CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
684-0 |
696-0 |
12-0 |
1.8% |
662-0 |
High |
698-6 |
696-0 |
-2-6 |
-0.4% |
698-6 |
Low |
673-0 |
684-6 |
11-6 |
1.7% |
615-4 |
Close |
690-0 |
693-4 |
3-4 |
0.5% |
690-0 |
Range |
25-6 |
11-2 |
-14-4 |
-56.3% |
83-2 |
ATR |
22-1 |
21-2 |
-0-6 |
-3.5% |
0-0 |
Volume |
146,040 |
69,264 |
-76,776 |
-52.6% |
539,744 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-1 |
720-5 |
699-6 |
|
R3 |
713-7 |
709-3 |
696-5 |
|
R2 |
702-5 |
702-5 |
695-4 |
|
R1 |
698-1 |
698-1 |
694-4 |
694-6 |
PP |
691-3 |
691-3 |
691-3 |
689-6 |
S1 |
686-7 |
686-7 |
692-4 |
683-4 |
S2 |
680-1 |
680-1 |
691-4 |
|
S3 |
668-7 |
675-5 |
690-3 |
|
S4 |
657-5 |
664-3 |
687-2 |
|
|
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 |
12.0% |
19-3 |
2.8% |
94% |
False |
False |
110,809 |
10 |
718-4 |
615-4 |
103-0 |
14.9% |
17-4 |
2.5% |
76% |
False |
False |
96,772 |
20 |
745-0 |
615-4 |
129-4 |
18.7% |
17-7 |
2.6% |
60% |
False |
False |
80,386 |
40 |
745-0 |
615-4 |
129-4 |
18.7% |
13-6 |
2.0% |
60% |
False |
False |
64,504 |
60 |
745-0 |
608-4 |
136-4 |
19.7% |
12-7 |
1.8% |
62% |
False |
False |
55,197 |
80 |
745-0 |
555-4 |
189-4 |
27.3% |
11-3 |
1.6% |
73% |
False |
False |
47,896 |
100 |
745-0 |
534-6 |
210-2 |
30.3% |
11-3 |
1.6% |
76% |
False |
False |
45,871 |
120 |
745-0 |
479-0 |
266-0 |
38.4% |
11-4 |
1.7% |
81% |
False |
False |
43,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
743-6 |
2.618 |
725-4 |
1.618 |
714-2 |
1.000 |
707-2 |
0.618 |
703-0 |
HIGH |
696-0 |
0.618 |
691-6 |
0.500 |
690-3 |
0.382 |
689-0 |
LOW |
684-6 |
0.618 |
677-6 |
1.000 |
673-4 |
1.618 |
666-4 |
2.618 |
655-2 |
4.250 |
637-0 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
692-4 |
686-1 |
PP |
691-3 |
678-6 |
S1 |
690-3 |
671-3 |
|