CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
729-0 |
711-4 |
-17-4 |
-2.4% |
721-0 |
| High |
729-0 |
714-0 |
-15-0 |
-2.1% |
742-0 |
| Low |
710-4 |
700-4 |
-10-0 |
-1.4% |
707-4 |
| Close |
717-4 |
705-4 |
-12-0 |
-1.7% |
728-0 |
| Range |
18-4 |
13-4 |
-5-0 |
-27.0% |
34-4 |
| ATR |
17-2 |
17-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
173,523 |
160,070 |
-13,453 |
-7.8% |
956,304 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-1 |
739-7 |
712-7 |
|
| R3 |
733-5 |
726-3 |
709-2 |
|
| R2 |
720-1 |
720-1 |
708-0 |
|
| R1 |
712-7 |
712-7 |
706-6 |
709-6 |
| PP |
706-5 |
706-5 |
706-5 |
705-1 |
| S1 |
699-3 |
699-3 |
704-2 |
696-2 |
| S2 |
693-1 |
693-1 |
703-0 |
|
| S3 |
679-5 |
685-7 |
701-6 |
|
| S4 |
666-1 |
672-3 |
698-1 |
|
|
| 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 |
700-4 |
41-4 |
5.9% |
19-0 |
2.7% |
12% |
False |
True |
172,992 |
| 10 |
742-0 |
676-0 |
66-0 |
9.4% |
18-2 |
2.6% |
45% |
False |
False |
191,090 |
| 20 |
742-0 |
676-0 |
66-0 |
9.4% |
15-0 |
2.1% |
45% |
False |
False |
155,462 |
| 40 |
742-0 |
609-2 |
132-6 |
18.8% |
13-3 |
1.9% |
73% |
False |
False |
100,257 |
| 60 |
742-0 |
576-0 |
166-0 |
23.5% |
11-5 |
1.6% |
78% |
False |
False |
74,000 |
| 80 |
742-0 |
530-6 |
211-2 |
29.9% |
11-4 |
1.6% |
83% |
False |
False |
61,398 |
| 100 |
742-0 |
530-6 |
211-2 |
29.9% |
11-2 |
1.6% |
83% |
False |
False |
52,803 |
| 120 |
742-0 |
474-4 |
267-4 |
37.9% |
11-2 |
1.6% |
86% |
False |
False |
46,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771-3 |
|
2.618 |
749-3 |
|
1.618 |
735-7 |
|
1.000 |
727-4 |
|
0.618 |
722-3 |
|
HIGH |
714-0 |
|
0.618 |
708-7 |
|
0.500 |
707-2 |
|
0.382 |
705-5 |
|
LOW |
700-4 |
|
0.618 |
692-1 |
|
1.000 |
687-0 |
|
1.618 |
678-5 |
|
2.618 |
665-1 |
|
4.250 |
643-1 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
707-2 |
721-2 |
| PP |
706-5 |
716-0 |
| S1 |
706-1 |
710-6 |
|