CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
692-0 |
671-0 |
-21-0 |
-3.0% |
689-0 |
High |
692-2 |
675-6 |
-16-4 |
-2.4% |
717-0 |
Low |
668-6 |
661-4 |
-7-2 |
-1.1% |
673-6 |
Close |
671-0 |
671-6 |
0-6 |
0.1% |
689-4 |
Range |
23-4 |
14-2 |
-9-2 |
-39.4% |
43-2 |
ATR |
21-5 |
21-1 |
-0-4 |
-2.4% |
0-0 |
Volume |
152,512 |
151,346 |
-1,166 |
-0.8% |
801,795 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-3 |
706-3 |
679-5 |
|
R3 |
698-1 |
692-1 |
675-5 |
|
R2 |
683-7 |
683-7 |
674-3 |
|
R1 |
677-7 |
677-7 |
673-0 |
680-7 |
PP |
669-5 |
669-5 |
669-5 |
671-2 |
S1 |
663-5 |
663-5 |
670-4 |
666-5 |
S2 |
655-3 |
655-3 |
669-1 |
|
S3 |
641-1 |
649-3 |
667-7 |
|
S4 |
626-7 |
635-1 |
663-7 |
|
|
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 |
661-4 |
55-4 |
8.3% |
20-4 |
3.0% |
18% |
False |
True |
166,867 |
10 |
717-0 |
608-4 |
108-4 |
16.2% |
20-1 |
3.0% |
58% |
False |
False |
175,956 |
20 |
742-0 |
608-4 |
133-4 |
19.9% |
18-7 |
2.8% |
47% |
False |
False |
178,372 |
40 |
742-0 |
608-4 |
133-4 |
19.9% |
15-7 |
2.4% |
47% |
False |
False |
151,038 |
60 |
742-0 |
604-0 |
138-0 |
20.5% |
14-6 |
2.2% |
49% |
False |
False |
114,197 |
80 |
742-0 |
565-2 |
176-6 |
26.3% |
12-7 |
1.9% |
60% |
False |
False |
91,154 |
100 |
742-0 |
530-6 |
211-2 |
31.4% |
12-4 |
1.9% |
67% |
False |
False |
77,356 |
120 |
742-0 |
506-4 |
235-4 |
35.1% |
12-2 |
1.8% |
70% |
False |
False |
67,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-2 |
2.618 |
713-0 |
1.618 |
698-6 |
1.000 |
690-0 |
0.618 |
684-4 |
HIGH |
675-6 |
0.618 |
670-2 |
0.500 |
668-5 |
0.382 |
667-0 |
LOW |
661-4 |
0.618 |
652-6 |
1.000 |
647-2 |
1.618 |
638-4 |
2.618 |
624-2 |
4.250 |
601-0 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
670-6 |
689-2 |
PP |
669-5 |
683-3 |
S1 |
668-5 |
677-5 |
|