CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
682-4 |
692-0 |
9-4 |
1.4% |
662-0 |
High |
694-6 |
693-0 |
-1-6 |
-0.3% |
698-6 |
Low |
681-6 |
686-4 |
4-6 |
0.7% |
615-4 |
Close |
694-0 |
688-4 |
-5-4 |
-0.8% |
690-0 |
Range |
13-0 |
6-4 |
-6-4 |
-50.0% |
83-2 |
ATR |
20-6 |
19-6 |
-1-0 |
-4.6% |
0-0 |
Volume |
60,175 |
55,940 |
-4,235 |
-7.0% |
539,744 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-7 |
705-1 |
692-1 |
|
R3 |
702-3 |
698-5 |
690-2 |
|
R2 |
695-7 |
695-7 |
689-6 |
|
R1 |
692-1 |
692-1 |
689-1 |
690-6 |
PP |
689-3 |
689-3 |
689-3 |
688-5 |
S1 |
685-5 |
685-5 |
687-7 |
684-2 |
S2 |
682-7 |
682-7 |
687-2 |
|
S3 |
676-3 |
679-1 |
686-6 |
|
S4 |
669-7 |
672-5 |
684-7 |
|
|
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 |
644-0 |
54-6 |
8.0% |
13-2 |
1.9% |
81% |
False |
False |
83,778 |
10 |
702-6 |
615-4 |
87-2 |
12.7% |
16-3 |
2.4% |
84% |
False |
False |
93,197 |
20 |
745-0 |
615-4 |
129-4 |
18.8% |
16-0 |
2.3% |
56% |
False |
False |
81,265 |
40 |
745-0 |
615-4 |
129-4 |
18.8% |
13-7 |
2.0% |
56% |
False |
False |
65,156 |
60 |
745-0 |
608-4 |
136-4 |
19.8% |
13-0 |
1.9% |
59% |
False |
False |
56,378 |
80 |
745-0 |
555-4 |
189-4 |
27.5% |
11-4 |
1.7% |
70% |
False |
False |
48,511 |
100 |
745-0 |
534-6 |
210-2 |
30.5% |
11-3 |
1.6% |
73% |
False |
False |
46,471 |
120 |
745-0 |
479-0 |
266-0 |
38.6% |
11-3 |
1.6% |
79% |
False |
False |
44,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
720-5 |
2.618 |
710-0 |
1.618 |
703-4 |
1.000 |
699-4 |
0.618 |
697-0 |
HIGH |
693-0 |
0.618 |
690-4 |
0.500 |
689-6 |
0.382 |
689-0 |
LOW |
686-4 |
0.618 |
682-4 |
1.000 |
680-0 |
1.618 |
676-0 |
2.618 |
669-4 |
4.250 |
658-7 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
689-6 |
688-7 |
PP |
689-3 |
688-6 |
S1 |
688-7 |
688-5 |
|