CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
733-0 |
716-6 |
-16-2 |
-2.2% |
725-2 |
| High |
733-0 |
718-4 |
-14-4 |
-2.0% |
745-0 |
| Low |
716-4 |
708-0 |
-8-4 |
-1.2% |
714-0 |
| Close |
722-4 |
711-0 |
-11-4 |
-1.6% |
732-6 |
| Range |
16-4 |
10-4 |
-6-0 |
-36.4% |
31-0 |
| ATR |
16-3 |
16-2 |
-0-1 |
-0.8% |
0-0 |
| Volume |
75,702 |
69,019 |
-6,683 |
-8.8% |
339,049 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-0 |
738-0 |
716-6 |
|
| R3 |
733-4 |
727-4 |
713-7 |
|
| R2 |
723-0 |
723-0 |
712-7 |
|
| R1 |
717-0 |
717-0 |
712-0 |
714-6 |
| PP |
712-4 |
712-4 |
712-4 |
711-3 |
| S1 |
706-4 |
706-4 |
710-0 |
704-2 |
| S2 |
702-0 |
702-0 |
709-1 |
|
| S3 |
691-4 |
696-0 |
708-1 |
|
| S4 |
681-0 |
685-4 |
705-2 |
|
|
| 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 |
708-0 |
37-0 |
5.2% |
16-3 |
2.3% |
8% |
False |
True |
66,164 |
| 10 |
745-0 |
672-2 |
72-6 |
10.2% |
17-3 |
2.4% |
53% |
False |
False |
67,520 |
| 20 |
745-0 |
672-2 |
72-6 |
10.2% |
14-1 |
2.0% |
53% |
False |
False |
64,063 |
| 40 |
745-0 |
613-6 |
131-2 |
18.5% |
12-6 |
1.8% |
74% |
False |
False |
53,505 |
| 60 |
745-0 |
582-0 |
163-0 |
22.9% |
11-0 |
1.6% |
79% |
False |
False |
43,389 |
| 80 |
745-0 |
534-6 |
210-2 |
29.6% |
10-7 |
1.5% |
84% |
False |
False |
41,519 |
| 100 |
745-0 |
534-6 |
210-2 |
29.6% |
10-5 |
1.5% |
84% |
False |
False |
39,605 |
| 120 |
745-0 |
479-0 |
266-0 |
37.4% |
10-6 |
1.5% |
87% |
False |
False |
38,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-1 |
|
2.618 |
746-0 |
|
1.618 |
735-4 |
|
1.000 |
729-0 |
|
0.618 |
725-0 |
|
HIGH |
718-4 |
|
0.618 |
714-4 |
|
0.500 |
713-2 |
|
0.382 |
712-0 |
|
LOW |
708-0 |
|
0.618 |
701-4 |
|
1.000 |
697-4 |
|
1.618 |
691-0 |
|
2.618 |
680-4 |
|
4.250 |
663-3 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
713-2 |
726-4 |
| PP |
712-4 |
721-3 |
| S1 |
711-6 |
716-1 |
|