CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
704-6 |
697-2 |
-7-4 |
-1.1% |
716-0 |
| High |
706-0 |
703-6 |
-2-2 |
-0.3% |
727-0 |
| Low |
697-0 |
692-0 |
-5-0 |
-0.7% |
684-2 |
| Close |
698-6 |
703-4 |
4-6 |
0.7% |
716-0 |
| Range |
9-0 |
11-6 |
2-6 |
30.6% |
42-6 |
| ATR |
16-6 |
16-3 |
-0-3 |
-2.1% |
0-0 |
| Volume |
28,568 |
23,836 |
-4,732 |
-16.6% |
96,422 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
735-0 |
731-0 |
710-0 |
|
| R3 |
723-2 |
719-2 |
706-6 |
|
| R2 |
711-4 |
711-4 |
705-5 |
|
| R1 |
707-4 |
707-4 |
704-5 |
709-4 |
| PP |
699-6 |
699-6 |
699-6 |
700-6 |
| S1 |
695-6 |
695-6 |
702-3 |
697-6 |
| S2 |
688-0 |
688-0 |
701-3 |
|
| S3 |
676-2 |
684-0 |
700-2 |
|
| S4 |
664-4 |
672-2 |
697-0 |
|
|
| 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 |
720-4 |
684-2 |
36-2 |
5.2% |
19-0 |
2.7% |
53% |
False |
False |
23,972 |
| 10 |
727-0 |
684-2 |
42-6 |
6.1% |
16-0 |
2.3% |
45% |
False |
False |
21,848 |
| 20 |
727-0 |
684-2 |
42-6 |
6.1% |
13-3 |
1.9% |
45% |
False |
False |
23,302 |
| 40 |
727-0 |
583-4 |
143-4 |
20.4% |
13-3 |
1.9% |
84% |
False |
False |
20,387 |
| 60 |
727-0 |
583-4 |
143-4 |
20.4% |
11-6 |
1.7% |
84% |
False |
False |
16,173 |
| 80 |
727-0 |
574-4 |
152-4 |
21.7% |
10-5 |
1.5% |
85% |
False |
False |
13,620 |
| 100 |
727-0 |
547-2 |
179-6 |
25.6% |
9-4 |
1.4% |
87% |
False |
False |
11,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753-6 |
|
2.618 |
734-4 |
|
1.618 |
722-6 |
|
1.000 |
715-4 |
|
0.618 |
711-0 |
|
HIGH |
703-6 |
|
0.618 |
699-2 |
|
0.500 |
697-7 |
|
0.382 |
696-4 |
|
LOW |
692-0 |
|
0.618 |
684-6 |
|
1.000 |
680-2 |
|
1.618 |
673-0 |
|
2.618 |
661-2 |
|
4.250 |
642-0 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-5 |
706-2 |
| PP |
699-6 |
705-3 |
| S1 |
697-7 |
704-3 |
|