CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
760-0 |
735-0 |
-25-0 |
-3.3% |
758-2 |
| High |
761-0 |
761-0 |
0-0 |
0.0% |
777-2 |
| Low |
729-2 |
730-4 |
1-2 |
0.2% |
729-2 |
| Close |
729-2 |
756-4 |
27-2 |
3.7% |
756-4 |
| Range |
31-6 |
30-4 |
-1-2 |
-3.9% |
48-0 |
| ATR |
20-1 |
21-0 |
0-7 |
4.1% |
0-0 |
| Volume |
293,693 |
184,574 |
-109,119 |
-37.2% |
1,160,695 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840-7 |
829-1 |
773-2 |
|
| R3 |
810-3 |
798-5 |
764-7 |
|
| R2 |
779-7 |
779-7 |
762-1 |
|
| R1 |
768-1 |
768-1 |
759-2 |
774-0 |
| PP |
749-3 |
749-3 |
749-3 |
752-2 |
| S1 |
737-5 |
737-5 |
753-6 |
743-4 |
| S2 |
718-7 |
718-7 |
750-7 |
|
| S3 |
688-3 |
707-1 |
748-1 |
|
| S4 |
657-7 |
676-5 |
739-6 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898-3 |
875-3 |
782-7 |
|
| R3 |
850-3 |
827-3 |
769-6 |
|
| R2 |
802-3 |
802-3 |
765-2 |
|
| R1 |
779-3 |
779-3 |
760-7 |
766-7 |
| PP |
754-3 |
754-3 |
754-3 |
748-0 |
| S1 |
731-3 |
731-3 |
752-1 |
718-7 |
| S2 |
706-3 |
706-3 |
747-6 |
|
| S3 |
658-3 |
683-3 |
743-2 |
|
| S4 |
610-3 |
635-3 |
730-1 |
|
|
| 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 |
6.3% |
21-4 |
2.8% |
57% |
False |
False |
232,139 |
| 10 |
777-2 |
729-2 |
48-0 |
6.3% |
19-5 |
2.6% |
57% |
False |
False |
201,751 |
| 20 |
782-2 |
729-2 |
53-0 |
7.0% |
17-4 |
2.3% |
51% |
False |
False |
176,649 |
| 40 |
782-2 |
615-4 |
166-6 |
22.0% |
16-7 |
2.2% |
85% |
False |
False |
131,393 |
| 60 |
782-2 |
615-4 |
166-6 |
22.0% |
15-7 |
2.1% |
85% |
False |
False |
107,367 |
| 80 |
782-2 |
608-4 |
173-6 |
23.0% |
14-6 |
1.9% |
85% |
False |
False |
91,368 |
| 100 |
782-2 |
570-0 |
212-2 |
28.1% |
13-2 |
1.8% |
88% |
False |
False |
77,440 |
| 120 |
782-2 |
534-6 |
247-4 |
32.7% |
12-6 |
1.7% |
90% |
False |
False |
71,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
890-5 |
|
2.618 |
840-7 |
|
1.618 |
810-3 |
|
1.000 |
791-4 |
|
0.618 |
779-7 |
|
HIGH |
761-0 |
|
0.618 |
749-3 |
|
0.500 |
745-6 |
|
0.382 |
742-1 |
|
LOW |
730-4 |
|
0.618 |
711-5 |
|
1.000 |
700-0 |
|
1.618 |
681-1 |
|
2.618 |
650-5 |
|
4.250 |
600-7 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
752-7 |
754-4 |
| PP |
749-3 |
752-5 |
| S1 |
745-6 |
750-5 |
|