CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
651-0 |
644-0 |
-7-0 |
-1.1% |
733-0 |
High |
653-2 |
653-6 |
0-4 |
0.1% |
733-0 |
Low |
615-4 |
644-0 |
28-4 |
4.6% |
664-4 |
Close |
623-6 |
653-6 |
30-0 |
4.8% |
670-6 |
Range |
37-6 |
9-6 |
-28-0 |
-74.2% |
68-4 |
ATR |
19-4 |
20-2 |
0-6 |
3.8% |
0-0 |
Volume |
152,291 |
87,475 |
-64,816 |
-42.6% |
434,417 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-6 |
676-4 |
659-1 |
|
R3 |
670-0 |
666-6 |
656-3 |
|
R2 |
660-2 |
660-2 |
655-4 |
|
R1 |
657-0 |
657-0 |
654-5 |
658-5 |
PP |
650-4 |
650-4 |
650-4 |
651-2 |
S1 |
647-2 |
647-2 |
652-7 |
648-7 |
S2 |
640-6 |
640-6 |
652-0 |
|
S3 |
631-0 |
637-4 |
651-1 |
|
S4 |
621-2 |
627-6 |
648-3 |
|
|
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 |
680-0 |
615-4 |
64-4 |
9.9% |
18-4 |
2.8% |
59% |
False |
False |
100,856 |
10 |
745-0 |
615-4 |
129-4 |
19.8% |
17-1 |
2.6% |
30% |
False |
False |
88,013 |
20 |
745-0 |
615-4 |
129-4 |
19.8% |
17-1 |
2.6% |
30% |
False |
False |
75,068 |
40 |
745-0 |
615-4 |
129-4 |
19.8% |
13-6 |
2.1% |
30% |
False |
False |
61,916 |
60 |
745-0 |
608-4 |
136-4 |
20.9% |
12-3 |
1.9% |
33% |
False |
False |
52,194 |
80 |
745-0 |
534-6 |
210-2 |
32.2% |
11-2 |
1.7% |
57% |
False |
False |
46,234 |
100 |
745-0 |
534-6 |
210-2 |
32.2% |
11-2 |
1.7% |
57% |
False |
False |
44,288 |
120 |
745-0 |
479-0 |
266-0 |
40.7% |
11-2 |
1.7% |
66% |
False |
False |
42,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-2 |
2.618 |
679-2 |
1.618 |
669-4 |
1.000 |
663-4 |
0.618 |
659-6 |
HIGH |
653-6 |
0.618 |
650-0 |
0.500 |
648-7 |
0.382 |
647-6 |
LOW |
644-0 |
0.618 |
638-0 |
1.000 |
634-2 |
1.618 |
628-2 |
2.618 |
618-4 |
4.250 |
602-4 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
652-1 |
647-5 |
PP |
650-4 |
641-3 |
S1 |
648-7 |
635-2 |
|