CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
738-4 |
726-4 |
-12-0 |
-1.6% |
708-4 |
| High |
740-0 |
737-0 |
-3-0 |
-0.4% |
726-4 |
| Low |
707-4 |
725-4 |
18-0 |
2.5% |
676-0 |
| Close |
721-4 |
736-6 |
15-2 |
2.1% |
722-0 |
| Range |
32-4 |
11-4 |
-21-0 |
-64.6% |
50-4 |
| ATR |
17-1 |
17-0 |
-0-1 |
-0.7% |
0-0 |
| Volume |
158,835 |
234,964 |
76,129 |
47.9% |
726,582 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-5 |
763-5 |
743-1 |
|
| R3 |
756-1 |
752-1 |
739-7 |
|
| R2 |
744-5 |
744-5 |
738-7 |
|
| R1 |
740-5 |
740-5 |
737-6 |
742-5 |
| PP |
733-1 |
733-1 |
733-1 |
734-0 |
| S1 |
729-1 |
729-1 |
735-6 |
731-1 |
| S2 |
721-5 |
721-5 |
734-5 |
|
| S3 |
710-1 |
717-5 |
733-5 |
|
| S4 |
698-5 |
706-1 |
730-3 |
|
|
| 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 |
740-0 |
704-2 |
35-6 |
4.9% |
18-2 |
2.5% |
91% |
False |
False |
204,763 |
| 10 |
740-0 |
676-0 |
64-0 |
8.7% |
17-6 |
2.4% |
95% |
False |
False |
176,189 |
| 20 |
740-0 |
670-0 |
70-0 |
9.5% |
14-4 |
2.0% |
95% |
False |
False |
138,732 |
| 40 |
740-0 |
604-0 |
136-0 |
18.5% |
13-1 |
1.8% |
98% |
False |
False |
90,833 |
| 60 |
740-0 |
565-2 |
174-6 |
23.7% |
11-4 |
1.6% |
98% |
False |
False |
67,489 |
| 80 |
740-0 |
530-6 |
209-2 |
28.4% |
11-2 |
1.5% |
98% |
False |
False |
56,612 |
| 100 |
740-0 |
530-6 |
209-2 |
28.4% |
11-2 |
1.5% |
98% |
False |
False |
48,802 |
| 120 |
740-0 |
474-4 |
265-4 |
36.0% |
11-0 |
1.5% |
99% |
False |
False |
43,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
785-7 |
|
2.618 |
767-1 |
|
1.618 |
755-5 |
|
1.000 |
748-4 |
|
0.618 |
744-1 |
|
HIGH |
737-0 |
|
0.618 |
732-5 |
|
0.500 |
731-2 |
|
0.382 |
729-7 |
|
LOW |
725-4 |
|
0.618 |
718-3 |
|
1.000 |
714-0 |
|
1.618 |
706-7 |
|
2.618 |
695-3 |
|
4.250 |
676-5 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
734-7 |
732-3 |
| PP |
733-1 |
728-1 |
| S1 |
731-2 |
723-6 |
|