CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
689-4 |
675-4 |
-14-0 |
-2.0% |
733-0 |
High |
702-6 |
680-0 |
-22-6 |
-3.2% |
733-0 |
Low |
688-0 |
664-4 |
-23-4 |
-3.4% |
664-4 |
Close |
689-0 |
670-6 |
-18-2 |
-2.6% |
670-6 |
Range |
14-6 |
15-4 |
0-6 |
5.1% |
68-4 |
ATR |
16-6 |
17-2 |
0-4 |
3.3% |
0-0 |
Volume |
96,277 |
110,577 |
14,300 |
14.9% |
434,417 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
718-2 |
710-0 |
679-2 |
|
R3 |
702-6 |
694-4 |
675-0 |
|
R2 |
687-2 |
687-2 |
673-5 |
|
R1 |
679-0 |
679-0 |
672-1 |
675-3 |
PP |
671-6 |
671-6 |
671-6 |
670-0 |
S1 |
663-4 |
663-4 |
669-3 |
659-7 |
S2 |
656-2 |
656-2 |
667-7 |
|
S3 |
640-6 |
648-0 |
666-4 |
|
S4 |
625-2 |
632-4 |
662-2 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
894-7 |
851-3 |
708-3 |
|
R3 |
826-3 |
782-7 |
689-5 |
|
R2 |
757-7 |
757-7 |
683-2 |
|
R1 |
714-3 |
714-3 |
677-0 |
701-7 |
PP |
689-3 |
689-3 |
689-3 |
683-2 |
S1 |
645-7 |
645-7 |
664-4 |
633-3 |
S2 |
620-7 |
620-7 |
658-2 |
|
S3 |
552-3 |
577-3 |
651-7 |
|
S4 |
483-7 |
508-7 |
633-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
733-0 |
664-4 |
68-4 |
10.2% |
15-3 |
2.3% |
9% |
False |
True |
86,883 |
10 |
745-0 |
664-4 |
80-4 |
12.0% |
15-2 |
2.3% |
8% |
False |
True |
77,346 |
20 |
745-0 |
664-4 |
80-4 |
12.0% |
15-4 |
2.3% |
8% |
False |
True |
68,526 |
40 |
745-0 |
642-0 |
103-0 |
15.4% |
13-2 |
2.0% |
28% |
False |
False |
57,555 |
60 |
745-0 |
594-2 |
150-6 |
22.5% |
11-5 |
1.7% |
51% |
False |
False |
47,065 |
80 |
745-0 |
534-6 |
210-2 |
31.3% |
10-7 |
1.6% |
65% |
False |
False |
43,358 |
100 |
745-0 |
534-6 |
210-2 |
31.3% |
10-7 |
1.6% |
65% |
False |
False |
41,643 |
120 |
745-0 |
479-0 |
266-0 |
39.7% |
11-0 |
1.6% |
72% |
False |
False |
39,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
745-7 |
2.618 |
720-5 |
1.618 |
705-1 |
1.000 |
695-4 |
0.618 |
689-5 |
HIGH |
680-0 |
0.618 |
674-1 |
0.500 |
672-2 |
0.382 |
670-3 |
LOW |
664-4 |
0.618 |
654-7 |
1.000 |
649-0 |
1.618 |
639-3 |
2.618 |
623-7 |
4.250 |
598-5 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
672-2 |
690-6 |
PP |
671-6 |
684-1 |
S1 |
671-2 |
677-3 |
|