CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
655-0 |
660-0 |
5-0 |
0.8% |
634-4 |
| High |
671-0 |
672-0 |
1-0 |
0.1% |
676-4 |
| Low |
654-4 |
657-4 |
3-0 |
0.5% |
633-4 |
| Close |
666-4 |
670-4 |
4-0 |
0.6% |
666-4 |
| Range |
16-4 |
14-4 |
-2-0 |
-12.1% |
43-0 |
| ATR |
17-6 |
17-4 |
-0-2 |
-1.3% |
0-0 |
| Volume |
62,446 |
51,705 |
-10,741 |
-17.2% |
334,156 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710-1 |
704-7 |
678-4 |
|
| R3 |
695-5 |
690-3 |
674-4 |
|
| R2 |
681-1 |
681-1 |
673-1 |
|
| R1 |
675-7 |
675-7 |
671-7 |
678-4 |
| PP |
666-5 |
666-5 |
666-5 |
668-0 |
| S1 |
661-3 |
661-3 |
669-1 |
664-0 |
| S2 |
652-1 |
652-1 |
667-7 |
|
| S3 |
637-5 |
646-7 |
666-4 |
|
| S4 |
623-1 |
632-3 |
662-4 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787-7 |
770-1 |
690-1 |
|
| R3 |
744-7 |
727-1 |
678-3 |
|
| R2 |
701-7 |
701-7 |
674-3 |
|
| R1 |
684-1 |
684-1 |
670-4 |
693-0 |
| PP |
658-7 |
658-7 |
658-7 |
663-2 |
| S1 |
641-1 |
641-1 |
662-4 |
650-0 |
| S2 |
615-7 |
615-7 |
658-5 |
|
| S3 |
572-7 |
598-1 |
654-5 |
|
| S4 |
529-7 |
555-1 |
642-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676-4 |
638-6 |
37-6 |
5.6% |
15-7 |
2.4% |
84% |
False |
False |
63,952 |
| 10 |
676-4 |
619-2 |
57-2 |
8.5% |
14-4 |
2.2% |
90% |
False |
False |
71,448 |
| 20 |
679-0 |
619-2 |
59-6 |
8.9% |
15-2 |
2.3% |
86% |
False |
False |
70,877 |
| 40 |
683-0 |
592-0 |
91-0 |
13.6% |
13-3 |
2.0% |
86% |
False |
False |
63,876 |
| 60 |
683-0 |
548-0 |
135-0 |
20.1% |
13-0 |
1.9% |
91% |
False |
False |
57,307 |
| 80 |
683-0 |
548-0 |
135-0 |
20.1% |
12-3 |
1.8% |
91% |
False |
False |
51,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
733-5 |
|
2.618 |
710-0 |
|
1.618 |
695-4 |
|
1.000 |
686-4 |
|
0.618 |
681-0 |
|
HIGH |
672-0 |
|
0.618 |
666-4 |
|
0.500 |
664-6 |
|
0.382 |
663-0 |
|
LOW |
657-4 |
|
0.618 |
648-4 |
|
1.000 |
643-0 |
|
1.618 |
634-0 |
|
2.618 |
619-4 |
|
4.250 |
595-7 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
668-5 |
668-7 |
| PP |
666-5 |
667-1 |
| S1 |
664-6 |
665-4 |
|