CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
690-6 |
661-4 |
-29-2 |
-4.2% |
714-4 |
| High |
695-0 |
662-0 |
-33-0 |
-4.7% |
720-4 |
| Low |
680-6 |
651-2 |
-29-4 |
-4.3% |
663-0 |
| Close |
681-2 |
651-2 |
-30-0 |
-4.4% |
668-2 |
| Range |
14-2 |
10-6 |
-3-4 |
-24.6% |
57-4 |
| ATR |
17-5 |
18-4 |
0-7 |
5.0% |
0-0 |
| Volume |
38,315 |
36,963 |
-1,352 |
-3.5% |
126,495 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687-1 |
679-7 |
657-1 |
|
| R3 |
676-3 |
669-1 |
654-2 |
|
| R2 |
665-5 |
665-5 |
653-2 |
|
| R1 |
658-3 |
658-3 |
652-2 |
656-5 |
| PP |
654-7 |
654-7 |
654-7 |
654-0 |
| S1 |
647-5 |
647-5 |
650-2 |
645-7 |
| S2 |
644-1 |
644-1 |
649-2 |
|
| S3 |
633-3 |
636-7 |
648-2 |
|
| S4 |
622-5 |
626-1 |
645-3 |
|
|
| 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 |
695-0 |
651-2 |
43-6 |
6.7% |
16-0 |
2.4% |
0% |
False |
True |
33,174 |
| 10 |
720-4 |
651-2 |
69-2 |
10.6% |
17-4 |
2.7% |
0% |
False |
True |
28,573 |
| 20 |
727-0 |
651-2 |
75-6 |
11.6% |
14-5 |
2.2% |
0% |
False |
True |
25,122 |
| 40 |
727-0 |
583-4 |
143-4 |
22.0% |
14-0 |
2.1% |
47% |
False |
False |
22,104 |
| 60 |
727-0 |
583-4 |
143-4 |
22.0% |
12-4 |
1.9% |
47% |
False |
False |
18,315 |
| 80 |
727-0 |
583-4 |
143-4 |
22.0% |
11-2 |
1.7% |
47% |
False |
False |
15,160 |
| 100 |
727-0 |
560-0 |
167-0 |
25.6% |
10-1 |
1.6% |
55% |
False |
False |
12,928 |
| 120 |
727-0 |
502-0 |
225-0 |
34.5% |
9-2 |
1.4% |
66% |
False |
False |
11,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
707-6 |
|
2.618 |
690-1 |
|
1.618 |
679-3 |
|
1.000 |
672-6 |
|
0.618 |
668-5 |
|
HIGH |
662-0 |
|
0.618 |
657-7 |
|
0.500 |
656-5 |
|
0.382 |
655-3 |
|
LOW |
651-2 |
|
0.618 |
644-5 |
|
1.000 |
640-4 |
|
1.618 |
633-7 |
|
2.618 |
623-1 |
|
4.250 |
605-4 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
656-5 |
673-1 |
| PP |
654-7 |
665-7 |
| S1 |
653-0 |
658-4 |
|