CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
646-0 |
635-4 |
-10-4 |
-1.6% |
729-0 |
High |
647-6 |
646-4 |
-1-2 |
-0.2% |
729-0 |
Low |
608-4 |
635-0 |
26-4 |
4.4% |
658-4 |
Close |
616-4 |
646-4 |
30-0 |
4.9% |
664-2 |
Range |
39-2 |
11-4 |
-27-6 |
-70.7% |
70-4 |
ATR |
20-3 |
21-0 |
0-6 |
3.4% |
0-0 |
Volume |
289,389 |
115,340 |
-174,049 |
-60.1% |
943,066 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-1 |
673-3 |
652-7 |
|
R3 |
665-5 |
661-7 |
649-5 |
|
R2 |
654-1 |
654-1 |
648-5 |
|
R1 |
650-3 |
650-3 |
647-4 |
652-2 |
PP |
642-5 |
642-5 |
642-5 |
643-5 |
S1 |
638-7 |
638-7 |
645-4 |
640-6 |
S2 |
631-1 |
631-1 |
644-3 |
|
S3 |
619-5 |
627-3 |
643-3 |
|
S4 |
608-1 |
615-7 |
640-1 |
|
|
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 |
674-0 |
608-4 |
65-4 |
10.1% |
19-4 |
3.0% |
58% |
False |
False |
195,612 |
10 |
742-0 |
608-4 |
133-4 |
20.6% |
18-3 |
2.8% |
28% |
False |
False |
181,881 |
20 |
742-0 |
608-4 |
133-4 |
20.6% |
18-1 |
2.8% |
28% |
False |
False |
179,035 |
40 |
742-0 |
608-4 |
133-4 |
20.6% |
14-5 |
2.3% |
28% |
False |
False |
126,198 |
60 |
742-0 |
604-0 |
138-0 |
21.3% |
13-0 |
2.0% |
31% |
False |
False |
93,809 |
80 |
742-0 |
530-6 |
211-2 |
32.7% |
11-7 |
1.8% |
55% |
False |
False |
76,150 |
100 |
742-0 |
530-6 |
211-2 |
32.7% |
11-6 |
1.8% |
55% |
False |
False |
64,972 |
120 |
742-0 |
474-4 |
267-4 |
41.4% |
11-7 |
1.8% |
64% |
False |
False |
57,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-3 |
2.618 |
676-5 |
1.618 |
665-1 |
1.000 |
658-0 |
0.618 |
653-5 |
HIGH |
646-4 |
0.618 |
642-1 |
0.500 |
640-6 |
0.382 |
639-3 |
LOW |
635-0 |
0.618 |
627-7 |
1.000 |
623-4 |
1.618 |
616-3 |
2.618 |
604-7 |
4.250 |
586-1 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
644-5 |
640-5 |
PP |
642-5 |
634-5 |
S1 |
640-6 |
628-6 |
|