CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
677-4 |
702-0 |
24-4 |
3.6% |
673-4 |
| High |
693-0 |
720-0 |
27-0 |
3.9% |
695-0 |
| Low |
676-2 |
702-0 |
25-6 |
3.8% |
644-4 |
| Close |
692-6 |
717-4 |
24-6 |
3.6% |
653-6 |
| Range |
16-6 |
18-0 |
1-2 |
7.5% |
50-4 |
| ATR |
18-4 |
19-1 |
0-5 |
3.4% |
0-0 |
| Volume |
32,531 |
38,642 |
6,111 |
18.8% |
195,877 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-1 |
760-3 |
727-3 |
|
| R3 |
749-1 |
742-3 |
722-4 |
|
| R2 |
731-1 |
731-1 |
720-6 |
|
| R1 |
724-3 |
724-3 |
719-1 |
727-6 |
| PP |
713-1 |
713-1 |
713-1 |
714-7 |
| S1 |
706-3 |
706-3 |
715-7 |
709-6 |
| S2 |
695-1 |
695-1 |
714-2 |
|
| S3 |
677-1 |
688-3 |
712-4 |
|
| S4 |
659-1 |
670-3 |
707-5 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-7 |
785-3 |
681-4 |
|
| R3 |
765-3 |
734-7 |
667-5 |
|
| R2 |
714-7 |
714-7 |
663-0 |
|
| R1 |
684-3 |
684-3 |
658-3 |
674-3 |
| PP |
664-3 |
664-3 |
664-3 |
659-4 |
| S1 |
633-7 |
633-7 |
649-1 |
623-7 |
| S2 |
613-7 |
613-7 |
644-4 |
|
| S3 |
563-3 |
583-3 |
639-7 |
|
| S4 |
512-7 |
532-7 |
626-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
720-0 |
644-4 |
75-4 |
10.5% |
14-3 |
2.0% |
97% |
True |
False |
35,996 |
| 10 |
720-0 |
644-4 |
75-4 |
10.5% |
15-1 |
2.1% |
97% |
True |
False |
34,585 |
| 20 |
727-0 |
644-4 |
82-4 |
11.5% |
15-4 |
2.2% |
88% |
False |
False |
28,217 |
| 40 |
727-0 |
621-4 |
105-4 |
14.7% |
13-7 |
1.9% |
91% |
False |
False |
23,989 |
| 60 |
727-0 |
583-4 |
143-4 |
20.0% |
13-0 |
1.8% |
93% |
False |
False |
20,773 |
| 80 |
727-0 |
583-4 |
143-4 |
20.0% |
11-4 |
1.6% |
93% |
False |
False |
16,953 |
| 100 |
727-0 |
570-0 |
157-0 |
21.9% |
10-6 |
1.5% |
94% |
False |
False |
14,592 |
| 120 |
727-0 |
524-0 |
203-0 |
28.3% |
9-4 |
1.3% |
95% |
False |
False |
12,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
796-4 |
|
2.618 |
767-1 |
|
1.618 |
749-1 |
|
1.000 |
738-0 |
|
0.618 |
731-1 |
|
HIGH |
720-0 |
|
0.618 |
713-1 |
|
0.500 |
711-0 |
|
0.382 |
708-7 |
|
LOW |
702-0 |
|
0.618 |
690-7 |
|
1.000 |
684-0 |
|
1.618 |
672-7 |
|
2.618 |
654-7 |
|
4.250 |
625-4 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
715-3 |
709-3 |
| PP |
713-1 |
701-1 |
| S1 |
711-0 |
693-0 |
|