CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
678-0 |
665-0 |
-13-0 |
-1.9% |
723-0 |
| High |
691-0 |
667-2 |
-23-6 |
-3.4% |
723-0 |
| Low |
676-0 |
654-0 |
-22-0 |
-3.3% |
654-0 |
| Close |
676-2 |
659-2 |
-17-0 |
-2.5% |
659-2 |
| Range |
15-0 |
13-2 |
-1-6 |
-11.7% |
69-0 |
| ATR |
17-1 |
17-4 |
0-3 |
2.1% |
0-0 |
| Volume |
3,600 |
1,900 |
-1,700 |
-47.2% |
21,706 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-7 |
692-7 |
666-4 |
|
| R3 |
686-5 |
679-5 |
662-7 |
|
| R2 |
673-3 |
673-3 |
661-5 |
|
| R1 |
666-3 |
666-3 |
660-4 |
663-2 |
| PP |
660-1 |
660-1 |
660-1 |
658-5 |
| S1 |
653-1 |
653-1 |
658-0 |
650-0 |
| S2 |
646-7 |
646-7 |
656-7 |
|
| S3 |
633-5 |
639-7 |
655-5 |
|
| S4 |
620-3 |
626-5 |
652-0 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885-6 |
841-4 |
697-2 |
|
| R3 |
816-6 |
772-4 |
678-2 |
|
| R2 |
747-6 |
747-6 |
671-7 |
|
| R1 |
703-4 |
703-4 |
665-5 |
691-1 |
| PP |
678-6 |
678-6 |
678-6 |
672-4 |
| S1 |
634-4 |
634-4 |
652-7 |
622-1 |
| S2 |
609-6 |
609-6 |
646-5 |
|
| S3 |
540-6 |
565-4 |
640-2 |
|
| S4 |
471-6 |
496-4 |
621-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
723-0 |
654-0 |
69-0 |
10.5% |
15-1 |
2.3% |
8% |
False |
True |
4,341 |
| 10 |
735-0 |
654-0 |
81-0 |
12.3% |
15-5 |
2.4% |
6% |
False |
True |
12,652 |
| 20 |
735-0 |
654-0 |
81-0 |
12.3% |
15-4 |
2.3% |
6% |
False |
True |
74,993 |
| 40 |
735-0 |
628-0 |
107-0 |
16.2% |
14-0 |
2.1% |
29% |
False |
False |
122,266 |
| 60 |
735-0 |
580-4 |
154-4 |
23.4% |
12-5 |
1.9% |
51% |
False |
False |
119,566 |
| 80 |
735-0 |
520-6 |
214-2 |
32.5% |
12-3 |
1.9% |
65% |
False |
False |
125,882 |
| 100 |
735-0 |
520-6 |
214-2 |
32.5% |
12-3 |
1.9% |
65% |
False |
False |
118,263 |
| 120 |
735-0 |
468-0 |
267-0 |
40.5% |
12-4 |
1.9% |
72% |
False |
False |
109,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723-4 |
|
2.618 |
702-0 |
|
1.618 |
688-6 |
|
1.000 |
680-4 |
|
0.618 |
675-4 |
|
HIGH |
667-2 |
|
0.618 |
662-2 |
|
0.500 |
660-5 |
|
0.382 |
659-0 |
|
LOW |
654-0 |
|
0.618 |
645-6 |
|
1.000 |
640-6 |
|
1.618 |
632-4 |
|
2.618 |
619-2 |
|
4.250 |
597-6 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
660-5 |
679-6 |
| PP |
660-1 |
672-7 |
| S1 |
659-6 |
666-1 |
|