CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
714-0 |
719-0 |
5-0 |
0.7% |
666-0 |
| High |
723-0 |
723-0 |
0-0 |
0.0% |
724-4 |
| Low |
712-0 |
700-0 |
-12-0 |
-1.7% |
666-0 |
| Close |
719-6 |
705-0 |
-14-6 |
-2.0% |
717-4 |
| Range |
11-0 |
23-0 |
12-0 |
109.1% |
58-4 |
| ATR |
18-1 |
18-4 |
0-3 |
1.9% |
0-0 |
| Volume |
25,503 |
26,719 |
1,216 |
4.8% |
170,793 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778-3 |
764-5 |
717-5 |
|
| R3 |
755-3 |
741-5 |
711-3 |
|
| R2 |
732-3 |
732-3 |
709-2 |
|
| R1 |
718-5 |
718-5 |
707-1 |
714-0 |
| PP |
709-3 |
709-3 |
709-3 |
707-0 |
| S1 |
695-5 |
695-5 |
702-7 |
691-0 |
| S2 |
686-3 |
686-3 |
700-6 |
|
| S3 |
663-3 |
672-5 |
698-5 |
|
| S4 |
640-3 |
649-5 |
692-3 |
|
|
| 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 |
700-0 |
24-4 |
3.5% |
16-7 |
2.4% |
20% |
False |
True |
32,528 |
| 10 |
724-4 |
644-4 |
80-0 |
11.3% |
14-7 |
2.1% |
76% |
False |
False |
34,094 |
| 20 |
724-4 |
644-4 |
80-0 |
11.3% |
16-0 |
2.3% |
76% |
False |
False |
30,645 |
| 40 |
727-0 |
621-4 |
105-4 |
15.0% |
14-2 |
2.0% |
79% |
False |
False |
25,877 |
| 60 |
727-0 |
583-4 |
143-4 |
20.4% |
13-3 |
1.9% |
85% |
False |
False |
22,350 |
| 80 |
727-0 |
583-4 |
143-4 |
20.4% |
12-0 |
1.7% |
85% |
False |
False |
18,253 |
| 100 |
727-0 |
570-0 |
157-0 |
22.3% |
11-2 |
1.6% |
86% |
False |
False |
15,759 |
| 120 |
727-0 |
533-2 |
193-6 |
27.5% |
10-0 |
1.4% |
89% |
False |
False |
13,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820-6 |
|
2.618 |
783-2 |
|
1.618 |
760-2 |
|
1.000 |
746-0 |
|
0.618 |
737-2 |
|
HIGH |
723-0 |
|
0.618 |
714-2 |
|
0.500 |
711-4 |
|
0.382 |
708-6 |
|
LOW |
700-0 |
|
0.618 |
685-6 |
|
1.000 |
677-0 |
|
1.618 |
662-6 |
|
2.618 |
639-6 |
|
4.250 |
602-2 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
711-4 |
711-4 |
| PP |
709-3 |
709-3 |
| S1 |
707-1 |
707-1 |
|