CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
740-0 |
749-4 |
9-4 |
1.3% |
697-0 |
| High |
746-6 |
758-0 |
11-2 |
1.5% |
765-0 |
| Low |
736-2 |
744-4 |
8-2 |
1.1% |
694-6 |
| Close |
742-2 |
745-4 |
3-2 |
0.4% |
759-4 |
| Range |
10-4 |
13-4 |
3-0 |
28.6% |
70-2 |
| ATR |
21-7 |
21-4 |
-0-4 |
-2.0% |
0-0 |
| Volume |
116,102 |
133,013 |
16,911 |
14.6% |
749,407 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789-7 |
781-1 |
752-7 |
|
| R3 |
776-3 |
767-5 |
749-2 |
|
| R2 |
762-7 |
762-7 |
748-0 |
|
| R1 |
754-1 |
754-1 |
746-6 |
751-6 |
| PP |
749-3 |
749-3 |
749-3 |
748-1 |
| S1 |
740-5 |
740-5 |
744-2 |
738-2 |
| S2 |
735-7 |
735-7 |
743-0 |
|
| S3 |
722-3 |
727-1 |
741-6 |
|
| S4 |
708-7 |
713-5 |
738-1 |
|
|
| 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 |
5.3% |
18-2 |
2.4% |
46% |
False |
False |
145,364 |
| 10 |
766-6 |
677-0 |
89-6 |
12.0% |
17-5 |
2.4% |
76% |
False |
False |
144,455 |
| 20 |
766-6 |
666-0 |
100-6 |
13.5% |
19-3 |
2.6% |
79% |
False |
False |
155,972 |
| 40 |
782-2 |
666-0 |
116-2 |
15.6% |
17-6 |
2.4% |
68% |
False |
False |
163,540 |
| 60 |
782-2 |
615-4 |
166-6 |
22.4% |
17-3 |
2.3% |
78% |
False |
False |
137,786 |
| 80 |
782-2 |
615-4 |
166-6 |
22.4% |
16-4 |
2.2% |
78% |
False |
False |
117,726 |
| 100 |
782-2 |
608-4 |
173-6 |
23.3% |
15-4 |
2.1% |
79% |
False |
False |
102,666 |
| 120 |
782-2 |
570-0 |
212-2 |
28.5% |
14-1 |
1.9% |
83% |
False |
False |
89,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
815-3 |
|
2.618 |
793-3 |
|
1.618 |
779-7 |
|
1.000 |
771-4 |
|
0.618 |
766-3 |
|
HIGH |
758-0 |
|
0.618 |
752-7 |
|
0.500 |
751-2 |
|
0.382 |
749-5 |
|
LOW |
744-4 |
|
0.618 |
736-1 |
|
1.000 |
731-0 |
|
1.618 |
722-5 |
|
2.618 |
709-1 |
|
4.250 |
687-1 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
751-2 |
744-4 |
| PP |
749-3 |
743-5 |
| S1 |
747-3 |
742-5 |
|