CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
709-0 |
695-0 |
-14-0 |
-2.0% |
756-6 |
| High |
718-0 |
710-0 |
-8-0 |
-1.1% |
760-4 |
| Low |
681-0 |
693-4 |
12-4 |
1.8% |
681-0 |
| Close |
686-2 |
707-4 |
21-2 |
3.1% |
686-2 |
| Range |
37-0 |
16-4 |
-20-4 |
-55.4% |
79-4 |
| ATR |
22-4 |
22-4 |
0-1 |
0.4% |
0-0 |
| Volume |
218,167 |
143,164 |
-75,003 |
-34.4% |
874,871 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-1 |
746-7 |
716-5 |
|
| R3 |
736-5 |
730-3 |
712-0 |
|
| R2 |
720-1 |
720-1 |
710-4 |
|
| R1 |
713-7 |
713-7 |
709-0 |
717-0 |
| PP |
703-5 |
703-5 |
703-5 |
705-2 |
| S1 |
697-3 |
697-3 |
706-0 |
700-4 |
| S2 |
687-1 |
687-1 |
704-4 |
|
| S3 |
670-5 |
680-7 |
703-0 |
|
| S4 |
654-1 |
664-3 |
698-3 |
|
|
| 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 |
737-0 |
681-0 |
56-0 |
7.9% |
20-4 |
2.9% |
47% |
False |
False |
170,070 |
| 10 |
777-2 |
681-0 |
96-2 |
13.6% |
22-1 |
3.1% |
28% |
False |
False |
197,710 |
| 20 |
782-2 |
681-0 |
101-2 |
14.3% |
19-6 |
2.8% |
26% |
False |
False |
182,621 |
| 40 |
782-2 |
615-4 |
166-6 |
23.6% |
17-6 |
2.5% |
55% |
False |
False |
144,683 |
| 60 |
782-2 |
615-4 |
166-6 |
23.6% |
17-0 |
2.4% |
55% |
False |
False |
119,297 |
| 80 |
782-2 |
615-4 |
166-6 |
23.6% |
15-4 |
2.2% |
55% |
False |
False |
101,119 |
| 100 |
782-2 |
594-2 |
188-0 |
26.6% |
14-1 |
2.0% |
60% |
False |
False |
86,112 |
| 120 |
782-2 |
534-6 |
247-4 |
35.0% |
13-2 |
1.9% |
70% |
False |
False |
77,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780-1 |
|
2.618 |
753-2 |
|
1.618 |
736-6 |
|
1.000 |
726-4 |
|
0.618 |
720-2 |
|
HIGH |
710-0 |
|
0.618 |
703-6 |
|
0.500 |
701-6 |
|
0.382 |
699-6 |
|
LOW |
693-4 |
|
0.618 |
683-2 |
|
1.000 |
677-0 |
|
1.618 |
666-6 |
|
2.618 |
650-2 |
|
4.250 |
623-3 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
705-5 |
704-7 |
| PP |
703-5 |
702-1 |
| S1 |
701-6 |
699-4 |
|