CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
723-0 |
706-0 |
-17-0 |
-2.4% |
711-4 |
High |
723-0 |
706-0 |
-17-0 |
-2.4% |
735-0 |
Low |
705-0 |
695-0 |
-10-0 |
-1.4% |
703-0 |
Close |
710-6 |
698-6 |
-12-0 |
-1.7% |
721-2 |
Range |
18-0 |
11-0 |
-7-0 |
-38.9% |
32-0 |
ATR |
17-0 |
16-7 |
-0-1 |
-0.5% |
0-0 |
Volume |
6,977 |
5,208 |
-1,769 |
-25.4% |
104,816 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-7 |
726-7 |
704-6 |
|
R3 |
721-7 |
715-7 |
701-6 |
|
R2 |
710-7 |
710-7 |
700-6 |
|
R1 |
704-7 |
704-7 |
699-6 |
702-3 |
PP |
699-7 |
699-7 |
699-7 |
698-6 |
S1 |
693-7 |
693-7 |
697-6 |
691-3 |
S2 |
688-7 |
688-7 |
696-6 |
|
S3 |
677-7 |
682-7 |
695-6 |
|
S4 |
666-7 |
671-7 |
692-6 |
|
|
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 |
695-0 |
40-0 |
5.7% |
16-6 |
2.4% |
9% |
False |
True |
10,245 |
10 |
735-0 |
666-0 |
69-0 |
9.9% |
17-1 |
2.4% |
47% |
False |
False |
51,543 |
20 |
735-0 |
666-0 |
69-0 |
9.9% |
14-4 |
2.1% |
47% |
False |
False |
104,451 |
40 |
735-0 |
599-4 |
135-4 |
19.4% |
13-6 |
2.0% |
73% |
False |
False |
135,213 |
60 |
735-0 |
567-4 |
167-4 |
24.0% |
12-2 |
1.8% |
78% |
False |
False |
125,270 |
80 |
735-0 |
520-6 |
214-2 |
30.7% |
12-4 |
1.8% |
83% |
False |
False |
131,332 |
100 |
735-0 |
520-6 |
214-2 |
30.7% |
12-2 |
1.7% |
83% |
False |
False |
120,246 |
120 |
735-0 |
468-0 |
267-0 |
38.2% |
12-3 |
1.8% |
86% |
False |
False |
110,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
752-6 |
2.618 |
734-6 |
1.618 |
723-6 |
1.000 |
717-0 |
0.618 |
712-6 |
HIGH |
706-0 |
0.618 |
701-6 |
0.500 |
700-4 |
0.382 |
699-2 |
LOW |
695-0 |
0.618 |
688-2 |
1.000 |
684-0 |
1.618 |
677-2 |
2.618 |
666-2 |
4.250 |
648-2 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
700-4 |
715-0 |
PP |
699-7 |
709-5 |
S1 |
699-3 |
704-1 |
|