CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
761-4 |
760-0 |
-1-4 |
-0.2% |
743-0 |
| High |
772-0 |
761-0 |
-11-0 |
-1.4% |
775-4 |
| Low |
758-4 |
729-2 |
-29-2 |
-3.9% |
736-0 |
| Close |
759-2 |
729-2 |
-30-0 |
-4.0% |
744-4 |
| Range |
13-4 |
31-6 |
18-2 |
135.2% |
39-4 |
| ATR |
19-2 |
20-1 |
0-7 |
4.7% |
0-0 |
| Volume |
241,298 |
293,693 |
52,395 |
21.7% |
701,092 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
835-1 |
813-7 |
746-6 |
|
| R3 |
803-3 |
782-1 |
738-0 |
|
| R2 |
771-5 |
771-5 |
735-1 |
|
| R1 |
750-3 |
750-3 |
732-1 |
745-1 |
| PP |
739-7 |
739-7 |
739-7 |
737-2 |
| S1 |
718-5 |
718-5 |
726-3 |
713-3 |
| S2 |
708-1 |
708-1 |
723-3 |
|
| S3 |
676-3 |
686-7 |
720-4 |
|
| S4 |
644-5 |
655-1 |
711-6 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870-4 |
847-0 |
766-2 |
|
| R3 |
831-0 |
807-4 |
755-3 |
|
| R2 |
791-4 |
791-4 |
751-6 |
|
| R1 |
768-0 |
768-0 |
748-1 |
779-6 |
| PP |
752-0 |
752-0 |
752-0 |
757-7 |
| S1 |
728-4 |
728-4 |
740-7 |
740-2 |
| S2 |
712-4 |
712-4 |
737-2 |
|
| S3 |
673-0 |
689-0 |
733-5 |
|
| S4 |
633-4 |
649-4 |
722-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
777-2 |
729-2 |
48-0 |
6.6% |
18-0 |
2.5% |
0% |
False |
True |
225,264 |
| 10 |
777-2 |
729-2 |
48-0 |
6.6% |
17-7 |
2.5% |
0% |
False |
True |
196,394 |
| 20 |
782-2 |
701-0 |
81-2 |
11.1% |
16-0 |
2.2% |
35% |
False |
False |
171,108 |
| 40 |
782-2 |
615-4 |
166-6 |
22.9% |
16-3 |
2.2% |
68% |
False |
False |
128,693 |
| 60 |
782-2 |
615-4 |
166-6 |
22.9% |
15-4 |
2.1% |
68% |
False |
False |
104,977 |
| 80 |
782-2 |
608-4 |
173-6 |
23.8% |
14-4 |
2.0% |
69% |
False |
False |
89,340 |
| 100 |
782-2 |
570-0 |
212-2 |
29.1% |
13-0 |
1.8% |
75% |
False |
False |
76,111 |
| 120 |
782-2 |
534-6 |
247-4 |
33.9% |
12-5 |
1.7% |
79% |
False |
False |
69,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
896-0 |
|
2.618 |
844-1 |
|
1.618 |
812-3 |
|
1.000 |
792-6 |
|
0.618 |
780-5 |
|
HIGH |
761-0 |
|
0.618 |
748-7 |
|
0.500 |
745-1 |
|
0.382 |
741-3 |
|
LOW |
729-2 |
|
0.618 |
709-5 |
|
1.000 |
697-4 |
|
1.618 |
677-7 |
|
2.618 |
646-1 |
|
4.250 |
594-2 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
745-1 |
753-2 |
| PP |
739-7 |
745-2 |
| S1 |
734-4 |
737-2 |
|