CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
741-0 |
729-6 |
-11-2 |
-1.5% |
713-4 |
High |
741-4 |
740-0 |
-1-4 |
-0.2% |
731-0 |
Low |
714-0 |
729-6 |
15-6 |
2.2% |
672-2 |
Close |
725-2 |
740-2 |
15-0 |
2.1% |
726-6 |
Range |
27-4 |
10-2 |
-17-2 |
-62.7% |
58-6 |
ATR |
16-4 |
16-3 |
-0-1 |
-0.7% |
0-0 |
Volume |
57,525 |
76,565 |
19,040 |
33.1% |
225,262 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-3 |
764-1 |
745-7 |
|
R3 |
757-1 |
753-7 |
743-1 |
|
R2 |
746-7 |
746-7 |
742-1 |
|
R1 |
743-5 |
743-5 |
741-2 |
745-2 |
PP |
736-5 |
736-5 |
736-5 |
737-4 |
S1 |
733-3 |
733-3 |
739-2 |
735-0 |
S2 |
726-3 |
726-3 |
738-3 |
|
S3 |
716-1 |
723-1 |
737-3 |
|
S4 |
705-7 |
712-7 |
734-5 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886-2 |
865-2 |
759-0 |
|
R3 |
827-4 |
806-4 |
742-7 |
|
R2 |
768-6 |
768-6 |
737-4 |
|
R1 |
747-6 |
747-6 |
732-1 |
758-2 |
PP |
710-0 |
710-0 |
710-0 |
715-2 |
S1 |
689-0 |
689-0 |
721-3 |
699-4 |
S2 |
651-2 |
651-2 |
716-0 |
|
S3 |
592-4 |
630-2 |
710-5 |
|
S4 |
533-6 |
571-4 |
694-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
741-4 |
708-0 |
33-4 |
4.5% |
16-2 |
2.2% |
96% |
False |
False |
67,525 |
10 |
741-4 |
672-2 |
69-2 |
9.4% |
17-1 |
2.3% |
98% |
False |
False |
62,124 |
20 |
741-4 |
672-2 |
69-2 |
9.4% |
14-0 |
1.9% |
98% |
False |
False |
59,316 |
40 |
741-4 |
608-4 |
133-0 |
18.0% |
12-5 |
1.7% |
99% |
False |
False |
51,342 |
60 |
741-4 |
570-0 |
171-4 |
23.2% |
10-7 |
1.5% |
99% |
False |
False |
41,472 |
80 |
741-4 |
534-6 |
206-6 |
27.9% |
10-6 |
1.5% |
99% |
False |
False |
40,809 |
100 |
741-4 |
534-6 |
206-6 |
27.9% |
10-6 |
1.5% |
99% |
False |
False |
39,109 |
120 |
741-4 |
479-0 |
262-4 |
35.5% |
10-4 |
1.4% |
100% |
False |
False |
37,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
783-4 |
2.618 |
766-7 |
1.618 |
756-5 |
1.000 |
750-2 |
0.618 |
746-3 |
HIGH |
740-0 |
0.618 |
736-1 |
0.500 |
734-7 |
0.382 |
733-5 |
LOW |
729-6 |
0.618 |
723-3 |
1.000 |
719-4 |
1.618 |
713-1 |
2.618 |
702-7 |
4.250 |
686-2 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
738-4 |
736-1 |
PP |
736-5 |
731-7 |
S1 |
734-7 |
727-6 |
|