CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
674-4 |
681-0 |
6-4 |
1.0% |
648-0 |
| High |
679-2 |
683-0 |
3-6 |
0.6% |
660-0 |
| Low |
672-2 |
652-4 |
-19-6 |
-2.9% |
627-2 |
| Close |
676-0 |
655-4 |
-20-4 |
-3.0% |
656-0 |
| Range |
7-0 |
30-4 |
23-4 |
335.7% |
32-6 |
| ATR |
14-0 |
15-2 |
1-1 |
8.4% |
0-0 |
| Volume |
59,590 |
65,053 |
5,463 |
9.2% |
270,705 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-1 |
735-7 |
672-2 |
|
| R3 |
724-5 |
705-3 |
663-7 |
|
| R2 |
694-1 |
694-1 |
661-1 |
|
| R1 |
674-7 |
674-7 |
658-2 |
669-2 |
| PP |
663-5 |
663-5 |
663-5 |
660-7 |
| S1 |
644-3 |
644-3 |
652-6 |
638-6 |
| S2 |
633-1 |
633-1 |
649-7 |
|
| S3 |
602-5 |
613-7 |
647-1 |
|
| S4 |
572-1 |
583-3 |
638-6 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-0 |
733-6 |
674-0 |
|
| R3 |
713-2 |
701-0 |
665-0 |
|
| R2 |
680-4 |
680-4 |
662-0 |
|
| R1 |
668-2 |
668-2 |
659-0 |
674-3 |
| PP |
647-6 |
647-6 |
647-6 |
650-6 |
| S1 |
635-4 |
635-4 |
653-0 |
641-5 |
| S2 |
615-0 |
615-0 |
650-0 |
|
| S3 |
582-2 |
602-6 |
647-0 |
|
| S4 |
549-4 |
570-0 |
638-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
683-0 |
639-0 |
44-0 |
6.7% |
15-2 |
2.3% |
38% |
True |
False |
59,489 |
| 10 |
683-0 |
627-2 |
55-6 |
8.5% |
14-3 |
2.2% |
51% |
True |
False |
54,856 |
| 20 |
683-0 |
592-0 |
91-0 |
13.9% |
11-5 |
1.8% |
70% |
True |
False |
54,699 |
| 40 |
683-0 |
548-0 |
135-0 |
20.6% |
12-0 |
1.8% |
80% |
True |
False |
49,474 |
| 60 |
683-0 |
548-0 |
135-0 |
20.6% |
11-3 |
1.7% |
80% |
True |
False |
43,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
812-5 |
|
2.618 |
762-7 |
|
1.618 |
732-3 |
|
1.000 |
713-4 |
|
0.618 |
701-7 |
|
HIGH |
683-0 |
|
0.618 |
671-3 |
|
0.500 |
667-6 |
|
0.382 |
664-1 |
|
LOW |
652-4 |
|
0.618 |
633-5 |
|
1.000 |
622-0 |
|
1.618 |
603-1 |
|
2.618 |
572-5 |
|
4.250 |
522-7 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
667-6 |
667-6 |
| PP |
663-5 |
663-5 |
| S1 |
659-5 |
659-5 |
|