CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
646-0 |
646-0 |
0-0 |
0.0% |
729-0 |
High |
649-0 |
647-6 |
-1-2 |
-0.2% |
729-0 |
Low |
636-0 |
608-4 |
-27-4 |
-4.3% |
658-4 |
Close |
636-0 |
616-4 |
-19-4 |
-3.1% |
664-2 |
Range |
13-0 |
39-2 |
26-2 |
201.9% |
70-4 |
ATR |
18-7 |
20-3 |
1-4 |
7.7% |
0-0 |
Volume |
187,772 |
289,389 |
101,617 |
54.1% |
943,066 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
742-0 |
718-4 |
638-1 |
|
R3 |
702-6 |
679-2 |
627-2 |
|
R2 |
663-4 |
663-4 |
623-6 |
|
R1 |
640-0 |
640-0 |
620-1 |
632-1 |
PP |
624-2 |
624-2 |
624-2 |
620-2 |
S1 |
600-6 |
600-6 |
612-7 |
592-7 |
S2 |
585-0 |
585-0 |
609-2 |
|
S3 |
545-6 |
561-4 |
605-6 |
|
S4 |
506-4 |
522-2 |
594-7 |
|
|
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 |
698-0 |
608-4 |
89-4 |
14.5% |
20-4 |
3.3% |
9% |
False |
True |
210,442 |
10 |
742-0 |
608-4 |
133-4 |
21.7% |
18-3 |
3.0% |
6% |
False |
True |
193,843 |
20 |
742-0 |
608-4 |
133-4 |
21.7% |
18-0 |
2.9% |
6% |
False |
True |
180,704 |
40 |
742-0 |
608-4 |
133-4 |
21.7% |
14-7 |
2.4% |
6% |
False |
True |
124,496 |
60 |
742-0 |
604-0 |
138-0 |
22.4% |
12-7 |
2.1% |
9% |
False |
False |
92,248 |
80 |
742-0 |
530-6 |
211-2 |
34.3% |
11-7 |
1.9% |
41% |
False |
False |
74,913 |
100 |
742-0 |
530-6 |
211-2 |
34.3% |
11-6 |
1.9% |
41% |
False |
False |
63,978 |
120 |
742-0 |
474-4 |
267-4 |
43.4% |
11-7 |
1.9% |
53% |
False |
False |
56,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
814-4 |
2.618 |
750-4 |
1.618 |
711-2 |
1.000 |
687-0 |
0.618 |
672-0 |
HIGH |
647-6 |
0.618 |
632-6 |
0.500 |
628-1 |
0.382 |
623-4 |
LOW |
608-4 |
0.618 |
584-2 |
1.000 |
569-2 |
1.618 |
545-0 |
2.618 |
505-6 |
4.250 |
441-6 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
628-1 |
641-2 |
PP |
624-2 |
633-0 |
S1 |
620-3 |
624-6 |
|