CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
723-4 |
705-2 |
-18-2 |
-2.5% |
666-0 |
| High |
724-4 |
721-0 |
-3-4 |
-0.5% |
724-4 |
| Low |
708-0 |
705-0 |
-3-0 |
-0.4% |
666-0 |
| Close |
711-4 |
717-4 |
6-0 |
0.8% |
717-4 |
| Range |
16-4 |
16-0 |
-0-4 |
-3.0% |
58-4 |
| ATR |
19-0 |
18-6 |
-0-2 |
-1.1% |
0-0 |
| Volume |
43,105 |
28,671 |
-14,434 |
-33.5% |
170,793 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-4 |
756-0 |
726-2 |
|
| R3 |
746-4 |
740-0 |
721-7 |
|
| R2 |
730-4 |
730-4 |
720-3 |
|
| R1 |
724-0 |
724-0 |
719-0 |
727-2 |
| PP |
714-4 |
714-4 |
714-4 |
716-1 |
| S1 |
708-0 |
708-0 |
716-0 |
711-2 |
| S2 |
698-4 |
698-4 |
714-5 |
|
| S3 |
682-4 |
692-0 |
713-1 |
|
| S4 |
666-4 |
676-0 |
708-6 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878-1 |
856-3 |
749-5 |
|
| R3 |
819-5 |
797-7 |
733-5 |
|
| R2 |
761-1 |
761-1 |
728-2 |
|
| R1 |
739-3 |
739-3 |
722-7 |
750-2 |
| PP |
702-5 |
702-5 |
702-5 |
708-1 |
| S1 |
680-7 |
680-7 |
712-1 |
691-6 |
| S2 |
644-1 |
644-1 |
706-6 |
|
| S3 |
585-5 |
622-3 |
701-3 |
|
| S4 |
527-1 |
563-7 |
685-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724-4 |
666-0 |
58-4 |
8.2% |
16-0 |
2.2% |
88% |
False |
False |
34,158 |
| 10 |
724-4 |
644-4 |
80-0 |
11.1% |
14-2 |
2.0% |
91% |
False |
False |
36,667 |
| 20 |
727-0 |
644-4 |
82-4 |
11.5% |
15-1 |
2.1% |
88% |
False |
False |
29,479 |
| 40 |
727-0 |
621-4 |
105-4 |
14.7% |
14-2 |
2.0% |
91% |
False |
False |
25,347 |
| 60 |
727-0 |
583-4 |
143-4 |
20.0% |
13-1 |
1.8% |
93% |
False |
False |
21,711 |
| 80 |
727-0 |
583-4 |
143-4 |
20.0% |
11-6 |
1.6% |
93% |
False |
False |
17,706 |
| 100 |
727-0 |
570-0 |
157-0 |
21.9% |
11-0 |
1.5% |
94% |
False |
False |
15,279 |
| 120 |
727-0 |
524-0 |
203-0 |
28.3% |
9-6 |
1.4% |
95% |
False |
False |
13,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
789-0 |
|
2.618 |
762-7 |
|
1.618 |
746-7 |
|
1.000 |
737-0 |
|
0.618 |
730-7 |
|
HIGH |
721-0 |
|
0.618 |
714-7 |
|
0.500 |
713-0 |
|
0.382 |
711-1 |
|
LOW |
705-0 |
|
0.618 |
695-1 |
|
1.000 |
689-0 |
|
1.618 |
679-1 |
|
2.618 |
663-1 |
|
4.250 |
637-0 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716-0 |
716-1 |
| PP |
714-4 |
714-5 |
| S1 |
713-0 |
713-2 |
|