CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
706-0 |
705-4 |
-0-4 |
-0.1% |
711-4 |
High |
706-0 |
705-4 |
-0-4 |
-0.1% |
735-0 |
Low |
695-0 |
687-0 |
-8-0 |
-1.2% |
703-0 |
Close |
698-6 |
695-0 |
-3-6 |
-0.5% |
721-2 |
Range |
11-0 |
18-4 |
7-4 |
68.2% |
32-0 |
ATR |
16-7 |
17-0 |
0-1 |
0.7% |
0-0 |
Volume |
5,208 |
4,021 |
-1,187 |
-22.8% |
104,816 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
751-3 |
741-5 |
705-1 |
|
R3 |
732-7 |
723-1 |
700-1 |
|
R2 |
714-3 |
714-3 |
698-3 |
|
R1 |
704-5 |
704-5 |
696-6 |
700-2 |
PP |
695-7 |
695-7 |
695-7 |
693-5 |
S1 |
686-1 |
686-1 |
693-2 |
681-6 |
S2 |
677-3 |
677-3 |
691-5 |
|
S3 |
658-7 |
667-5 |
689-7 |
|
S4 |
640-3 |
649-1 |
684-7 |
|
|
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 |
687-0 |
48-0 |
6.9% |
14-7 |
2.1% |
17% |
False |
True |
7,095 |
10 |
735-0 |
681-0 |
54-0 |
7.8% |
16-2 |
2.3% |
26% |
False |
False |
35,513 |
20 |
735-0 |
666-0 |
69-0 |
9.9% |
15-1 |
2.2% |
42% |
False |
False |
97,042 |
40 |
735-0 |
603-4 |
131-4 |
18.9% |
13-7 |
2.0% |
70% |
False |
False |
131,187 |
60 |
735-0 |
579-4 |
155-4 |
22.4% |
12-4 |
1.8% |
74% |
False |
False |
123,383 |
80 |
735-0 |
520-6 |
214-2 |
30.8% |
12-5 |
1.8% |
81% |
False |
False |
129,617 |
100 |
735-0 |
520-6 |
214-2 |
30.8% |
12-2 |
1.8% |
81% |
False |
False |
119,458 |
120 |
735-0 |
468-0 |
267-0 |
38.4% |
12-4 |
1.8% |
85% |
False |
False |
110,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
784-1 |
2.618 |
753-7 |
1.618 |
735-3 |
1.000 |
724-0 |
0.618 |
716-7 |
HIGH |
705-4 |
0.618 |
698-3 |
0.500 |
696-2 |
0.382 |
694-1 |
LOW |
687-0 |
0.618 |
675-5 |
1.000 |
668-4 |
1.618 |
657-1 |
2.618 |
638-5 |
4.250 |
608-3 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
696-2 |
705-0 |
PP |
695-7 |
701-5 |
S1 |
695-3 |
698-3 |
|