CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
711-0 |
685-0 |
-26-0 |
-3.7% |
721-0 |
| High |
711-0 |
698-0 |
-13-0 |
-1.8% |
742-0 |
| Low |
691-4 |
682-0 |
-9-4 |
-1.4% |
707-4 |
| Close |
701-0 |
682-6 |
-18-2 |
-2.6% |
728-0 |
| Range |
19-4 |
16-0 |
-3-4 |
-17.9% |
34-4 |
| ATR |
17-3 |
17-4 |
0-1 |
0.7% |
0-0 |
| Volume |
180,097 |
189,487 |
9,390 |
5.2% |
956,304 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
735-5 |
725-1 |
691-4 |
|
| R3 |
719-5 |
709-1 |
687-1 |
|
| R2 |
703-5 |
703-5 |
685-5 |
|
| R1 |
693-1 |
693-1 |
684-2 |
690-3 |
| PP |
687-5 |
687-5 |
687-5 |
686-2 |
| S1 |
677-1 |
677-1 |
681-2 |
674-3 |
| S2 |
671-5 |
671-5 |
679-7 |
|
| S3 |
655-5 |
661-1 |
678-3 |
|
| S4 |
639-5 |
645-1 |
674-0 |
|
|
| 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 |
682-0 |
60-0 |
8.8% |
17-2 |
2.5% |
1% |
False |
True |
168,149 |
| 10 |
742-0 |
682-0 |
60-0 |
8.8% |
17-6 |
2.6% |
1% |
False |
True |
186,456 |
| 20 |
742-0 |
676-0 |
66-0 |
9.7% |
15-7 |
2.3% |
10% |
False |
False |
164,266 |
| 40 |
742-0 |
637-0 |
105-0 |
15.4% |
13-6 |
2.0% |
44% |
False |
False |
107,809 |
| 60 |
742-0 |
590-2 |
151-6 |
22.2% |
12-0 |
1.8% |
61% |
False |
False |
79,249 |
| 80 |
742-0 |
530-6 |
211-2 |
30.9% |
11-4 |
1.7% |
72% |
False |
False |
65,400 |
| 100 |
742-0 |
530-6 |
211-2 |
30.9% |
11-3 |
1.7% |
72% |
False |
False |
56,086 |
| 120 |
742-0 |
474-4 |
267-4 |
39.2% |
11-4 |
1.7% |
78% |
False |
False |
49,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766-0 |
|
2.618 |
739-7 |
|
1.618 |
723-7 |
|
1.000 |
714-0 |
|
0.618 |
707-7 |
|
HIGH |
698-0 |
|
0.618 |
691-7 |
|
0.500 |
690-0 |
|
0.382 |
688-1 |
|
LOW |
682-0 |
|
0.618 |
672-1 |
|
1.000 |
666-0 |
|
1.618 |
656-1 |
|
2.618 |
640-1 |
|
4.250 |
614-0 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
690-0 |
698-0 |
| PP |
687-5 |
692-7 |
| S1 |
685-1 |
687-7 |
|