CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
717-0 |
724-4 |
7-4 |
1.0% |
714-0 |
| High |
728-0 |
729-0 |
1-0 |
0.1% |
728-0 |
| Low |
714-0 |
712-0 |
-2-0 |
-0.3% |
700-0 |
| Close |
728-2 |
717-4 |
-10-6 |
-1.5% |
728-2 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
28-0 |
| ATR |
17-2 |
17-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
38,565 |
30,245 |
-8,320 |
-21.6% |
166,813 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770-4 |
761-0 |
726-7 |
|
| R3 |
753-4 |
744-0 |
722-1 |
|
| R2 |
736-4 |
736-4 |
720-5 |
|
| R1 |
727-0 |
727-0 |
719-0 |
723-2 |
| PP |
719-4 |
719-4 |
719-4 |
717-5 |
| S1 |
710-0 |
710-0 |
716-0 |
706-2 |
| S2 |
702-4 |
702-4 |
714-3 |
|
| S3 |
685-4 |
693-0 |
712-7 |
|
| S4 |
668-4 |
676-0 |
708-1 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
802-6 |
793-4 |
743-5 |
|
| R3 |
774-6 |
765-4 |
736-0 |
|
| R2 |
746-6 |
746-6 |
733-3 |
|
| R1 |
737-4 |
737-4 |
730-7 |
742-1 |
| PP |
718-6 |
718-6 |
718-6 |
721-0 |
| S1 |
709-4 |
709-4 |
725-5 |
714-1 |
| S2 |
690-6 |
690-6 |
723-1 |
|
| S3 |
662-6 |
681-4 |
720-4 |
|
| S4 |
634-6 |
653-4 |
712-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729-0 |
700-0 |
29-0 |
4.0% |
14-2 |
2.0% |
60% |
True |
False |
34,311 |
| 10 |
729-0 |
676-2 |
52-6 |
7.4% |
15-0 |
2.1% |
78% |
True |
False |
34,000 |
| 20 |
729-0 |
644-4 |
84-4 |
11.8% |
14-3 |
2.0% |
86% |
True |
False |
33,354 |
| 40 |
729-0 |
644-4 |
84-4 |
11.8% |
13-7 |
1.9% |
86% |
True |
False |
28,387 |
| 60 |
729-0 |
583-4 |
145-4 |
20.3% |
13-5 |
1.9% |
92% |
True |
False |
24,325 |
| 80 |
729-0 |
583-4 |
145-4 |
20.3% |
12-2 |
1.7% |
92% |
True |
False |
19,906 |
| 100 |
729-0 |
570-0 |
159-0 |
22.2% |
11-3 |
1.6% |
93% |
True |
False |
17,103 |
| 120 |
729-0 |
541-2 |
187-6 |
26.2% |
10-2 |
1.4% |
94% |
True |
False |
14,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801-2 |
|
2.618 |
773-4 |
|
1.618 |
756-4 |
|
1.000 |
746-0 |
|
0.618 |
739-4 |
|
HIGH |
729-0 |
|
0.618 |
722-4 |
|
0.500 |
720-4 |
|
0.382 |
718-4 |
|
LOW |
712-0 |
|
0.618 |
701-4 |
|
1.000 |
695-0 |
|
1.618 |
684-4 |
|
2.618 |
667-4 |
|
4.250 |
639-6 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720-4 |
720-4 |
| PP |
719-4 |
719-4 |
| S1 |
718-4 |
718-4 |
|