CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
644-0 |
684-0 |
40-0 |
6.2% |
662-0 |
| High |
653-6 |
698-6 |
45-0 |
6.9% |
698-6 |
| Low |
644-0 |
673-0 |
29-0 |
4.5% |
615-4 |
| Close |
653-6 |
690-0 |
36-2 |
5.5% |
690-0 |
| Range |
9-6 |
25-6 |
16-0 |
164.1% |
83-2 |
| ATR |
20-2 |
22-1 |
1-6 |
8.7% |
0-0 |
| Volume |
87,475 |
146,040 |
58,565 |
67.0% |
539,744 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
764-4 |
753-0 |
704-1 |
|
| R3 |
738-6 |
727-2 |
697-1 |
|
| R2 |
713-0 |
713-0 |
694-6 |
|
| R1 |
701-4 |
701-4 |
692-3 |
707-2 |
| PP |
687-2 |
687-2 |
687-2 |
690-1 |
| S1 |
675-6 |
675-6 |
687-5 |
681-4 |
| S2 |
661-4 |
661-4 |
685-2 |
|
| S3 |
635-6 |
650-0 |
682-7 |
|
| S4 |
610-0 |
624-2 |
675-7 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917-7 |
887-1 |
735-6 |
|
| R3 |
834-5 |
803-7 |
712-7 |
|
| R2 |
751-3 |
751-3 |
705-2 |
|
| R1 |
720-5 |
720-5 |
697-5 |
736-0 |
| PP |
668-1 |
668-1 |
668-1 |
675-6 |
| S1 |
637-3 |
637-3 |
682-3 |
652-6 |
| S2 |
584-7 |
584-7 |
674-6 |
|
| S3 |
501-5 |
554-1 |
667-1 |
|
| S4 |
418-3 |
470-7 |
644-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
698-6 |
615-4 |
83-2 |
12.1% |
20-4 |
3.0% |
89% |
True |
False |
107,948 |
| 10 |
733-0 |
615-4 |
117-4 |
17.0% |
18-0 |
2.6% |
63% |
False |
False |
97,416 |
| 20 |
745-0 |
615-4 |
129-4 |
18.8% |
17-6 |
2.6% |
58% |
False |
False |
79,307 |
| 40 |
745-0 |
615-4 |
129-4 |
18.8% |
13-6 |
2.0% |
58% |
False |
False |
64,178 |
| 60 |
745-0 |
608-4 |
136-4 |
19.8% |
12-6 |
1.8% |
60% |
False |
False |
54,259 |
| 80 |
745-0 |
534-6 |
210-2 |
30.5% |
11-4 |
1.7% |
74% |
False |
False |
47,542 |
| 100 |
745-0 |
534-6 |
210-2 |
30.5% |
11-3 |
1.6% |
74% |
False |
False |
45,452 |
| 120 |
745-0 |
479-0 |
266-0 |
38.6% |
11-3 |
1.7% |
79% |
False |
False |
43,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
808-2 |
|
2.618 |
766-1 |
|
1.618 |
740-3 |
|
1.000 |
724-4 |
|
0.618 |
714-5 |
|
HIGH |
698-6 |
|
0.618 |
688-7 |
|
0.500 |
685-7 |
|
0.382 |
682-7 |
|
LOW |
673-0 |
|
0.618 |
657-1 |
|
1.000 |
647-2 |
|
1.618 |
631-3 |
|
2.618 |
605-5 |
|
4.250 |
563-4 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
688-5 |
679-0 |
| PP |
687-2 |
668-1 |
| S1 |
685-7 |
657-1 |
|