CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
668-0 |
656-0 |
-12-0 |
-1.8% |
729-0 |
| High |
673-6 |
674-0 |
0-2 |
0.0% |
729-0 |
| Low |
658-4 |
655-2 |
-3-2 |
-0.5% |
658-4 |
| Close |
664-2 |
666-0 |
1-6 |
0.3% |
664-2 |
| Range |
15-2 |
18-6 |
3-4 |
23.0% |
70-4 |
| ATR |
18-0 |
18-0 |
0-0 |
0.3% |
0-0 |
| Volume |
239,889 |
145,673 |
-94,216 |
-39.3% |
943,066 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-3 |
712-3 |
676-2 |
|
| R3 |
702-5 |
693-5 |
671-1 |
|
| R2 |
683-7 |
683-7 |
669-4 |
|
| R1 |
674-7 |
674-7 |
667-6 |
679-3 |
| PP |
665-1 |
665-1 |
665-1 |
667-2 |
| S1 |
656-1 |
656-1 |
664-2 |
660-5 |
| S2 |
646-3 |
646-3 |
662-4 |
|
| S3 |
627-5 |
637-3 |
660-7 |
|
| S4 |
608-7 |
618-5 |
655-6 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895-3 |
850-3 |
703-0 |
|
| R3 |
824-7 |
779-7 |
683-5 |
|
| R2 |
754-3 |
754-3 |
677-1 |
|
| R1 |
709-3 |
709-3 |
670-6 |
696-5 |
| PP |
683-7 |
683-7 |
683-7 |
677-4 |
| S1 |
638-7 |
638-7 |
657-6 |
626-1 |
| S2 |
613-3 |
613-3 |
651-3 |
|
| S3 |
542-7 |
568-3 |
644-7 |
|
| S4 |
472-3 |
497-7 |
625-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
714-0 |
655-2 |
58-6 |
8.8% |
16-5 |
2.5% |
18% |
False |
True |
183,043 |
| 10 |
742-0 |
655-2 |
86-6 |
13.0% |
17-4 |
2.6% |
12% |
False |
True |
180,603 |
| 20 |
742-0 |
655-2 |
86-6 |
13.0% |
16-6 |
2.5% |
12% |
False |
True |
167,712 |
| 40 |
742-0 |
639-0 |
103-0 |
15.5% |
14-1 |
2.1% |
26% |
False |
False |
115,095 |
| 60 |
742-0 |
590-4 |
151-4 |
22.7% |
12-3 |
1.8% |
50% |
False |
False |
84,974 |
| 80 |
742-0 |
530-6 |
211-2 |
31.7% |
11-4 |
1.7% |
64% |
False |
False |
69,639 |
| 100 |
742-0 |
530-6 |
211-2 |
31.7% |
11-4 |
1.7% |
64% |
False |
False |
59,704 |
| 120 |
742-0 |
474-4 |
267-4 |
40.2% |
11-4 |
1.7% |
72% |
False |
False |
52,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753-6 |
|
2.618 |
723-1 |
|
1.618 |
704-3 |
|
1.000 |
692-6 |
|
0.618 |
685-5 |
|
HIGH |
674-0 |
|
0.618 |
666-7 |
|
0.500 |
664-5 |
|
0.382 |
662-3 |
|
LOW |
655-2 |
|
0.618 |
643-5 |
|
1.000 |
636-4 |
|
1.618 |
624-7 |
|
2.618 |
606-1 |
|
4.250 |
575-4 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
665-4 |
676-5 |
| PP |
665-1 |
673-1 |
| S1 |
664-5 |
669-4 |
|