CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
671-0 |
693-2 |
22-2 |
3.3% |
689-0 |
High |
673-0 |
693-2 |
20-2 |
3.0% |
717-0 |
Low |
660-0 |
693-2 |
33-2 |
5.0% |
673-6 |
Close |
663-2 |
693-2 |
30-0 |
4.5% |
689-4 |
Range |
13-0 |
0-0 |
-13-0 |
-100.0% |
43-2 |
ATR |
20-4 |
21-2 |
0-5 |
3.3% |
0-0 |
Volume |
145,448 |
61,981 |
-83,467 |
-57.4% |
801,795 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-2 |
693-2 |
693-2 |
|
R3 |
693-2 |
693-2 |
693-2 |
|
R2 |
693-2 |
693-2 |
693-2 |
|
R1 |
693-2 |
693-2 |
693-2 |
693-2 |
PP |
693-2 |
693-2 |
693-2 |
693-2 |
S1 |
693-2 |
693-2 |
693-2 |
693-2 |
S2 |
693-2 |
693-2 |
693-2 |
|
S3 |
693-2 |
693-2 |
693-2 |
|
S4 |
693-2 |
693-2 |
693-2 |
|
|
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 |
660-0 |
57-0 |
8.2% |
15-6 |
2.3% |
58% |
False |
False |
142,158 |
10 |
717-0 |
660-0 |
57-0 |
8.2% |
16-2 |
2.4% |
58% |
False |
False |
156,226 |
20 |
742-0 |
608-4 |
133-4 |
19.3% |
17-3 |
2.5% |
63% |
False |
False |
169,053 |
40 |
742-0 |
608-4 |
133-4 |
19.3% |
16-0 |
2.3% |
63% |
False |
False |
153,892 |
60 |
742-0 |
604-0 |
138-0 |
19.9% |
14-4 |
2.1% |
65% |
False |
False |
116,907 |
80 |
742-0 |
565-2 |
176-6 |
25.5% |
12-7 |
1.9% |
72% |
False |
False |
92,880 |
100 |
742-0 |
530-6 |
211-2 |
30.5% |
12-4 |
1.8% |
77% |
False |
False |
79,100 |
120 |
742-0 |
530-6 |
211-2 |
30.5% |
12-3 |
1.8% |
77% |
False |
False |
68,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
693-2 |
2.618 |
693-2 |
1.618 |
693-2 |
1.000 |
693-2 |
0.618 |
693-2 |
HIGH |
693-2 |
0.618 |
693-2 |
0.500 |
693-2 |
0.382 |
693-2 |
LOW |
693-2 |
0.618 |
693-2 |
1.000 |
693-2 |
1.618 |
693-2 |
2.618 |
693-2 |
4.250 |
693-2 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
693-2 |
687-6 |
PP |
693-2 |
682-1 |
S1 |
693-2 |
676-5 |
|