CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
653-4 |
651-0 |
-2-4 |
-0.4% |
733-0 |
High |
655-0 |
653-2 |
-1-6 |
-0.3% |
733-0 |
Low |
642-4 |
615-4 |
-27-0 |
-4.2% |
664-4 |
Close |
642-4 |
623-6 |
-18-6 |
-2.9% |
670-6 |
Range |
12-4 |
37-6 |
25-2 |
202.0% |
68-4 |
ATR |
18-1 |
19-4 |
1-3 |
7.7% |
0-0 |
Volume |
98,979 |
152,291 |
53,312 |
53.9% |
434,417 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
744-1 |
721-5 |
644-4 |
|
R3 |
706-3 |
683-7 |
634-1 |
|
R2 |
668-5 |
668-5 |
630-5 |
|
R1 |
646-1 |
646-1 |
627-2 |
638-4 |
PP |
630-7 |
630-7 |
630-7 |
627-0 |
S1 |
608-3 |
608-3 |
620-2 |
600-6 |
S2 |
593-1 |
593-1 |
616-7 |
|
S3 |
555-3 |
570-5 |
613-3 |
|
S4 |
517-5 |
532-7 |
603-0 |
|
|
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 |
702-6 |
615-4 |
87-2 |
14.0% |
19-4 |
3.1% |
9% |
False |
True |
102,616 |
10 |
745-0 |
615-4 |
129-4 |
20.8% |
17-1 |
2.8% |
6% |
False |
True |
86,922 |
20 |
745-0 |
615-4 |
129-4 |
20.8% |
17-0 |
2.7% |
6% |
False |
True |
74,098 |
40 |
745-0 |
615-4 |
129-4 |
20.8% |
14-1 |
2.3% |
6% |
False |
True |
60,898 |
60 |
745-0 |
608-4 |
136-4 |
21.9% |
12-2 |
2.0% |
11% |
False |
False |
51,166 |
80 |
745-0 |
534-6 |
210-2 |
33.7% |
11-3 |
1.8% |
42% |
False |
False |
45,584 |
100 |
745-0 |
534-6 |
210-2 |
33.7% |
11-1 |
1.8% |
42% |
False |
False |
43,728 |
120 |
745-0 |
479-0 |
266-0 |
42.6% |
11-3 |
1.8% |
54% |
False |
False |
41,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
813-6 |
2.618 |
752-1 |
1.618 |
714-3 |
1.000 |
691-0 |
0.618 |
676-5 |
HIGH |
653-2 |
0.618 |
638-7 |
0.500 |
634-3 |
0.382 |
629-7 |
LOW |
615-4 |
0.618 |
592-1 |
1.000 |
577-6 |
1.618 |
554-3 |
2.618 |
516-5 |
4.250 |
455-0 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
634-3 |
647-0 |
PP |
630-7 |
639-2 |
S1 |
627-2 |
631-4 |
|