CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
719-0 |
733-4 |
14-4 |
2.0% |
711-4 |
| High |
730-0 |
735-0 |
5-0 |
0.7% |
735-0 |
| Low |
719-0 |
719-0 |
0-0 |
0.0% |
703-0 |
| Close |
729-6 |
721-2 |
-8-4 |
-1.2% |
721-2 |
| Range |
11-0 |
16-0 |
5-0 |
45.5% |
32-0 |
| ATR |
17-0 |
16-7 |
-0-1 |
-0.4% |
0-0 |
| Volume |
8,968 |
10,301 |
1,333 |
14.9% |
104,816 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-1 |
763-1 |
730-0 |
|
| R3 |
757-1 |
747-1 |
725-5 |
|
| R2 |
741-1 |
741-1 |
724-1 |
|
| R1 |
731-1 |
731-1 |
722-6 |
728-1 |
| PP |
725-1 |
725-1 |
725-1 |
723-4 |
| S1 |
715-1 |
715-1 |
719-6 |
712-1 |
| S2 |
709-1 |
709-1 |
718-3 |
|
| S3 |
693-1 |
699-1 |
716-7 |
|
| S4 |
677-1 |
683-1 |
712-4 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-6 |
800-4 |
738-7 |
|
| R3 |
783-6 |
768-4 |
730-0 |
|
| R2 |
751-6 |
751-6 |
727-1 |
|
| R1 |
736-4 |
736-4 |
724-1 |
744-1 |
| PP |
719-6 |
719-6 |
719-6 |
723-4 |
| S1 |
704-4 |
704-4 |
718-3 |
712-1 |
| S2 |
687-6 |
687-6 |
715-3 |
|
| S3 |
655-6 |
672-4 |
712-4 |
|
| S4 |
623-6 |
640-4 |
703-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
735-0 |
703-0 |
32-0 |
4.4% |
16-1 |
2.2% |
57% |
True |
False |
20,963 |
| 10 |
735-0 |
666-0 |
69-0 |
9.6% |
17-3 |
2.4% |
80% |
True |
False |
65,060 |
| 20 |
735-0 |
659-4 |
75-4 |
10.5% |
14-5 |
2.0% |
82% |
True |
False |
120,506 |
| 40 |
735-0 |
595-0 |
140-0 |
19.4% |
13-5 |
1.9% |
90% |
True |
False |
143,316 |
| 60 |
735-0 |
556-0 |
179-0 |
24.8% |
12-2 |
1.7% |
92% |
True |
False |
129,682 |
| 80 |
735-0 |
520-6 |
214-2 |
29.7% |
12-5 |
1.7% |
94% |
True |
False |
134,670 |
| 100 |
735-0 |
520-6 |
214-2 |
29.7% |
12-3 |
1.7% |
94% |
True |
False |
122,285 |
| 120 |
735-0 |
468-0 |
267-0 |
37.0% |
12-2 |
1.7% |
95% |
True |
False |
111,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803-0 |
|
2.618 |
776-7 |
|
1.618 |
760-7 |
|
1.000 |
751-0 |
|
0.618 |
744-7 |
|
HIGH |
735-0 |
|
0.618 |
728-7 |
|
0.500 |
727-0 |
|
0.382 |
725-1 |
|
LOW |
719-0 |
|
0.618 |
709-1 |
|
1.000 |
703-0 |
|
1.618 |
693-1 |
|
2.618 |
677-1 |
|
4.250 |
651-0 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
727-0 |
720-4 |
| PP |
725-1 |
719-6 |
| S1 |
723-1 |
719-0 |
|