CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
714-0 |
693-4 |
-20-4 |
-2.9% |
716-0 |
| High |
714-2 |
717-0 |
2-6 |
0.4% |
727-0 |
| Low |
684-2 |
691-6 |
7-4 |
1.1% |
684-2 |
| Close |
684-2 |
716-0 |
31-6 |
4.6% |
716-0 |
| Range |
30-0 |
25-2 |
-4-6 |
-15.8% |
42-6 |
| ATR |
16-0 |
17-2 |
1-2 |
7.5% |
0-0 |
| Volume |
22,455 |
21,875 |
-580 |
-2.6% |
96,422 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784-0 |
775-2 |
729-7 |
|
| R3 |
758-6 |
750-0 |
723-0 |
|
| R2 |
733-4 |
733-4 |
720-5 |
|
| R1 |
724-6 |
724-6 |
718-3 |
729-1 |
| PP |
708-2 |
708-2 |
708-2 |
710-4 |
| S1 |
699-4 |
699-4 |
713-5 |
703-7 |
| S2 |
683-0 |
683-0 |
711-3 |
|
| S3 |
657-6 |
674-2 |
709-0 |
|
| S4 |
632-4 |
649-0 |
702-1 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-3 |
819-3 |
739-4 |
|
| R3 |
794-5 |
776-5 |
727-6 |
|
| R2 |
751-7 |
751-7 |
723-7 |
|
| R1 |
733-7 |
733-7 |
719-7 |
737-3 |
| PP |
709-1 |
709-1 |
709-1 |
710-6 |
| S1 |
691-1 |
691-1 |
712-1 |
694-5 |
| S2 |
666-3 |
666-3 |
708-1 |
|
| S3 |
623-5 |
648-3 |
704-2 |
|
| S4 |
580-7 |
605-5 |
692-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
727-0 |
684-2 |
42-6 |
6.0% |
15-6 |
2.2% |
74% |
False |
False |
19,284 |
| 10 |
727-0 |
684-2 |
42-6 |
6.0% |
14-4 |
2.0% |
74% |
False |
False |
20,155 |
| 20 |
727-0 |
675-0 |
52-0 |
7.3% |
12-7 |
1.8% |
79% |
False |
False |
23,114 |
| 40 |
727-0 |
583-4 |
143-4 |
20.0% |
13-0 |
1.8% |
92% |
False |
False |
19,388 |
| 60 |
727-0 |
583-4 |
143-4 |
20.0% |
11-2 |
1.6% |
92% |
False |
False |
15,083 |
| 80 |
727-0 |
570-0 |
157-0 |
21.9% |
10-4 |
1.5% |
93% |
False |
False |
12,785 |
| 100 |
727-0 |
533-2 |
193-6 |
27.1% |
9-3 |
1.3% |
94% |
False |
False |
10,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
824-2 |
|
2.618 |
783-1 |
|
1.618 |
757-7 |
|
1.000 |
742-2 |
|
0.618 |
732-5 |
|
HIGH |
717-0 |
|
0.618 |
707-3 |
|
0.500 |
704-3 |
|
0.382 |
701-3 |
|
LOW |
691-6 |
|
0.618 |
676-1 |
|
1.000 |
666-4 |
|
1.618 |
650-7 |
|
2.618 |
625-5 |
|
4.250 |
584-4 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
712-1 |
711-2 |
| PP |
708-2 |
706-4 |
| S1 |
704-3 |
701-6 |
|