 |
0.4% |
717-4 |
| Close |
754-0 |
730-6 |
-23-2 |
-3.1% |
754-0 |
| Range |
30-4 |
28-0 |
-2-4 |
-8.2% |
52-4 |
| ATR |
21-7 |
22-2 |
0-4 |
2.0% |
0-0 |
| Volume |
54,414 |
24,269 |
-30,145 |
-55.4% |
605,606 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822-7 |
804-7 |
746-1 |
|
| R3 |
794-7 |
776-7 |
738-4 |
|
| R2 |
766-7 |
766-7 |
735-7 |
|
| R1 |
748-7 |
748-7 |
733-3 |
743-7 |
| PP |
738-7 |
738-7 |
738-7 |
736-4 |
| S1 |
720-7 |
720-7 |
728-1 |
715-7 |
| S2 |
710-7 |
710-7 |
725-5 |
|
| S3 |
682-7 |
692-7 |
723-0 |
|
| S4 |
654-7 |
664-7 |
715-3 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904-5 |
881-7 |
782-7 |
|
| R3 |
852-1 |
829-3 |
768-4 |
|
| R2 |
799-5 |
799-5 |
763-5 |
|
| R1 |
776-7 |
776-7 |
758-6 |
788-2 |
| PP |
747-1 |
747-1 |
747-1 |
752-7 |
| S1 |
724-3 |
724-3 |
749-2 |
735-6 |
| S2 |
694-5 |
694-5 |
744-3 |
|
| S3 |
642-1 |
671-7 |
739-4 |
|
| S4 |
589-5 |
619-3 |
725-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770-0 |
717-4 |
52-4 |
7.2% |
24-6 |
3.4% |
25% |
False |
False |
101,706 |
| 10 |
770-0 |
717-4 |
52-4 |
7.2% |
21-7 |
3.0% |
25% |
False |
False |
113,610 |
| 20 |
778-2 |
717-4 |
60-6 |
8.3% |
18-4 |
2.5% |
22% |
False |
False |
149,003 |
| 40 |
778-2 |
608-4 |
169-6 |
23.2% |
17-5 |
2.4% |
72% |
False |
False |
161,078 |
| 60 |
778-2 |
608-4 |
169-6 |
23.2% |
16-6 |
2.3% |
72% |
False |
False |
155,265 |
| 80 |
778-2 |
604-0 |
174-2 |
23.8% |
15-3 |
2.1% |
73% |
False |
False |
127,360 |
| 100 |
778-2 |
565-2 |
213-0 |
29.1% |
14-0 |
1.9% |
78% |
False |
False |
106,061 |
| 120 |
778-2 |
530-6 |
247-4 |
33.9% |
13-4 |
1.9% |
81% |
False |
False |
92,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876-0 |
|
2.618 |
830-2 |
|
1.618 |
802-2 |
|
1.000 |
785-0 |
|
0.618 |
774-2 |
|
HIGH |
757-0 |
|
0.618 |
746-2 |
|
0.500 |
743-0 |
|
0.382 |
739-6 |
|
LOW |
729-0 |
|
0.618 |
711-6 |
|
1.000 |
701-0 |
|
1.618 |
683-6 |
|
2.618 |
655-6 |
|
4.250 |
610-0 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
743-0 |
737-2 |
| PP |
738-7 |
735-1 |
| S1 |
734-7 |
732-7 |
|