CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
690-0 |
721-0 |
31-0 |
4.5% |
696-0 |
| High |
708-4 |
721-4 |
13-0 |
1.8% |
721-4 |
| Low |
684-4 |
694-4 |
10-0 |
1.5% |
681-6 |
| Close |
708-0 |
695-4 |
-12-4 |
-1.8% |
695-4 |
| Range |
24-0 |
27-0 |
3-0 |
12.5% |
39-6 |
| ATR |
20-0 |
20-4 |
0-4 |
2.5% |
0-0 |
| Volume |
110,480 |
101,089 |
-9,391 |
-8.5% |
396,948 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
784-7 |
767-1 |
710-3 |
|
| R3 |
757-7 |
740-1 |
702-7 |
|
| R2 |
730-7 |
730-7 |
700-4 |
|
| R1 |
713-1 |
713-1 |
698-0 |
708-4 |
| PP |
703-7 |
703-7 |
703-7 |
701-4 |
| S1 |
686-1 |
686-1 |
693-0 |
681-4 |
| S2 |
676-7 |
676-7 |
690-4 |
|
| S3 |
649-7 |
659-1 |
688-1 |
|
| S4 |
622-7 |
632-1 |
680-5 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-7 |
796-7 |
717-3 |
|
| R3 |
779-1 |
757-1 |
706-3 |
|
| R2 |
739-3 |
739-3 |
702-6 |
|
| R1 |
717-3 |
717-3 |
699-1 |
708-4 |
| PP |
699-5 |
699-5 |
699-5 |
695-1 |
| S1 |
677-5 |
677-5 |
691-7 |
668-6 |
| S2 |
659-7 |
659-7 |
688-2 |
|
| S3 |
620-1 |
637-7 |
684-5 |
|
| S4 |
580-3 |
598-1 |
673-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
721-4 |
681-6 |
39-6 |
5.7% |
16-3 |
2.4% |
35% |
True |
False |
79,389 |
| 10 |
721-4 |
615-4 |
106-0 |
15.2% |
18-4 |
2.7% |
75% |
True |
False |
93,669 |
| 20 |
745-0 |
615-4 |
129-4 |
18.6% |
16-7 |
2.4% |
62% |
False |
False |
85,507 |
| 40 |
745-0 |
615-4 |
129-4 |
18.6% |
14-6 |
2.1% |
62% |
False |
False |
68,424 |
| 60 |
745-0 |
608-4 |
136-4 |
19.6% |
13-5 |
2.0% |
64% |
False |
False |
59,244 |
| 80 |
745-0 |
567-0 |
178-0 |
25.6% |
12-0 |
1.7% |
72% |
False |
False |
50,724 |
| 100 |
745-0 |
534-6 |
210-2 |
30.2% |
11-5 |
1.7% |
76% |
False |
False |
48,111 |
| 120 |
745-0 |
500-4 |
244-4 |
35.2% |
11-4 |
1.6% |
80% |
False |
False |
45,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836-2 |
|
2.618 |
792-1 |
|
1.618 |
765-1 |
|
1.000 |
748-4 |
|
0.618 |
738-1 |
|
HIGH |
721-4 |
|
0.618 |
711-1 |
|
0.500 |
708-0 |
|
0.382 |
704-7 |
|
LOW |
694-4 |
|
0.618 |
677-7 |
|
1.000 |
667-4 |
|
1.618 |
650-7 |
|
2.618 |
623-7 |
|
4.250 |
579-6 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
708-0 |
703-0 |
| PP |
703-7 |
700-4 |
| S1 |
699-5 |
698-0 |
|