CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
742-4 |
733-0 |
-9-4 |
-1.3% |
725-2 |
| High |
745-0 |
733-0 |
-12-0 |
-1.6% |
745-0 |
| Low |
727-6 |
716-4 |
-11-2 |
-1.5% |
714-0 |
| Close |
732-6 |
722-4 |
-10-2 |
-1.4% |
732-6 |
| Range |
17-2 |
16-4 |
-0-6 |
-4.3% |
31-0 |
| ATR |
16-3 |
16-3 |
0-0 |
0.0% |
0-0 |
| Volume |
52,011 |
75,702 |
23,691 |
45.5% |
339,049 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-4 |
764-4 |
731-5 |
|
| R3 |
757-0 |
748-0 |
727-0 |
|
| R2 |
740-4 |
740-4 |
725-4 |
|
| R1 |
731-4 |
731-4 |
724-0 |
727-6 |
| PP |
724-0 |
724-0 |
724-0 |
722-1 |
| S1 |
715-0 |
715-0 |
721-0 |
711-2 |
| S2 |
707-4 |
707-4 |
719-4 |
|
| S3 |
691-0 |
698-4 |
718-0 |
|
| S4 |
674-4 |
682-0 |
713-3 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
823-5 |
809-1 |
749-6 |
|
| R3 |
792-5 |
778-1 |
741-2 |
|
| R2 |
761-5 |
761-5 |
738-3 |
|
| R1 |
747-1 |
747-1 |
735-5 |
754-3 |
| PP |
730-5 |
730-5 |
730-5 |
734-2 |
| S1 |
716-1 |
716-1 |
729-7 |
723-3 |
| S2 |
699-5 |
699-5 |
727-1 |
|
| S3 |
668-5 |
685-1 |
724-2 |
|
| S4 |
637-5 |
654-1 |
715-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745-0 |
714-0 |
31-0 |
4.3% |
16-3 |
2.3% |
27% |
False |
False |
67,904 |
| 10 |
745-0 |
672-2 |
72-6 |
10.1% |
18-2 |
2.5% |
69% |
False |
False |
64,001 |
| 20 |
745-0 |
672-2 |
72-6 |
10.1% |
14-1 |
2.0% |
69% |
False |
False |
62,563 |
| 40 |
745-0 |
608-4 |
136-4 |
18.9% |
12-6 |
1.8% |
84% |
False |
False |
52,879 |
| 60 |
745-0 |
582-0 |
163-0 |
22.6% |
11-0 |
1.5% |
86% |
False |
False |
42,686 |
| 80 |
745-0 |
534-6 |
210-2 |
29.1% |
10-7 |
1.5% |
89% |
False |
False |
41,568 |
| 100 |
745-0 |
534-6 |
210-2 |
29.1% |
10-5 |
1.5% |
89% |
False |
False |
39,396 |
| 120 |
745-0 |
479-0 |
266-0 |
36.8% |
10-6 |
1.5% |
92% |
False |
False |
37,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
803-1 |
|
2.618 |
776-2 |
|
1.618 |
759-6 |
|
1.000 |
749-4 |
|
0.618 |
743-2 |
|
HIGH |
733-0 |
|
0.618 |
726-6 |
|
0.500 |
724-6 |
|
0.382 |
722-6 |
|
LOW |
716-4 |
|
0.618 |
706-2 |
|
1.000 |
700-0 |
|
1.618 |
689-6 |
|
2.618 |
673-2 |
|
4.250 |
646-3 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-6 |
730-6 |
| PP |
724-0 |
728-0 |
| S1 |
723-2 |
725-2 |
|