CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
692-0 |
690-0 |
-2-0 |
-0.3% |
662-0 |
| High |
693-0 |
708-4 |
15-4 |
2.2% |
698-6 |
| Low |
686-4 |
684-4 |
-2-0 |
-0.3% |
615-4 |
| Close |
688-4 |
708-0 |
19-4 |
2.8% |
690-0 |
| Range |
6-4 |
24-0 |
17-4 |
269.2% |
83-2 |
| ATR |
19-6 |
20-0 |
0-2 |
1.5% |
0-0 |
| Volume |
55,940 |
110,480 |
54,540 |
97.5% |
539,744 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-3 |
764-1 |
721-2 |
|
| R3 |
748-3 |
740-1 |
714-5 |
|
| R2 |
724-3 |
724-3 |
712-3 |
|
| R1 |
716-1 |
716-1 |
710-2 |
720-2 |
| PP |
700-3 |
700-3 |
700-3 |
702-3 |
| S1 |
692-1 |
692-1 |
705-6 |
696-2 |
| S2 |
676-3 |
676-3 |
703-5 |
|
| S3 |
652-3 |
668-1 |
701-3 |
|
| S4 |
628-3 |
644-1 |
694-6 |
|
|
| 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 |
708-4 |
673-0 |
35-4 |
5.0% |
16-1 |
2.3% |
99% |
True |
False |
88,379 |
| 10 |
708-4 |
615-4 |
93-0 |
13.1% |
17-2 |
2.4% |
99% |
True |
False |
94,618 |
| 20 |
745-0 |
615-4 |
129-4 |
18.3% |
16-5 |
2.4% |
71% |
False |
False |
82,983 |
| 40 |
745-0 |
615-4 |
129-4 |
18.3% |
14-2 |
2.0% |
71% |
False |
False |
66,971 |
| 60 |
745-0 |
608-4 |
136-4 |
19.3% |
13-2 |
1.9% |
73% |
False |
False |
57,969 |
| 80 |
745-0 |
555-4 |
189-4 |
26.8% |
11-6 |
1.7% |
80% |
False |
False |
49,753 |
| 100 |
745-0 |
534-6 |
210-2 |
29.7% |
11-4 |
1.6% |
82% |
False |
False |
47,272 |
| 120 |
745-0 |
479-0 |
266-0 |
37.6% |
11-3 |
1.6% |
86% |
False |
False |
45,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810-4 |
|
2.618 |
771-3 |
|
1.618 |
747-3 |
|
1.000 |
732-4 |
|
0.618 |
723-3 |
|
HIGH |
708-4 |
|
0.618 |
699-3 |
|
0.500 |
696-4 |
|
0.382 |
693-5 |
|
LOW |
684-4 |
|
0.618 |
669-5 |
|
1.000 |
660-4 |
|
1.618 |
645-5 |
|
2.618 |
621-5 |
|
4.250 |
582-4 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704-1 |
703-6 |
| PP |
700-3 |
699-3 |
| S1 |
696-4 |
695-1 |
|