CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
701-4 |
731-4 |
30-0 |
4.3% |
695-0 |
| High |
721-0 |
750-2 |
29-2 |
4.1% |
723-0 |
| Low |
697-4 |
731-4 |
34-0 |
4.9% |
666-0 |
| Close |
720-2 |
749-6 |
29-4 |
4.1% |
682-0 |
| Range |
23-4 |
18-6 |
-4-6 |
-20.2% |
57-0 |
| ATR |
22-4 |
23-0 |
0-4 |
2.4% |
0-0 |
| Volume |
146,538 |
161,524 |
14,986 |
10.2% |
736,694 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-1 |
793-5 |
760-0 |
|
| R3 |
781-3 |
774-7 |
754-7 |
|
| R2 |
762-5 |
762-5 |
753-2 |
|
| R1 |
756-1 |
756-1 |
751-4 |
759-3 |
| PP |
743-7 |
743-7 |
743-7 |
745-4 |
| S1 |
737-3 |
737-3 |
748-0 |
740-5 |
| S2 |
725-1 |
725-1 |
746-2 |
|
| S3 |
706-3 |
718-5 |
744-5 |
|
| S4 |
687-5 |
699-7 |
739-4 |
|
|
| 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 |
750-2 |
666-0 |
84-2 |
11.2% |
18-5 |
2.5% |
99% |
True |
False |
150,408 |
| 10 |
750-2 |
666-0 |
84-2 |
11.2% |
18-6 |
2.5% |
99% |
True |
False |
157,238 |
| 20 |
777-2 |
666-0 |
111-2 |
14.8% |
20-3 |
2.7% |
75% |
False |
False |
178,184 |
| 40 |
782-2 |
666-0 |
116-2 |
15.5% |
17-4 |
2.3% |
72% |
False |
False |
153,838 |
| 60 |
782-2 |
615-4 |
166-6 |
22.2% |
17-4 |
2.3% |
81% |
False |
False |
129,793 |
| 80 |
782-2 |
615-4 |
166-6 |
22.2% |
15-6 |
2.1% |
81% |
False |
False |
109,357 |
| 100 |
782-2 |
608-4 |
173-6 |
23.2% |
14-6 |
2.0% |
81% |
False |
False |
95,010 |
| 120 |
782-2 |
555-4 |
226-6 |
30.2% |
13-4 |
1.8% |
86% |
False |
False |
83,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
830-0 |
|
2.618 |
799-3 |
|
1.618 |
780-5 |
|
1.000 |
769-0 |
|
0.618 |
761-7 |
|
HIGH |
750-2 |
|
0.618 |
743-1 |
|
0.500 |
740-7 |
|
0.382 |
738-5 |
|
LOW |
731-4 |
|
0.618 |
719-7 |
|
1.000 |
712-6 |
|
1.618 |
701-1 |
|
2.618 |
682-3 |
|
4.250 |
651-6 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
746-6 |
740-5 |
| PP |
743-7 |
731-5 |
| S1 |
740-7 |
722-4 |
|