CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
713-0 |
709-0 |
-4-0 |
-0.6% |
756-6 |
| High |
717-4 |
718-0 |
0-4 |
0.1% |
760-4 |
| Low |
701-2 |
681-0 |
-20-2 |
-2.9% |
681-0 |
| Close |
708-6 |
686-2 |
-22-4 |
-3.2% |
686-2 |
| Range |
16-2 |
37-0 |
20-6 |
127.7% |
79-4 |
| ATR |
21-3 |
22-4 |
1-1 |
5.2% |
0-0 |
| Volume |
175,670 |
218,167 |
42,497 |
24.2% |
874,871 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806-1 |
783-1 |
706-5 |
|
| R3 |
769-1 |
746-1 |
696-3 |
|
| R2 |
732-1 |
732-1 |
693-0 |
|
| R1 |
709-1 |
709-1 |
689-5 |
702-1 |
| PP |
695-1 |
695-1 |
695-1 |
691-4 |
| S1 |
672-1 |
672-1 |
682-7 |
665-1 |
| S2 |
658-1 |
658-1 |
679-4 |
|
| S3 |
621-1 |
635-1 |
676-1 |
|
| S4 |
584-1 |
598-1 |
665-7 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-6 |
896-4 |
730-0 |
|
| R3 |
868-2 |
817-0 |
708-1 |
|
| R2 |
788-6 |
788-6 |
700-7 |
|
| R1 |
737-4 |
737-4 |
693-4 |
723-3 |
| PP |
709-2 |
709-2 |
709-2 |
702-2 |
| S1 |
658-0 |
658-0 |
679-0 |
643-7 |
| S2 |
629-6 |
629-6 |
671-5 |
|
| S3 |
550-2 |
578-4 |
664-3 |
|
| S4 |
470-6 |
499-0 |
642-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
760-4 |
681-0 |
79-4 |
11.6% |
23-0 |
3.3% |
7% |
False |
True |
174,974 |
| 10 |
777-2 |
681-0 |
96-2 |
14.0% |
22-2 |
3.2% |
5% |
False |
True |
203,556 |
| 20 |
782-2 |
681-0 |
101-2 |
14.8% |
19-6 |
2.9% |
5% |
False |
True |
186,187 |
| 40 |
782-2 |
615-4 |
166-6 |
24.3% |
17-6 |
2.6% |
42% |
False |
False |
143,869 |
| 60 |
782-2 |
615-4 |
166-6 |
24.3% |
16-7 |
2.5% |
42% |
False |
False |
118,408 |
| 80 |
782-2 |
615-4 |
166-6 |
24.3% |
15-3 |
2.2% |
42% |
False |
False |
99,749 |
| 100 |
782-2 |
594-2 |
188-0 |
27.4% |
13-7 |
2.0% |
49% |
False |
False |
84,928 |
| 120 |
782-2 |
534-6 |
247-4 |
36.1% |
13-2 |
1.9% |
61% |
False |
False |
76,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875-2 |
|
2.618 |
814-7 |
|
1.618 |
777-7 |
|
1.000 |
755-0 |
|
0.618 |
740-7 |
|
HIGH |
718-0 |
|
0.618 |
703-7 |
|
0.500 |
699-4 |
|
0.382 |
695-1 |
|
LOW |
681-0 |
|
0.618 |
658-1 |
|
1.000 |
644-0 |
|
1.618 |
621-1 |
|
2.618 |
584-1 |
|
4.250 |
523-6 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
699-4 |
707-6 |
| PP |
695-1 |
700-5 |
| S1 |
690-5 |
693-3 |
|