CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
716-2 |
692-0 |
-24-2 |
-3.4% |
689-0 |
High |
717-0 |
692-2 |
-24-6 |
-3.5% |
717-0 |
Low |
689-0 |
668-6 |
-20-2 |
-2.9% |
673-6 |
Close |
689-4 |
671-0 |
-18-4 |
-2.7% |
689-4 |
Range |
28-0 |
23-4 |
-4-4 |
-16.1% |
43-2 |
ATR |
21-4 |
21-5 |
0-1 |
0.7% |
0-0 |
Volume |
199,505 |
152,512 |
-46,993 |
-23.6% |
801,795 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
747-7 |
732-7 |
683-7 |
|
R3 |
724-3 |
709-3 |
677-4 |
|
R2 |
700-7 |
700-7 |
675-2 |
|
R1 |
685-7 |
685-7 |
673-1 |
681-5 |
PP |
677-3 |
677-3 |
677-3 |
675-2 |
S1 |
662-3 |
662-3 |
668-7 |
658-1 |
S2 |
653-7 |
653-7 |
666-6 |
|
S3 |
630-3 |
638-7 |
664-4 |
|
S4 |
606-7 |
615-3 |
658-1 |
|
|
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 |
668-6 |
48-2 |
7.2% |
20-2 |
3.0% |
5% |
False |
True |
161,785 |
10 |
717-0 |
608-4 |
108-4 |
16.2% |
20-0 |
3.0% |
58% |
False |
False |
179,598 |
20 |
742-0 |
608-4 |
133-4 |
19.9% |
18-6 |
2.8% |
47% |
False |
False |
180,101 |
40 |
742-0 |
608-4 |
133-4 |
19.9% |
15-6 |
2.4% |
47% |
False |
False |
148,311 |
60 |
742-0 |
604-0 |
138-0 |
20.6% |
14-5 |
2.2% |
49% |
False |
False |
111,971 |
80 |
742-0 |
564-0 |
178-0 |
26.5% |
12-7 |
1.9% |
60% |
False |
False |
89,518 |
100 |
742-0 |
530-6 |
211-2 |
31.5% |
12-4 |
1.9% |
66% |
False |
False |
75,999 |
120 |
742-0 |
504-6 |
237-2 |
35.4% |
12-1 |
1.8% |
70% |
False |
False |
66,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
792-1 |
2.618 |
753-6 |
1.618 |
730-2 |
1.000 |
715-6 |
0.618 |
706-6 |
HIGH |
692-2 |
0.618 |
683-2 |
0.500 |
680-4 |
0.382 |
677-6 |
LOW |
668-6 |
0.618 |
654-2 |
1.000 |
645-2 |
1.618 |
630-6 |
2.618 |
607-2 |
4.250 |
568-7 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
680-4 |
692-7 |
PP |
677-3 |
685-5 |
S1 |
674-1 |
678-2 |
|