CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
702-2 |
709-0 |
6-6 |
1.0% |
647-0 |
| High |
702-2 |
709-0 |
6-6 |
1.0% |
684-0 |
| Low |
699-0 |
699-6 |
0-6 |
0.1% |
621-4 |
| Close |
703-4 |
702-0 |
-1-4 |
-0.2% |
681-4 |
| Range |
3-2 |
9-2 |
6-0 |
184.6% |
62-4 |
| ATR |
15-7 |
15-3 |
-0-4 |
-3.0% |
0-0 |
| Volume |
19,621 |
22,209 |
2,588 |
13.2% |
62,375 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-3 |
725-7 |
707-1 |
|
| R3 |
722-1 |
716-5 |
704-4 |
|
| R2 |
712-7 |
712-7 |
703-6 |
|
| R1 |
707-3 |
707-3 |
702-7 |
705-4 |
| PP |
703-5 |
703-5 |
703-5 |
702-5 |
| S1 |
698-1 |
698-1 |
701-1 |
696-2 |
| S2 |
694-3 |
694-3 |
700-2 |
|
| S3 |
685-1 |
688-7 |
699-4 |
|
| S4 |
675-7 |
679-5 |
696-7 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-7 |
828-1 |
715-7 |
|
| R3 |
787-3 |
765-5 |
698-6 |
|
| R2 |
724-7 |
724-7 |
693-0 |
|
| R1 |
703-1 |
703-1 |
687-2 |
714-0 |
| PP |
662-3 |
662-3 |
662-3 |
667-6 |
| S1 |
640-5 |
640-5 |
675-6 |
651-4 |
| S2 |
599-7 |
599-7 |
670-0 |
|
| S3 |
537-3 |
578-1 |
664-2 |
|
| S4 |
474-7 |
515-5 |
647-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
709-0 |
675-0 |
34-0 |
4.8% |
8-5 |
1.2% |
79% |
True |
False |
22,722 |
| 10 |
709-0 |
621-4 |
87-4 |
12.5% |
12-7 |
1.8% |
92% |
True |
False |
17,206 |
| 20 |
709-0 |
583-4 |
125-4 |
17.9% |
13-2 |
1.9% |
94% |
True |
False |
17,188 |
| 40 |
709-0 |
583-4 |
125-4 |
17.9% |
10-7 |
1.5% |
94% |
True |
False |
13,419 |
| 60 |
709-0 |
583-4 |
125-4 |
17.9% |
9-6 |
1.4% |
94% |
True |
False |
10,861 |
| 80 |
709-0 |
547-2 |
161-6 |
23.0% |
8-6 |
1.2% |
96% |
True |
False |
8,901 |
| 100 |
709-0 |
502-0 |
207-0 |
29.5% |
8-1 |
1.2% |
97% |
True |
False |
7,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748-2 |
|
2.618 |
733-2 |
|
1.618 |
724-0 |
|
1.000 |
718-2 |
|
0.618 |
714-6 |
|
HIGH |
709-0 |
|
0.618 |
705-4 |
|
0.500 |
704-3 |
|
0.382 |
703-2 |
|
LOW |
699-6 |
|
0.618 |
694-0 |
|
1.000 |
690-4 |
|
1.618 |
684-6 |
|
2.618 |
675-4 |
|
4.250 |
660-4 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704-3 |
701-7 |
| PP |
703-5 |
701-7 |
| S1 |
702-6 |
701-6 |
|