CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
673-4 |
690-6 |
17-2 |
2.6% |
714-4 |
| High |
686-4 |
695-0 |
8-4 |
1.2% |
720-4 |
| Low |
673-4 |
680-6 |
7-2 |
1.1% |
663-0 |
| Close |
686-0 |
681-2 |
-4-6 |
-0.7% |
668-2 |
| Range |
13-0 |
14-2 |
1-2 |
9.6% |
57-4 |
| ATR |
17-7 |
17-5 |
-0-2 |
-1.5% |
0-0 |
| Volume |
39,634 |
38,315 |
-1,319 |
-3.3% |
126,495 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-3 |
719-1 |
689-1 |
|
| R3 |
714-1 |
704-7 |
685-1 |
|
| R2 |
699-7 |
699-7 |
683-7 |
|
| R1 |
690-5 |
690-5 |
682-4 |
688-1 |
| PP |
685-5 |
685-5 |
685-5 |
684-4 |
| S1 |
676-3 |
676-3 |
680-0 |
673-7 |
| S2 |
671-3 |
671-3 |
678-5 |
|
| S3 |
657-1 |
662-1 |
677-3 |
|
| S4 |
642-7 |
647-7 |
673-3 |
|
|
| 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 |
703-6 |
663-0 |
40-6 |
6.0% |
16-1 |
2.4% |
45% |
False |
False |
30,549 |
| 10 |
720-4 |
663-0 |
57-4 |
8.4% |
17-1 |
2.5% |
32% |
False |
False |
27,197 |
| 20 |
727-0 |
663-0 |
64-0 |
9.4% |
15-0 |
2.2% |
29% |
False |
False |
24,427 |
| 40 |
727-0 |
583-4 |
143-4 |
21.1% |
14-0 |
2.1% |
68% |
False |
False |
21,433 |
| 60 |
727-0 |
583-4 |
143-4 |
21.1% |
12-4 |
1.8% |
68% |
False |
False |
17,866 |
| 80 |
727-0 |
583-4 |
143-4 |
21.1% |
11-1 |
1.6% |
68% |
False |
False |
14,804 |
| 100 |
727-0 |
550-0 |
177-0 |
26.0% |
10-1 |
1.5% |
74% |
False |
False |
12,594 |
| 120 |
727-0 |
502-0 |
225-0 |
33.0% |
9-2 |
1.4% |
80% |
False |
False |
11,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-4 |
|
2.618 |
732-2 |
|
1.618 |
718-0 |
|
1.000 |
709-2 |
|
0.618 |
703-6 |
|
HIGH |
695-0 |
|
0.618 |
689-4 |
|
0.500 |
687-7 |
|
0.382 |
686-2 |
|
LOW |
680-6 |
|
0.618 |
672-0 |
|
1.000 |
666-4 |
|
1.618 |
657-6 |
|
2.618 |
643-4 |
|
4.250 |
620-2 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-7 |
680-4 |
| PP |
685-5 |
679-6 |
| S1 |
683-4 |
679-0 |
|