CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
777-0 |
764-4 |
-12-4 |
-1.6% |
755-4 |
| High |
777-0 |
771-4 |
-5-4 |
-0.7% |
779-4 |
| Low |
751-2 |
752-2 |
1-0 |
0.1% |
753-0 |
| Close |
757-4 |
761-0 |
3-4 |
0.5% |
774-0 |
| Range |
25-6 |
19-2 |
-6-4 |
-25.2% |
26-4 |
| ATR |
20-3 |
20-2 |
-0-1 |
-0.4% |
0-0 |
| Volume |
177,453 |
178,249 |
796 |
0.4% |
731,559 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819-3 |
809-3 |
771-5 |
|
| R3 |
800-1 |
790-1 |
766-2 |
|
| R2 |
780-7 |
780-7 |
764-4 |
|
| R1 |
770-7 |
770-7 |
762-6 |
766-2 |
| PP |
761-5 |
761-5 |
761-5 |
759-2 |
| S1 |
751-5 |
751-5 |
759-2 |
747-0 |
| S2 |
742-3 |
742-3 |
757-4 |
|
| S3 |
723-1 |
732-3 |
755-6 |
|
| S4 |
703-7 |
713-1 |
750-3 |
|
|
| 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 |
782-2 |
751-2 |
31-0 |
4.1% |
18-0 |
2.4% |
31% |
False |
False |
170,913 |
| 10 |
782-2 |
701-0 |
81-2 |
10.7% |
14-1 |
1.9% |
74% |
False |
False |
145,822 |
| 20 |
782-2 |
644-0 |
138-2 |
18.2% |
15-1 |
2.0% |
85% |
False |
False |
115,728 |
| 40 |
782-2 |
615-4 |
166-6 |
21.9% |
16-1 |
2.1% |
87% |
False |
False |
94,913 |
| 60 |
782-2 |
615-4 |
166-6 |
21.9% |
14-4 |
1.9% |
87% |
False |
False |
79,175 |
| 80 |
782-2 |
608-4 |
173-6 |
22.8% |
13-0 |
1.7% |
88% |
False |
False |
67,307 |
| 100 |
782-2 |
534-6 |
247-4 |
32.5% |
12-1 |
1.6% |
91% |
False |
False |
59,613 |
| 120 |
782-2 |
534-6 |
247-4 |
32.5% |
11-7 |
1.6% |
91% |
False |
False |
55,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853-2 |
|
2.618 |
821-7 |
|
1.618 |
802-5 |
|
1.000 |
790-6 |
|
0.618 |
783-3 |
|
HIGH |
771-4 |
|
0.618 |
764-1 |
|
0.500 |
761-7 |
|
0.382 |
759-5 |
|
LOW |
752-2 |
|
0.618 |
740-3 |
|
1.000 |
733-0 |
|
1.618 |
721-1 |
|
2.618 |
701-7 |
|
4.250 |
670-4 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
761-7 |
766-6 |
| PP |
761-5 |
764-7 |
| S1 |
761-2 |
762-7 |
|