CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
711-4 |
711-0 |
-0-4 |
-0.1% |
721-0 |
| High |
714-0 |
711-0 |
-3-0 |
-0.4% |
742-0 |
| Low |
700-4 |
691-4 |
-9-0 |
-1.3% |
707-4 |
| Close |
705-4 |
701-0 |
-4-4 |
-0.6% |
728-0 |
| Range |
13-4 |
19-4 |
6-0 |
44.4% |
34-4 |
| ATR |
17-1 |
17-3 |
0-1 |
1.0% |
0-0 |
| Volume |
160,070 |
180,097 |
20,027 |
12.5% |
956,304 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759-5 |
749-7 |
711-6 |
|
| R3 |
740-1 |
730-3 |
706-3 |
|
| R2 |
720-5 |
720-5 |
704-5 |
|
| R1 |
710-7 |
710-7 |
702-6 |
706-0 |
| PP |
701-1 |
701-1 |
701-1 |
698-6 |
| S1 |
691-3 |
691-3 |
699-2 |
686-4 |
| S2 |
681-5 |
681-5 |
697-3 |
|
| S3 |
662-1 |
671-7 |
695-5 |
|
| S4 |
642-5 |
652-3 |
690-2 |
|
|
| 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 |
691-4 |
50-4 |
7.2% |
16-3 |
2.3% |
19% |
False |
True |
177,245 |
| 10 |
742-0 |
690-4 |
51-4 |
7.3% |
17-3 |
2.5% |
20% |
False |
False |
192,079 |
| 20 |
742-0 |
676-0 |
66-0 |
9.4% |
15-5 |
2.2% |
38% |
False |
False |
158,789 |
| 40 |
742-0 |
613-0 |
129-0 |
18.4% |
13-5 |
1.9% |
68% |
False |
False |
103,906 |
| 60 |
742-0 |
590-0 |
152-0 |
21.7% |
11-7 |
1.7% |
73% |
False |
False |
76,460 |
| 80 |
742-0 |
530-6 |
211-2 |
30.1% |
11-4 |
1.6% |
81% |
False |
False |
63,374 |
| 100 |
742-0 |
530-6 |
211-2 |
30.1% |
11-2 |
1.6% |
81% |
False |
False |
54,326 |
| 120 |
742-0 |
474-4 |
267-4 |
38.2% |
11-4 |
1.6% |
85% |
False |
False |
48,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793-7 |
|
2.618 |
762-0 |
|
1.618 |
742-4 |
|
1.000 |
730-4 |
|
0.618 |
723-0 |
|
HIGH |
711-0 |
|
0.618 |
703-4 |
|
0.500 |
701-2 |
|
0.382 |
699-0 |
|
LOW |
691-4 |
|
0.618 |
679-4 |
|
1.000 |
672-0 |
|
1.618 |
660-0 |
|
2.618 |
640-4 |
|
4.250 |
608-5 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-2 |
710-2 |
| PP |
701-1 |
707-1 |
| S1 |
701-1 |
704-1 |
|