CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
682-4 |
716-2 |
33-6 |
4.9% |
689-0 |
High |
703-4 |
717-0 |
13-4 |
1.9% |
717-0 |
Low |
677-0 |
689-0 |
12-0 |
1.8% |
673-6 |
Close |
702-4 |
689-4 |
-13-0 |
-1.9% |
689-4 |
Range |
26-4 |
28-0 |
1-4 |
5.7% |
43-2 |
ATR |
21-0 |
21-4 |
0-4 |
2.4% |
0-0 |
Volume |
211,670 |
199,505 |
-12,165 |
-5.7% |
801,795 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
782-4 |
764-0 |
704-7 |
|
R3 |
754-4 |
736-0 |
697-2 |
|
R2 |
726-4 |
726-4 |
694-5 |
|
R1 |
708-0 |
708-0 |
692-1 |
703-2 |
PP |
698-4 |
698-4 |
698-4 |
696-1 |
S1 |
680-0 |
680-0 |
686-7 |
675-2 |
S2 |
670-4 |
670-4 |
684-3 |
|
S3 |
642-4 |
652-0 |
681-6 |
|
S4 |
614-4 |
624-0 |
674-1 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
823-1 |
799-5 |
713-2 |
|
R3 |
779-7 |
756-3 |
701-3 |
|
R2 |
736-5 |
736-5 |
697-3 |
|
R1 |
713-1 |
713-1 |
693-4 |
724-7 |
PP |
693-3 |
693-3 |
693-3 |
699-2 |
S1 |
669-7 |
669-7 |
685-4 |
681-5 |
S2 |
650-1 |
650-1 |
681-5 |
|
S3 |
606-7 |
626-5 |
677-5 |
|
S4 |
563-5 |
583-3 |
665-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
717-0 |
673-6 |
43-2 |
6.3% |
18-1 |
2.6% |
36% |
True |
False |
160,359 |
10 |
717-0 |
608-4 |
108-4 |
15.7% |
19-4 |
2.8% |
75% |
True |
False |
178,915 |
20 |
742-0 |
608-4 |
133-4 |
19.4% |
18-2 |
2.6% |
61% |
False |
False |
184,426 |
40 |
742-0 |
608-4 |
133-4 |
19.4% |
15-4 |
2.3% |
61% |
False |
False |
145,757 |
60 |
742-0 |
604-0 |
138-0 |
20.0% |
14-3 |
2.1% |
62% |
False |
False |
109,649 |
80 |
742-0 |
562-4 |
179-4 |
26.0% |
12-6 |
1.8% |
71% |
False |
False |
87,814 |
100 |
742-0 |
530-6 |
211-2 |
30.6% |
12-2 |
1.8% |
75% |
False |
False |
74,609 |
120 |
742-0 |
497-0 |
245-0 |
35.5% |
12-1 |
1.8% |
79% |
False |
False |
65,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
836-0 |
2.618 |
790-2 |
1.618 |
762-2 |
1.000 |
745-0 |
0.618 |
734-2 |
HIGH |
717-0 |
0.618 |
706-2 |
0.500 |
703-0 |
0.382 |
699-6 |
LOW |
689-0 |
0.618 |
671-6 |
1.000 |
661-0 |
1.618 |
643-6 |
2.618 |
615-6 |
4.250 |
570-0 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
703-0 |
697-0 |
PP |
698-4 |
694-4 |
S1 |
694-0 |
692-0 |
|