CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
760-0 |
744-0 |
-16-0 |
-2.1% |
697-0 |
| High |
760-0 |
765-0 |
5-0 |
0.7% |
765-0 |
| Low |
743-4 |
743-2 |
-0-2 |
0.0% |
694-6 |
| Close |
748-2 |
759-4 |
11-2 |
1.5% |
759-4 |
| Range |
16-4 |
21-6 |
5-2 |
31.8% |
70-2 |
| ATR |
22-5 |
22-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
154,630 |
152,927 |
-1,703 |
-1.1% |
749,407 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821-1 |
812-1 |
771-4 |
|
| R3 |
799-3 |
790-3 |
765-4 |
|
| R2 |
777-5 |
777-5 |
763-4 |
|
| R1 |
768-5 |
768-5 |
761-4 |
773-1 |
| PP |
755-7 |
755-7 |
755-7 |
758-2 |
| S1 |
746-7 |
746-7 |
757-4 |
751-3 |
| S2 |
734-1 |
734-1 |
755-4 |
|
| S3 |
712-3 |
725-1 |
753-4 |
|
| S4 |
690-5 |
703-3 |
747-4 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-4 |
925-2 |
798-1 |
|
| R3 |
880-2 |
855-0 |
778-7 |
|
| R2 |
810-0 |
810-0 |
772-3 |
|
| R1 |
784-6 |
784-6 |
766-0 |
797-3 |
| PP |
739-6 |
739-6 |
739-6 |
746-0 |
| S1 |
714-4 |
714-4 |
753-0 |
727-1 |
| S2 |
669-4 |
669-4 |
746-5 |
|
| S3 |
599-2 |
644-2 |
740-1 |
|
| S4 |
529-0 |
574-0 |
720-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
765-0 |
694-6 |
70-2 |
9.2% |
18-6 |
2.5% |
92% |
True |
False |
149,881 |
| 10 |
765-0 |
666-0 |
99-0 |
13.0% |
17-2 |
2.3% |
94% |
True |
False |
148,610 |
| 20 |
777-2 |
666-0 |
111-2 |
14.6% |
19-6 |
2.6% |
84% |
False |
False |
176,083 |
| 40 |
782-2 |
666-0 |
116-2 |
15.3% |
17-6 |
2.3% |
80% |
False |
False |
157,367 |
| 60 |
782-2 |
615-4 |
166-6 |
22.0% |
17-3 |
2.3% |
86% |
False |
False |
132,572 |
| 80 |
782-2 |
615-4 |
166-6 |
22.0% |
16-0 |
2.1% |
86% |
False |
False |
112,169 |
| 100 |
782-2 |
608-4 |
173-6 |
22.9% |
15-0 |
2.0% |
87% |
False |
False |
97,728 |
| 120 |
782-2 |
555-4 |
226-6 |
29.9% |
13-6 |
1.8% |
90% |
False |
False |
85,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857-4 |
|
2.618 |
822-0 |
|
1.618 |
800-2 |
|
1.000 |
786-6 |
|
0.618 |
778-4 |
|
HIGH |
765-0 |
|
0.618 |
756-6 |
|
0.500 |
754-1 |
|
0.382 |
751-4 |
|
LOW |
743-2 |
|
0.618 |
729-6 |
|
1.000 |
721-4 |
|
1.618 |
708-0 |
|
2.618 |
686-2 |
|
4.250 |
650-6 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
757-6 |
755-6 |
| PP |
755-7 |
752-0 |
| S1 |
754-1 |
748-2 |
|