CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
689-0 |
673-4 |
-15-4 |
-2.2% |
714-4 |
| High |
695-0 |
686-4 |
-8-4 |
-1.2% |
720-4 |
| Low |
663-0 |
673-4 |
10-4 |
1.6% |
663-0 |
| Close |
668-2 |
686-0 |
17-6 |
2.7% |
668-2 |
| Range |
32-0 |
13-0 |
-19-0 |
-59.4% |
57-4 |
| ATR |
17-7 |
17-7 |
0-0 |
0.2% |
0-0 |
| Volume |
30,618 |
39,634 |
9,016 |
29.4% |
126,495 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-0 |
716-4 |
693-1 |
|
| R3 |
708-0 |
703-4 |
689-5 |
|
| R2 |
695-0 |
695-0 |
688-3 |
|
| R1 |
690-4 |
690-4 |
687-2 |
692-6 |
| PP |
682-0 |
682-0 |
682-0 |
683-1 |
| S1 |
677-4 |
677-4 |
684-6 |
679-6 |
| S2 |
669-0 |
669-0 |
683-5 |
|
| S3 |
656-0 |
664-4 |
682-3 |
|
| S4 |
643-0 |
651-4 |
678-7 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856-3 |
819-7 |
699-7 |
|
| R3 |
798-7 |
762-3 |
684-0 |
|
| R2 |
741-3 |
741-3 |
678-6 |
|
| R1 |
704-7 |
704-7 |
673-4 |
694-3 |
| PP |
683-7 |
683-7 |
683-7 |
678-6 |
| S1 |
647-3 |
647-3 |
663-0 |
636-7 |
| S2 |
626-3 |
626-3 |
657-6 |
|
| S3 |
568-7 |
589-7 |
652-4 |
|
| S4 |
511-3 |
532-3 |
636-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
706-0 |
663-0 |
43-0 |
6.3% |
15-1 |
2.2% |
53% |
False |
False |
28,599 |
| 10 |
727-0 |
663-0 |
64-0 |
9.3% |
16-4 |
2.4% |
36% |
False |
False |
24,933 |
| 20 |
727-0 |
663-0 |
64-0 |
9.3% |
14-6 |
2.2% |
36% |
False |
False |
24,071 |
| 40 |
727-0 |
583-4 |
143-4 |
20.9% |
14-0 |
2.0% |
71% |
False |
False |
20,963 |
| 60 |
727-0 |
583-4 |
143-4 |
20.9% |
12-3 |
1.8% |
71% |
False |
False |
17,353 |
| 80 |
727-0 |
583-4 |
143-4 |
20.9% |
11-0 |
1.6% |
71% |
False |
False |
14,459 |
| 100 |
727-0 |
547-2 |
179-6 |
26.2% |
10-0 |
1.5% |
77% |
False |
False |
12,235 |
| 120 |
727-0 |
502-0 |
225-0 |
32.8% |
9-2 |
1.3% |
82% |
False |
False |
10,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
741-6 |
|
2.618 |
720-4 |
|
1.618 |
707-4 |
|
1.000 |
699-4 |
|
0.618 |
694-4 |
|
HIGH |
686-4 |
|
0.618 |
681-4 |
|
0.500 |
680-0 |
|
0.382 |
678-4 |
|
LOW |
673-4 |
|
0.618 |
665-4 |
|
1.000 |
660-4 |
|
1.618 |
652-4 |
|
2.618 |
639-4 |
|
4.250 |
618-2 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684-0 |
683-5 |
| PP |
682-0 |
681-3 |
| S1 |
680-0 |
679-0 |
|