CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
665-0 |
664-0 |
-1-0 |
-0.2% |
723-0 |
High |
667-2 |
664-0 |
-3-2 |
-0.5% |
723-0 |
Low |
654-0 |
664-0 |
10-0 |
1.5% |
654-0 |
Close |
659-2 |
664-0 |
4-6 |
0.7% |
659-2 |
Range |
13-2 |
0-0 |
-13-2 |
-100.0% |
69-0 |
ATR |
17-4 |
16-5 |
-0-7 |
-5.2% |
0-0 |
Volume |
1,900 |
725 |
-1,175 |
-61.8% |
21,706 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
664-0 |
664-0 |
664-0 |
|
R3 |
664-0 |
664-0 |
664-0 |
|
R2 |
664-0 |
664-0 |
664-0 |
|
R1 |
664-0 |
664-0 |
664-0 |
664-0 |
PP |
664-0 |
664-0 |
664-0 |
664-0 |
S1 |
664-0 |
664-0 |
664-0 |
664-0 |
S2 |
664-0 |
664-0 |
664-0 |
|
S3 |
664-0 |
664-0 |
664-0 |
|
S4 |
664-0 |
664-0 |
664-0 |
|
|
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 |
706-0 |
654-0 |
52-0 |
7.8% |
11-4 |
1.7% |
19% |
False |
False |
3,090 |
10 |
735-0 |
654-0 |
81-0 |
12.2% |
14-0 |
2.1% |
12% |
False |
False |
9,017 |
20 |
735-0 |
654-0 |
81-0 |
12.2% |
15-0 |
2.2% |
12% |
False |
False |
66,167 |
40 |
735-0 |
628-0 |
107-0 |
16.1% |
13-6 |
2.1% |
34% |
False |
False |
117,195 |
60 |
735-0 |
582-4 |
152-4 |
23.0% |
12-4 |
1.9% |
53% |
False |
False |
117,459 |
80 |
735-0 |
520-6 |
214-2 |
32.3% |
12-1 |
1.8% |
67% |
False |
False |
124,095 |
100 |
735-0 |
520-6 |
214-2 |
32.3% |
12-2 |
1.9% |
67% |
False |
False |
117,896 |
120 |
735-0 |
468-0 |
267-0 |
40.2% |
12-3 |
1.9% |
73% |
False |
False |
108,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
664-0 |
2.618 |
664-0 |
1.618 |
664-0 |
1.000 |
664-0 |
0.618 |
664-0 |
HIGH |
664-0 |
0.618 |
664-0 |
0.500 |
664-0 |
0.382 |
664-0 |
LOW |
664-0 |
0.618 |
664-0 |
1.000 |
664-0 |
1.618 |
664-0 |
2.618 |
664-0 |
4.250 |
664-0 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
664-0 |
672-4 |
PP |
664-0 |
669-5 |
S1 |
664-0 |
666-7 |
|