CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
779-4 |
761-0 |
-18-4 |
-2.4% |
755-4 |
| High |
779-4 |
775-0 |
-4-4 |
-0.6% |
779-4 |
| Low |
761-0 |
759-0 |
-2-0 |
-0.3% |
753-0 |
| Close |
766-2 |
774-0 |
7-6 |
1.0% |
774-0 |
| Range |
18-4 |
16-0 |
-2-4 |
-13.5% |
26-4 |
| ATR |
20-5 |
20-3 |
-0-3 |
-1.6% |
0-0 |
| Volume |
154,203 |
214,484 |
60,281 |
39.1% |
731,559 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817-3 |
811-5 |
782-6 |
|
| R3 |
801-3 |
795-5 |
778-3 |
|
| R2 |
785-3 |
785-3 |
776-7 |
|
| R1 |
779-5 |
779-5 |
775-4 |
782-4 |
| PP |
769-3 |
769-3 |
769-3 |
770-6 |
| S1 |
763-5 |
763-5 |
772-4 |
766-4 |
| S2 |
753-3 |
753-3 |
771-1 |
|
| S3 |
737-3 |
747-5 |
769-5 |
|
| S4 |
721-3 |
731-5 |
765-2 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
848-3 |
837-5 |
788-5 |
|
| R3 |
821-7 |
811-1 |
781-2 |
|
| R2 |
795-3 |
795-3 |
778-7 |
|
| R1 |
784-5 |
784-5 |
776-3 |
790-0 |
| PP |
768-7 |
768-7 |
768-7 |
771-4 |
| S1 |
758-1 |
758-1 |
771-5 |
763-4 |
| S2 |
742-3 |
742-3 |
769-1 |
|
| S3 |
715-7 |
731-5 |
766-6 |
|
| S4 |
689-3 |
705-1 |
759-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
779-4 |
753-0 |
26-4 |
3.4% |
15-0 |
1.9% |
79% |
False |
False |
146,311 |
| 10 |
779-4 |
669-0 |
110-4 |
14.3% |
13-0 |
1.7% |
95% |
False |
False |
119,822 |
| 20 |
779-4 |
615-4 |
164-0 |
21.2% |
15-6 |
2.0% |
97% |
False |
False |
106,745 |
| 40 |
779-4 |
615-4 |
164-0 |
21.2% |
15-5 |
2.0% |
97% |
False |
False |
87,636 |
| 60 |
779-4 |
615-4 |
164-0 |
21.2% |
14-1 |
1.8% |
97% |
False |
False |
73,952 |
| 80 |
779-4 |
594-2 |
185-2 |
23.9% |
12-5 |
1.6% |
97% |
False |
False |
61,985 |
| 100 |
779-4 |
534-6 |
244-6 |
31.6% |
11-7 |
1.5% |
98% |
False |
False |
56,035 |
| 120 |
779-4 |
534-6 |
244-6 |
31.6% |
11-6 |
1.5% |
98% |
False |
False |
52,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
843-0 |
|
2.618 |
816-7 |
|
1.618 |
800-7 |
|
1.000 |
791-0 |
|
0.618 |
784-7 |
|
HIGH |
775-0 |
|
0.618 |
768-7 |
|
0.500 |
767-0 |
|
0.382 |
765-1 |
|
LOW |
759-0 |
|
0.618 |
749-1 |
|
1.000 |
743-0 |
|
1.618 |
733-1 |
|
2.618 |
717-1 |
|
4.250 |
691-0 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
771-5 |
772-3 |
| PP |
769-3 |
770-7 |
| S1 |
767-0 |
769-2 |
|