CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
697-4 |
678-0 |
-19-4 |
-2.8% |
696-0 |
High |
698-0 |
681-6 |
-16-2 |
-2.3% |
721-4 |
Low |
676-4 |
669-0 |
-7-4 |
-1.1% |
681-6 |
Close |
678-0 |
678-6 |
0-6 |
0.1% |
695-4 |
Range |
21-4 |
12-6 |
-8-6 |
-40.7% |
39-6 |
ATR |
20-5 |
20-1 |
-0-5 |
-2.7% |
0-0 |
Volume |
73,558 |
71,269 |
-2,289 |
-3.1% |
396,948 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-6 |
709-4 |
685-6 |
|
R3 |
702-0 |
696-6 |
682-2 |
|
R2 |
689-2 |
689-2 |
681-1 |
|
R1 |
684-0 |
684-0 |
679-7 |
686-5 |
PP |
676-4 |
676-4 |
676-4 |
677-6 |
S1 |
671-2 |
671-2 |
677-5 |
673-7 |
S2 |
663-6 |
663-6 |
676-3 |
|
S3 |
651-0 |
658-4 |
675-2 |
|
S4 |
638-2 |
645-6 |
671-6 |
|
|
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 |
669-0 |
52-4 |
7.7% |
18-3 |
2.7% |
19% |
False |
True |
82,467 |
10 |
721-4 |
615-4 |
106-0 |
15.6% |
18-7 |
2.8% |
60% |
False |
False |
92,758 |
20 |
745-0 |
615-4 |
129-4 |
19.1% |
17-4 |
2.6% |
49% |
False |
False |
85,101 |
40 |
745-0 |
615-4 |
129-4 |
19.1% |
15-1 |
2.2% |
49% |
False |
False |
70,694 |
60 |
745-0 |
608-4 |
136-4 |
20.1% |
14-0 |
2.1% |
51% |
False |
False |
61,025 |
80 |
745-0 |
570-0 |
175-0 |
25.8% |
12-2 |
1.8% |
62% |
False |
False |
51,837 |
100 |
745-0 |
534-6 |
210-2 |
31.0% |
11-7 |
1.7% |
68% |
False |
False |
48,970 |
120 |
745-0 |
511-2 |
233-6 |
34.4% |
11-5 |
1.7% |
72% |
False |
False |
46,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-0 |
2.618 |
715-1 |
1.618 |
702-3 |
1.000 |
694-4 |
0.618 |
689-5 |
HIGH |
681-6 |
0.618 |
676-7 |
0.500 |
675-3 |
0.382 |
673-7 |
LOW |
669-0 |
0.618 |
661-1 |
1.000 |
656-2 |
1.618 |
648-3 |
2.618 |
635-5 |
4.250 |
614-6 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
677-5 |
695-2 |
PP |
676-4 |
689-6 |
S1 |
675-3 |
684-2 |
|