CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
701-4 |
716-0 |
14-4 |
2.1% |
697-0 |
| High |
704-2 |
724-0 |
19-6 |
2.8% |
726-2 |
| Low |
695-0 |
716-0 |
21-0 |
3.0% |
694-0 |
| Close |
704-2 |
724-0 |
19-6 |
2.8% |
704-2 |
| Range |
9-2 |
8-0 |
-1-2 |
-13.5% |
32-2 |
| ATR |
15-3 |
15-5 |
0-3 |
2.0% |
0-0 |
| Volume |
23,248 |
13,218 |
-10,030 |
-43.1% |
82,613 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-3 |
742-5 |
728-3 |
|
| R3 |
737-3 |
734-5 |
726-2 |
|
| R2 |
729-3 |
729-3 |
725-4 |
|
| R1 |
726-5 |
726-5 |
724-6 |
728-0 |
| PP |
721-3 |
721-3 |
721-3 |
722-0 |
| S1 |
718-5 |
718-5 |
723-2 |
720-0 |
| S2 |
713-3 |
713-3 |
722-4 |
|
| S3 |
705-3 |
710-5 |
721-6 |
|
| S4 |
697-3 |
702-5 |
719-5 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804-7 |
786-7 |
722-0 |
|
| R3 |
772-5 |
754-5 |
713-1 |
|
| R2 |
740-3 |
740-3 |
710-1 |
|
| R1 |
722-3 |
722-3 |
707-2 |
731-3 |
| PP |
708-1 |
708-1 |
708-1 |
712-6 |
| S1 |
690-1 |
690-1 |
701-2 |
699-1 |
| S2 |
675-7 |
675-7 |
698-3 |
|
| S3 |
643-5 |
657-7 |
695-3 |
|
| S4 |
611-3 |
625-5 |
686-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
726-2 |
694-0 |
32-2 |
4.5% |
13-5 |
1.9% |
93% |
False |
False |
19,166 |
| 10 |
726-2 |
689-4 |
36-6 |
5.1% |
13-1 |
1.8% |
94% |
False |
False |
23,209 |
| 20 |
726-2 |
621-4 |
104-6 |
14.5% |
12-7 |
1.8% |
98% |
False |
False |
21,221 |
| 40 |
726-2 |
583-4 |
142-6 |
19.7% |
11-7 |
1.6% |
98% |
False |
False |
18,007 |
| 60 |
726-2 |
583-4 |
142-6 |
19.7% |
10-5 |
1.5% |
98% |
False |
False |
13,913 |
| 80 |
726-2 |
570-0 |
156-2 |
21.6% |
10-0 |
1.4% |
99% |
False |
False |
11,867 |
| 100 |
726-2 |
533-2 |
193-0 |
26.7% |
8-6 |
1.2% |
99% |
False |
False |
10,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758-0 |
|
2.618 |
745-0 |
|
1.618 |
737-0 |
|
1.000 |
732-0 |
|
0.618 |
729-0 |
|
HIGH |
724-0 |
|
0.618 |
721-0 |
|
0.500 |
720-0 |
|
0.382 |
719-0 |
|
LOW |
716-0 |
|
0.618 |
711-0 |
|
1.000 |
708-0 |
|
1.618 |
703-0 |
|
2.618 |
695-0 |
|
4.250 |
682-0 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
722-5 |
719-3 |
| PP |
721-3 |
714-6 |
| S1 |
720-0 |
710-1 |
|