CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
758-4 |
752-6 |
-5-6 |
-0.8% |
697-0 |
| High |
766-6 |
756-0 |
-10-6 |
-1.4% |
765-0 |
| Low |
750-0 |
727-2 |
-22-6 |
-3.0% |
694-6 |
| Close |
754-0 |
733-2 |
-20-6 |
-2.8% |
759-4 |
| Range |
16-6 |
28-6 |
12-0 |
71.6% |
70-2 |
| ATR |
22-1 |
22-5 |
0-4 |
2.1% |
0-0 |
| Volume |
153,637 |
171,142 |
17,505 |
11.4% |
749,407 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825-1 |
807-7 |
749-0 |
|
| R3 |
796-3 |
779-1 |
741-1 |
|
| R2 |
767-5 |
767-5 |
738-4 |
|
| R1 |
750-3 |
750-3 |
735-7 |
744-5 |
| PP |
738-7 |
738-7 |
738-7 |
736-0 |
| S1 |
721-5 |
721-5 |
730-5 |
715-7 |
| S2 |
710-1 |
710-1 |
728-0 |
|
| S3 |
681-3 |
692-7 |
725-3 |
|
| S4 |
652-5 |
664-1 |
717-4 |
|
|
| 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 |
766-6 |
727-2 |
39-4 |
5.4% |
20-4 |
2.8% |
15% |
False |
True |
158,772 |
| 10 |
766-6 |
666-0 |
100-6 |
13.7% |
18-4 |
2.5% |
67% |
False |
False |
152,359 |
| 20 |
772-0 |
666-0 |
106-0 |
14.5% |
20-4 |
2.8% |
63% |
False |
False |
170,265 |
| 40 |
782-2 |
666-0 |
116-2 |
15.9% |
17-5 |
2.4% |
58% |
False |
False |
161,120 |
| 60 |
782-2 |
615-4 |
166-6 |
22.7% |
17-5 |
2.4% |
71% |
False |
False |
135,888 |
| 80 |
782-2 |
615-4 |
166-6 |
22.7% |
16-2 |
2.2% |
71% |
False |
False |
115,427 |
| 100 |
782-2 |
608-4 |
173-6 |
23.7% |
15-3 |
2.1% |
72% |
False |
False |
100,567 |
| 120 |
782-2 |
568-4 |
213-6 |
29.2% |
14-0 |
1.9% |
77% |
False |
False |
87,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878-2 |
|
2.618 |
831-2 |
|
1.618 |
802-4 |
|
1.000 |
784-6 |
|
0.618 |
773-6 |
|
HIGH |
756-0 |
|
0.618 |
745-0 |
|
0.500 |
741-5 |
|
0.382 |
738-2 |
|
LOW |
727-2 |
|
0.618 |
709-4 |
|
1.000 |
698-4 |
|
1.618 |
680-6 |
|
2.618 |
652-0 |
|
4.250 |
605-0 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
741-5 |
747-0 |
| PP |
738-7 |
742-3 |
| S1 |
736-0 |
737-7 |
|