CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
721-0 |
731-0 |
10-0 |
1.4% |
708-4 |
| High |
731-4 |
736-0 |
4-4 |
0.6% |
726-4 |
| Low |
717-0 |
725-4 |
8-4 |
1.2% |
676-0 |
| Close |
731-0 |
735-4 |
4-4 |
0.6% |
722-0 |
| Range |
14-4 |
10-4 |
-4-0 |
-27.6% |
50-4 |
| ATR |
16-2 |
15-7 |
-0-3 |
-2.5% |
0-0 |
| Volume |
239,007 |
185,926 |
-53,081 |
-22.2% |
726,582 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-7 |
760-1 |
741-2 |
|
| R3 |
753-3 |
749-5 |
738-3 |
|
| R2 |
742-7 |
742-7 |
737-3 |
|
| R1 |
739-1 |
739-1 |
736-4 |
741-0 |
| PP |
732-3 |
732-3 |
732-3 |
733-2 |
| S1 |
728-5 |
728-5 |
734-4 |
730-4 |
| S2 |
721-7 |
721-7 |
733-5 |
|
| S3 |
711-3 |
718-1 |
732-5 |
|
| S4 |
700-7 |
707-5 |
729-6 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859-5 |
841-3 |
749-6 |
|
| R3 |
809-1 |
790-7 |
735-7 |
|
| R2 |
758-5 |
758-5 |
731-2 |
|
| R1 |
740-3 |
740-3 |
726-5 |
749-4 |
| PP |
708-1 |
708-1 |
708-1 |
712-6 |
| S1 |
689-7 |
689-7 |
717-3 |
699-0 |
| S2 |
657-5 |
657-5 |
712-6 |
|
| S3 |
607-1 |
639-3 |
708-1 |
|
| S4 |
556-5 |
588-7 |
694-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
736-0 |
676-0 |
60-0 |
8.2% |
17-5 |
2.4% |
99% |
True |
False |
209,187 |
| 10 |
736-0 |
676-0 |
60-0 |
8.2% |
15-7 |
2.2% |
99% |
True |
False |
161,085 |
| 20 |
736-0 |
670-0 |
66-0 |
9.0% |
13-0 |
1.8% |
99% |
True |
False |
123,704 |
| 40 |
736-0 |
604-0 |
132-0 |
17.9% |
12-5 |
1.7% |
100% |
True |
False |
82,110 |
| 60 |
736-0 |
565-2 |
170-6 |
23.2% |
10-7 |
1.5% |
100% |
True |
False |
62,081 |
| 80 |
736-0 |
530-6 |
205-2 |
27.9% |
10-7 |
1.5% |
100% |
True |
False |
52,103 |
| 100 |
736-0 |
506-4 |
229-4 |
31.2% |
11-0 |
1.5% |
100% |
True |
False |
45,208 |
| 120 |
736-0 |
474-4 |
261-4 |
35.6% |
10-6 |
1.5% |
100% |
True |
False |
40,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780-5 |
|
2.618 |
763-4 |
|
1.618 |
753-0 |
|
1.000 |
746-4 |
|
0.618 |
742-4 |
|
HIGH |
736-0 |
|
0.618 |
732-0 |
|
0.500 |
730-6 |
|
0.382 |
729-4 |
|
LOW |
725-4 |
|
0.618 |
719-0 |
|
1.000 |
715-0 |
|
1.618 |
708-4 |
|
2.618 |
698-0 |
|
4.250 |
680-7 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
733-7 |
730-3 |
| PP |
732-3 |
725-2 |
| S1 |
730-6 |
720-1 |
|