CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
662-0 |
653-4 |
-8-4 |
-1.3% |
733-0 |
High |
678-4 |
655-0 |
-23-4 |
-3.5% |
733-0 |
Low |
661-4 |
642-4 |
-19-0 |
-2.9% |
664-4 |
Close |
672-4 |
642-4 |
-30-0 |
-4.5% |
670-6 |
Range |
17-0 |
12-4 |
-4-4 |
-26.5% |
68-4 |
ATR |
17-2 |
18-1 |
0-7 |
5.3% |
0-0 |
Volume |
54,959 |
98,979 |
44,020 |
80.1% |
434,417 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-1 |
675-7 |
649-3 |
|
R3 |
671-5 |
663-3 |
646-0 |
|
R2 |
659-1 |
659-1 |
644-6 |
|
R1 |
650-7 |
650-7 |
643-5 |
648-6 |
PP |
646-5 |
646-5 |
646-5 |
645-5 |
S1 |
638-3 |
638-3 |
641-3 |
636-2 |
S2 |
634-1 |
634-1 |
640-2 |
|
S3 |
621-5 |
625-7 |
639-0 |
|
S4 |
609-1 |
613-3 |
635-5 |
|
|
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 |
717-0 |
642-4 |
74-4 |
11.6% |
15-7 |
2.5% |
0% |
False |
True |
88,726 |
10 |
745-0 |
642-4 |
102-4 |
16.0% |
16-1 |
2.5% |
0% |
False |
True |
77,445 |
20 |
745-0 |
642-4 |
102-4 |
16.0% |
15-7 |
2.5% |
0% |
False |
True |
69,112 |
40 |
745-0 |
642-0 |
103-0 |
16.0% |
13-4 |
2.1% |
0% |
False |
False |
58,180 |
60 |
745-0 |
600-4 |
144-4 |
22.5% |
11-7 |
1.8% |
29% |
False |
False |
48,869 |
80 |
745-0 |
534-6 |
210-2 |
32.7% |
11-0 |
1.7% |
51% |
False |
False |
44,231 |
100 |
745-0 |
534-6 |
210-2 |
32.7% |
10-7 |
1.7% |
51% |
False |
False |
42,694 |
120 |
745-0 |
479-0 |
266-0 |
41.4% |
11-0 |
1.7% |
61% |
False |
False |
40,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-1 |
2.618 |
687-6 |
1.618 |
675-2 |
1.000 |
667-4 |
0.618 |
662-6 |
HIGH |
655-0 |
0.618 |
650-2 |
0.500 |
648-6 |
0.382 |
647-2 |
LOW |
642-4 |
0.618 |
634-6 |
1.000 |
630-0 |
1.618 |
622-2 |
2.618 |
609-6 |
4.250 |
589-3 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
648-6 |
661-2 |
PP |
646-5 |
655-0 |
S1 |
644-5 |
648-6 |
|