CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
711-4 |
722-4 |
11-0 |
1.5% |
698-4 |
High |
723-4 |
727-4 |
4-0 |
0.6% |
716-4 |
Low |
707-4 |
718-0 |
10-4 |
1.5% |
666-0 |
Close |
722-4 |
727-2 |
4-6 |
0.7% |
712-0 |
Range |
16-0 |
9-4 |
-6-4 |
-40.6% |
50-4 |
ATR |
16-6 |
16-2 |
-0-4 |
-3.1% |
0-0 |
Volume |
37,074 |
28,700 |
-8,374 |
-22.6% |
398,429 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-6 |
749-4 |
732-4 |
|
R3 |
743-2 |
740-0 |
729-7 |
|
R2 |
733-6 |
733-6 |
729-0 |
|
R1 |
730-4 |
730-4 |
728-1 |
732-1 |
PP |
724-2 |
724-2 |
724-2 |
725-0 |
S1 |
721-0 |
721-0 |
726-3 |
722-5 |
S2 |
714-6 |
714-6 |
725-4 |
|
S3 |
705-2 |
711-4 |
724-5 |
|
S4 |
695-6 |
702-0 |
722-0 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-5 |
831-3 |
739-6 |
|
R3 |
799-1 |
780-7 |
725-7 |
|
R2 |
748-5 |
748-5 |
721-2 |
|
R1 |
730-3 |
730-3 |
716-5 |
739-4 |
PP |
698-1 |
698-1 |
698-1 |
702-6 |
S1 |
679-7 |
679-7 |
707-3 |
689-0 |
S2 |
647-5 |
647-5 |
702-6 |
|
S3 |
597-1 |
629-3 |
698-1 |
|
S4 |
546-5 |
578-7 |
684-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
727-4 |
666-0 |
61-4 |
8.5% |
17-3 |
2.4% |
100% |
True |
False |
92,840 |
10 |
727-4 |
666-0 |
61-4 |
8.5% |
15-4 |
2.1% |
100% |
True |
False |
110,621 |
20 |
727-4 |
659-0 |
68-4 |
9.4% |
13-3 |
1.8% |
100% |
True |
False |
140,164 |
40 |
727-4 |
595-0 |
132-4 |
18.2% |
13-3 |
1.8% |
100% |
True |
False |
153,695 |
60 |
727-4 |
556-0 |
171-4 |
23.6% |
12-0 |
1.6% |
100% |
True |
False |
136,189 |
80 |
727-4 |
520-6 |
206-6 |
28.4% |
12-1 |
1.7% |
100% |
True |
False |
137,253 |
100 |
727-4 |
502-0 |
225-4 |
31.0% |
12-1 |
1.7% |
100% |
True |
False |
123,810 |
120 |
727-4 |
468-0 |
259-4 |
35.7% |
12-0 |
1.7% |
100% |
True |
False |
113,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-7 |
2.618 |
752-3 |
1.618 |
742-7 |
1.000 |
737-0 |
0.618 |
733-3 |
HIGH |
727-4 |
0.618 |
723-7 |
0.500 |
722-6 |
0.382 |
721-5 |
LOW |
718-0 |
0.618 |
712-1 |
1.000 |
708-4 |
1.618 |
702-5 |
2.618 |
693-1 |
4.250 |
677-5 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
725-6 |
721-5 |
PP |
724-2 |
715-7 |
S1 |
722-6 |
710-2 |
|