CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
731-0 |
719-0 |
-12-0 |
-1.6% |
698-4 |
| High |
731-0 |
730-0 |
-1-0 |
-0.1% |
716-4 |
| Low |
703-0 |
719-0 |
16-0 |
2.3% |
666-0 |
| Close |
714-0 |
729-6 |
15-6 |
2.2% |
712-0 |
| Range |
28-0 |
11-0 |
-17-0 |
-60.7% |
50-4 |
| ATR |
17-0 |
17-0 |
-0-1 |
-0.4% |
0-0 |
| Volume |
19,773 |
8,968 |
-10,805 |
-54.6% |
398,429 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759-2 |
755-4 |
735-6 |
|
| R3 |
748-2 |
744-4 |
732-6 |
|
| R2 |
737-2 |
737-2 |
731-6 |
|
| R1 |
733-4 |
733-4 |
730-6 |
735-3 |
| PP |
726-2 |
726-2 |
726-2 |
727-2 |
| S1 |
722-4 |
722-4 |
728-6 |
724-3 |
| S2 |
715-2 |
715-2 |
727-6 |
|
| S3 |
704-2 |
711-4 |
726-6 |
|
| S4 |
693-2 |
700-4 |
723-6 |
|
|
| 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 |
693-0 |
38-0 |
5.2% |
17-5 |
2.4% |
97% |
False |
False |
41,897 |
| 10 |
731-0 |
666-0 |
65-0 |
8.9% |
17-0 |
2.3% |
98% |
False |
False |
76,297 |
| 20 |
731-0 |
659-0 |
72-0 |
9.9% |
14-4 |
2.0% |
98% |
False |
False |
128,044 |
| 40 |
731-0 |
595-0 |
136-0 |
18.6% |
13-6 |
1.9% |
99% |
False |
False |
147,268 |
| 60 |
731-0 |
556-0 |
175-0 |
24.0% |
12-2 |
1.7% |
99% |
False |
False |
131,903 |
| 80 |
731-0 |
520-6 |
210-2 |
28.8% |
12-4 |
1.7% |
99% |
False |
False |
135,597 |
| 100 |
731-0 |
520-6 |
210-2 |
28.8% |
12-3 |
1.7% |
99% |
False |
False |
122,705 |
| 120 |
731-0 |
468-0 |
263-0 |
36.0% |
12-1 |
1.7% |
100% |
False |
False |
112,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776-6 |
|
2.618 |
758-6 |
|
1.618 |
747-6 |
|
1.000 |
741-0 |
|
0.618 |
736-6 |
|
HIGH |
730-0 |
|
0.618 |
725-6 |
|
0.500 |
724-4 |
|
0.382 |
723-2 |
|
LOW |
719-0 |
|
0.618 |
712-2 |
|
1.000 |
708-0 |
|
1.618 |
701-2 |
|
2.618 |
690-2 |
|
4.250 |
672-2 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
728-0 |
725-4 |
| PP |
726-2 |
721-2 |
| S1 |
724-4 |
717-0 |
|