CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
722-4 |
731-0 |
8-4 |
1.2% |
698-4 |
| High |
727-4 |
731-0 |
3-4 |
0.5% |
716-4 |
| Low |
718-0 |
703-0 |
-15-0 |
-2.1% |
666-0 |
| Close |
727-2 |
714-0 |
-13-2 |
-1.8% |
712-0 |
| Range |
9-4 |
28-0 |
18-4 |
194.7% |
50-4 |
| ATR |
16-2 |
17-0 |
0-7 |
5.2% |
0-0 |
| Volume |
28,700 |
19,773 |
-8,927 |
-31.1% |
398,429 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
800-0 |
785-0 |
729-3 |
|
| R3 |
772-0 |
757-0 |
721-6 |
|
| R2 |
744-0 |
744-0 |
719-1 |
|
| R1 |
729-0 |
729-0 |
716-5 |
722-4 |
| PP |
716-0 |
716-0 |
716-0 |
712-6 |
| S1 |
701-0 |
701-0 |
711-3 |
694-4 |
| S2 |
688-0 |
688-0 |
708-7 |
|
| S3 |
660-0 |
673-0 |
706-2 |
|
| S4 |
632-0 |
645-0 |
698-5 |
|
|
| 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 |
731-0 |
681-0 |
50-0 |
7.0% |
17-4 |
2.5% |
66% |
True |
False |
63,932 |
| 10 |
731-0 |
666-0 |
65-0 |
9.1% |
16-7 |
2.4% |
74% |
True |
False |
91,216 |
| 20 |
731-0 |
659-0 |
72-0 |
10.1% |
14-3 |
2.0% |
76% |
True |
False |
134,508 |
| 40 |
731-0 |
595-0 |
136-0 |
19.0% |
13-6 |
1.9% |
88% |
True |
False |
151,243 |
| 60 |
731-0 |
556-0 |
175-0 |
24.5% |
12-2 |
1.7% |
90% |
True |
False |
133,819 |
| 80 |
731-0 |
520-6 |
210-2 |
29.4% |
12-3 |
1.7% |
92% |
True |
False |
136,541 |
| 100 |
731-0 |
520-6 |
210-2 |
29.4% |
12-2 |
1.7% |
92% |
True |
False |
123,598 |
| 120 |
731-0 |
468-0 |
263-0 |
36.8% |
12-1 |
1.7% |
94% |
True |
False |
113,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
850-0 |
|
2.618 |
804-2 |
|
1.618 |
776-2 |
|
1.000 |
759-0 |
|
0.618 |
748-2 |
|
HIGH |
731-0 |
|
0.618 |
720-2 |
|
0.500 |
717-0 |
|
0.382 |
713-6 |
|
LOW |
703-0 |
|
0.618 |
685-6 |
|
1.000 |
675-0 |
|
1.618 |
657-6 |
|
2.618 |
629-6 |
|
4.250 |
584-0 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
717-0 |
717-0 |
| PP |
716-0 |
716-0 |
| S1 |
715-0 |
715-0 |
|