CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
686-0 |
697-0 |
11-0 |
1.6% |
695-0 |
| High |
689-4 |
708-0 |
18-4 |
2.7% |
723-0 |
| Low |
677-0 |
694-6 |
17-6 |
2.6% |
666-0 |
| Close |
682-0 |
697-4 |
15-4 |
2.3% |
682-0 |
| Range |
12-4 |
13-2 |
0-6 |
6.0% |
57-0 |
| ATR |
22-1 |
22-4 |
0-2 |
1.2% |
0-0 |
| Volume |
121,254 |
133,788 |
12,534 |
10.3% |
736,694 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739-7 |
731-7 |
704-6 |
|
| R3 |
726-5 |
718-5 |
701-1 |
|
| R2 |
713-3 |
713-3 |
699-7 |
|
| R1 |
705-3 |
705-3 |
698-6 |
709-3 |
| PP |
700-1 |
700-1 |
700-1 |
702-0 |
| S1 |
692-1 |
692-1 |
696-2 |
696-1 |
| S2 |
686-7 |
686-7 |
695-1 |
|
| S3 |
673-5 |
678-7 |
693-7 |
|
| S4 |
660-3 |
665-5 |
690-2 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861-3 |
828-5 |
713-3 |
|
| R3 |
804-3 |
771-5 |
697-5 |
|
| R2 |
747-3 |
747-3 |
692-4 |
|
| R1 |
714-5 |
714-5 |
687-2 |
702-4 |
| PP |
690-3 |
690-3 |
690-3 |
684-2 |
| S1 |
657-5 |
657-5 |
676-6 |
645-4 |
| S2 |
633-3 |
633-3 |
671-4 |
|
| S3 |
576-3 |
600-5 |
666-3 |
|
| S4 |
519-3 |
543-5 |
650-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
723-0 |
666-0 |
57-0 |
8.2% |
15-2 |
2.2% |
55% |
False |
False |
145,463 |
| 10 |
737-0 |
666-0 |
71-0 |
10.2% |
17-7 |
2.6% |
44% |
False |
False |
157,767 |
| 20 |
777-2 |
666-0 |
111-2 |
15.9% |
19-6 |
2.8% |
28% |
False |
False |
180,357 |
| 40 |
782-2 |
666-0 |
116-2 |
16.7% |
17-1 |
2.5% |
27% |
False |
False |
149,373 |
| 60 |
782-2 |
615-4 |
166-6 |
23.9% |
17-3 |
2.5% |
49% |
False |
False |
126,017 |
| 80 |
782-2 |
615-4 |
166-6 |
23.9% |
15-4 |
2.2% |
49% |
False |
False |
106,775 |
| 100 |
782-2 |
608-4 |
173-6 |
24.9% |
14-4 |
2.1% |
51% |
False |
False |
92,305 |
| 120 |
782-2 |
534-6 |
247-4 |
35.5% |
13-3 |
1.9% |
66% |
False |
False |
81,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
764-2 |
|
2.618 |
742-6 |
|
1.618 |
729-4 |
|
1.000 |
721-2 |
|
0.618 |
716-2 |
|
HIGH |
708-0 |
|
0.618 |
703-0 |
|
0.500 |
701-3 |
|
0.382 |
699-6 |
|
LOW |
694-6 |
|
0.618 |
686-4 |
|
1.000 |
681-4 |
|
1.618 |
673-2 |
|
2.618 |
660-0 |
|
4.250 |
638-4 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-3 |
694-0 |
| PP |
700-1 |
690-4 |
| S1 |
698-6 |
687-0 |
|