CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
733-4 |
723-0 |
-10-4 |
-1.4% |
711-4 |
| High |
735-0 |
723-0 |
-12-0 |
-1.6% |
735-0 |
| Low |
719-0 |
705-0 |
-14-0 |
-1.9% |
703-0 |
| Close |
721-2 |
710-6 |
-10-4 |
-1.5% |
721-2 |
| Range |
16-0 |
18-0 |
2-0 |
12.5% |
32-0 |
| ATR |
16-7 |
17-0 |
0-1 |
0.5% |
0-0 |
| Volume |
10,301 |
6,977 |
-3,324 |
-32.3% |
104,816 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766-7 |
756-7 |
720-5 |
|
| R3 |
748-7 |
738-7 |
715-6 |
|
| R2 |
730-7 |
730-7 |
714-0 |
|
| R1 |
720-7 |
720-7 |
712-3 |
716-7 |
| PP |
712-7 |
712-7 |
712-7 |
711-0 |
| S1 |
702-7 |
702-7 |
709-1 |
698-7 |
| S2 |
694-7 |
694-7 |
707-4 |
|
| S3 |
676-7 |
684-7 |
705-6 |
|
| S4 |
658-7 |
666-7 |
700-7 |
|
|
| 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 |
4.5% |
16-4 |
2.3% |
24% |
False |
False |
14,943 |
| 10 |
735-0 |
666-0 |
69-0 |
9.7% |
17-7 |
2.5% |
65% |
False |
False |
51,022 |
| 20 |
735-0 |
666-0 |
69-0 |
9.7% |
14-4 |
2.0% |
65% |
False |
False |
113,274 |
| 40 |
735-0 |
595-0 |
140-0 |
19.7% |
13-6 |
1.9% |
83% |
False |
False |
139,074 |
| 60 |
735-0 |
567-4 |
167-4 |
23.6% |
12-2 |
1.7% |
86% |
False |
False |
127,328 |
| 80 |
735-0 |
520-6 |
214-2 |
30.1% |
12-3 |
1.7% |
89% |
False |
False |
133,684 |
| 100 |
735-0 |
520-6 |
214-2 |
30.1% |
12-2 |
1.7% |
89% |
False |
False |
121,265 |
| 120 |
735-0 |
468-0 |
267-0 |
37.6% |
12-2 |
1.7% |
91% |
False |
False |
111,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
799-4 |
|
2.618 |
770-1 |
|
1.618 |
752-1 |
|
1.000 |
741-0 |
|
0.618 |
734-1 |
|
HIGH |
723-0 |
|
0.618 |
716-1 |
|
0.500 |
714-0 |
|
0.382 |
711-7 |
|
LOW |
705-0 |
|
0.618 |
693-7 |
|
1.000 |
687-0 |
|
1.618 |
675-7 |
|
2.618 |
657-7 |
|
4.250 |
628-4 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
714-0 |
720-0 |
| PP |
712-7 |
716-7 |
| S1 |
711-7 |
713-7 |
|