CME Pit-Traded Corn Future December 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 |
674-4 |
679-0 |
4-4 |
0.7% |
660-0 |
| High |
684-0 |
681-0 |
-3-0 |
-0.4% |
684-0 |
| Low |
671-4 |
666-0 |
-5-4 |
-0.8% |
655-4 |
| Close |
684-0 |
673-0 |
-11-0 |
-1.6% |
684-0 |
| Range |
12-4 |
15-0 |
2-4 |
20.0% |
28-4 |
| ATR |
16-5 |
16-6 |
0-1 |
0.6% |
0-0 |
| Volume |
73,201 |
52,971 |
-20,230 |
-27.6% |
329,469 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
718-3 |
710-5 |
681-2 |
|
| R3 |
703-3 |
695-5 |
677-1 |
|
| R2 |
688-3 |
688-3 |
675-6 |
|
| R1 |
680-5 |
680-5 |
674-3 |
677-0 |
| PP |
673-3 |
673-3 |
673-3 |
671-4 |
| S1 |
665-5 |
665-5 |
671-5 |
662-0 |
| S2 |
658-3 |
658-3 |
670-2 |
|
| S3 |
643-3 |
650-5 |
668-7 |
|
| S4 |
628-3 |
635-5 |
664-6 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-0 |
750-4 |
699-5 |
|
| R3 |
731-4 |
722-0 |
691-7 |
|
| R2 |
703-0 |
703-0 |
689-2 |
|
| R1 |
693-4 |
693-4 |
686-5 |
698-2 |
| PP |
674-4 |
674-4 |
674-4 |
676-7 |
| S1 |
665-0 |
665-0 |
681-3 |
669-6 |
| S2 |
646-0 |
646-0 |
678-6 |
|
| S3 |
617-4 |
636-4 |
676-1 |
|
| S4 |
589-0 |
608-0 |
668-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
684-0 |
655-4 |
28-4 |
4.2% |
13-3 |
2.0% |
61% |
False |
False |
66,147 |
| 10 |
684-0 |
638-6 |
45-2 |
6.7% |
14-5 |
2.2% |
76% |
False |
False |
65,049 |
| 20 |
684-0 |
619-2 |
64-6 |
9.6% |
14-4 |
2.2% |
83% |
False |
False |
69,719 |
| 40 |
684-0 |
619-2 |
64-6 |
9.6% |
13-7 |
2.1% |
83% |
False |
False |
66,060 |
| 60 |
684-0 |
548-0 |
136-0 |
20.2% |
13-2 |
2.0% |
92% |
False |
False |
60,243 |
| 80 |
684-0 |
548-0 |
136-0 |
20.2% |
12-5 |
1.9% |
92% |
False |
False |
53,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
744-6 |
|
2.618 |
720-2 |
|
1.618 |
705-2 |
|
1.000 |
696-0 |
|
0.618 |
690-2 |
|
HIGH |
681-0 |
|
0.618 |
675-2 |
|
0.500 |
673-4 |
|
0.382 |
671-6 |
|
LOW |
666-0 |
|
0.618 |
656-6 |
|
1.000 |
651-0 |
|
1.618 |
641-6 |
|
2.618 |
626-6 |
|
4.250 |
602-2 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
673-4 |
675-0 |
| PP |
673-3 |
674-3 |
| S1 |
673-1 |
673-5 |
|