CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
714-0 |
687-0 |
-27-0 |
-3.8% |
751-0 |
| High |
718-4 |
687-0 |
-31-4 |
-4.4% |
757-0 |
| Low |
705-4 |
668-4 |
-37-0 |
-5.2% |
678-0 |
| Close |
706-0 |
668-6 |
-37-2 |
-5.3% |
682-6 |
| Range |
13-0 |
18-4 |
5-4 |
42.3% |
79-0 |
| ATR |
21-7 |
23-0 |
1-1 |
5.1% |
0-0 |
| Volume |
3,041 |
2,941 |
-100 |
-3.3% |
68,072 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-2 |
718-0 |
678-7 |
|
| R3 |
711-6 |
699-4 |
673-7 |
|
| R2 |
693-2 |
693-2 |
672-1 |
|
| R1 |
681-0 |
681-0 |
670-4 |
677-7 |
| PP |
674-6 |
674-6 |
674-6 |
673-2 |
| S1 |
662-4 |
662-4 |
667-0 |
659-3 |
| S2 |
656-2 |
656-2 |
665-3 |
|
| S3 |
637-6 |
644-0 |
663-5 |
|
| S4 |
619-2 |
625-4 |
658-5 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942-7 |
891-7 |
726-2 |
|
| R3 |
863-7 |
812-7 |
704-4 |
|
| R2 |
784-7 |
784-7 |
697-2 |
|
| R1 |
733-7 |
733-7 |
690-0 |
719-7 |
| PP |
705-7 |
705-7 |
705-7 |
699-0 |
| S1 |
654-7 |
654-7 |
675-4 |
640-7 |
| S2 |
626-7 |
626-7 |
668-2 |
|
| S3 |
547-7 |
575-7 |
661-0 |
|
| S4 |
468-7 |
496-7 |
639-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
718-4 |
668-4 |
50-0 |
7.5% |
18-1 |
2.7% |
1% |
False |
True |
4,911 |
| 10 |
757-0 |
668-4 |
88-4 |
13.2% |
21-4 |
3.2% |
0% |
False |
True |
28,610 |
| 20 |
770-0 |
668-4 |
101-4 |
15.2% |
19-1 |
2.9% |
0% |
False |
True |
86,160 |
| 40 |
778-2 |
608-4 |
169-6 |
25.4% |
17-6 |
2.7% |
35% |
False |
False |
130,518 |
| 60 |
778-2 |
608-4 |
169-6 |
25.4% |
17-4 |
2.6% |
35% |
False |
False |
143,991 |
| 80 |
778-2 |
608-4 |
169-6 |
25.4% |
16-0 |
2.4% |
35% |
False |
False |
124,410 |
| 100 |
778-2 |
596-0 |
182-2 |
27.3% |
14-5 |
2.2% |
40% |
False |
False |
104,810 |
| 120 |
778-2 |
530-6 |
247-4 |
37.0% |
13-5 |
2.0% |
56% |
False |
False |
91,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-5 |
|
2.618 |
735-3 |
|
1.618 |
716-7 |
|
1.000 |
705-4 |
|
0.618 |
698-3 |
|
HIGH |
687-0 |
|
0.618 |
679-7 |
|
0.500 |
677-6 |
|
0.382 |
675-5 |
|
LOW |
668-4 |
|
0.618 |
657-1 |
|
1.000 |
650-0 |
|
1.618 |
638-5 |
|
2.618 |
620-1 |
|
4.250 |
589-7 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
677-6 |
693-4 |
| PP |
674-6 |
685-2 |
| S1 |
671-6 |
677-0 |
|