CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
726-4 |
739-0 |
12-4 |
1.7% |
721-0 |
| High |
737-0 |
742-0 |
5-0 |
0.7% |
742-0 |
| Low |
725-4 |
723-2 |
-2-2 |
-0.3% |
707-4 |
| Close |
736-6 |
728-0 |
-8-6 |
-1.2% |
728-0 |
| Range |
11-4 |
18-6 |
7-2 |
63.0% |
34-4 |
| ATR |
17-0 |
17-1 |
0-1 |
0.8% |
0-0 |
| Volume |
234,964 |
137,572 |
-97,392 |
-41.4% |
956,304 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
787-3 |
776-3 |
738-2 |
|
| R3 |
768-5 |
757-5 |
733-1 |
|
| R2 |
749-7 |
749-7 |
731-4 |
|
| R1 |
738-7 |
738-7 |
729-6 |
735-0 |
| PP |
731-1 |
731-1 |
731-1 |
729-1 |
| S1 |
720-1 |
720-1 |
726-2 |
716-2 |
| S2 |
712-3 |
712-3 |
724-4 |
|
| S3 |
693-5 |
701-3 |
722-7 |
|
| S4 |
674-7 |
682-5 |
717-6 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829-3 |
813-1 |
747-0 |
|
| R3 |
794-7 |
778-5 |
737-4 |
|
| R2 |
760-3 |
760-3 |
734-3 |
|
| R1 |
744-1 |
744-1 |
731-1 |
752-2 |
| PP |
725-7 |
725-7 |
725-7 |
729-7 |
| S1 |
709-5 |
709-5 |
724-7 |
717-6 |
| S2 |
691-3 |
691-3 |
721-5 |
|
| S3 |
656-7 |
675-1 |
718-4 |
|
| S4 |
622-3 |
640-5 |
709-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
742-0 |
707-4 |
34-4 |
4.7% |
17-4 |
2.4% |
59% |
True |
False |
191,260 |
| 10 |
742-0 |
676-0 |
66-0 |
9.1% |
18-2 |
2.5% |
79% |
True |
False |
176,901 |
| 20 |
742-0 |
671-2 |
70-6 |
9.7% |
14-6 |
2.0% |
80% |
True |
False |
143,637 |
| 40 |
742-0 |
604-0 |
138-0 |
19.0% |
13-1 |
1.8% |
90% |
True |
False |
93,642 |
| 60 |
742-0 |
565-2 |
176-6 |
24.3% |
11-4 |
1.6% |
92% |
True |
False |
69,383 |
| 80 |
742-0 |
530-6 |
211-2 |
29.0% |
11-4 |
1.6% |
93% |
True |
False |
58,080 |
| 100 |
742-0 |
530-6 |
211-2 |
29.0% |
11-3 |
1.6% |
93% |
True |
False |
50,019 |
| 120 |
742-0 |
474-4 |
267-4 |
36.7% |
11-1 |
1.5% |
95% |
True |
False |
44,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
821-6 |
|
2.618 |
791-1 |
|
1.618 |
772-3 |
|
1.000 |
760-6 |
|
0.618 |
753-5 |
|
HIGH |
742-0 |
|
0.618 |
734-7 |
|
0.500 |
732-5 |
|
0.382 |
730-3 |
|
LOW |
723-2 |
|
0.618 |
711-5 |
|
1.000 |
704-4 |
|
1.618 |
692-7 |
|
2.618 |
674-1 |
|
4.250 |
643-4 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
732-5 |
726-7 |
| PP |
731-1 |
725-7 |
| S1 |
729-4 |
724-6 |
|