CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
697-2 |
689-4 |
-7-6 |
-1.1% |
716-0 |
| High |
703-6 |
691-2 |
-12-4 |
-1.8% |
727-0 |
| Low |
692-0 |
681-4 |
-10-4 |
-1.5% |
684-2 |
| Close |
703-4 |
687-6 |
-15-6 |
-2.2% |
716-0 |
| Range |
11-6 |
9-6 |
-2-0 |
-17.0% |
42-6 |
| ATR |
16-3 |
16-6 |
0-3 |
2.4% |
0-0 |
| Volume |
23,836 |
20,343 |
-3,493 |
-14.7% |
96,422 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-1 |
711-5 |
693-1 |
|
| R3 |
706-3 |
701-7 |
690-3 |
|
| R2 |
696-5 |
696-5 |
689-4 |
|
| R1 |
692-1 |
692-1 |
688-5 |
689-4 |
| PP |
686-7 |
686-7 |
686-7 |
685-4 |
| S1 |
682-3 |
682-3 |
686-7 |
679-6 |
| S2 |
677-1 |
677-1 |
686-0 |
|
| S3 |
667-3 |
672-5 |
685-1 |
|
| S4 |
657-5 |
662-7 |
682-3 |
|
|
| 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 |
681-4 |
39-0 |
5.7% |
15-0 |
2.2% |
16% |
False |
True |
23,550 |
| 10 |
727-0 |
681-4 |
45-4 |
6.6% |
13-6 |
2.0% |
14% |
False |
True |
21,554 |
| 20 |
727-0 |
681-4 |
45-4 |
6.6% |
13-5 |
2.0% |
14% |
False |
True |
23,338 |
| 40 |
727-0 |
583-4 |
143-4 |
20.9% |
13-4 |
2.0% |
73% |
False |
False |
20,319 |
| 60 |
727-0 |
583-4 |
143-4 |
20.9% |
11-6 |
1.7% |
73% |
False |
False |
16,441 |
| 80 |
727-0 |
580-4 |
146-4 |
21.3% |
10-5 |
1.5% |
73% |
False |
False |
13,781 |
| 100 |
727-0 |
547-2 |
179-6 |
26.1% |
9-5 |
1.4% |
78% |
False |
False |
11,601 |
| 120 |
727-0 |
502-0 |
225-0 |
32.7% |
9-1 |
1.3% |
83% |
False |
False |
10,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-6 |
|
2.618 |
716-6 |
|
1.618 |
707-0 |
|
1.000 |
701-0 |
|
0.618 |
697-2 |
|
HIGH |
691-2 |
|
0.618 |
687-4 |
|
0.500 |
686-3 |
|
0.382 |
685-2 |
|
LOW |
681-4 |
|
0.618 |
675-4 |
|
1.000 |
671-6 |
|
1.618 |
665-6 |
|
2.618 |
656-0 |
|
4.250 |
640-0 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-2 |
693-6 |
| PP |
686-7 |
691-6 |
| S1 |
686-3 |
689-6 |
|