CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
678-0 |
678-0 |
0-0 |
0.0% |
696-0 |
| High |
681-6 |
679-0 |
-2-6 |
-0.4% |
721-4 |
| Low |
669-0 |
669-0 |
0-0 |
0.0% |
681-6 |
| Close |
678-6 |
671-0 |
-7-6 |
-1.1% |
695-4 |
| Range |
12-6 |
10-0 |
-2-6 |
-21.6% |
39-6 |
| ATR |
20-1 |
19-3 |
-0-6 |
-3.6% |
0-0 |
| Volume |
71,269 |
81,055 |
9,786 |
13.7% |
396,948 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703-0 |
697-0 |
676-4 |
|
| R3 |
693-0 |
687-0 |
673-6 |
|
| R2 |
683-0 |
683-0 |
672-7 |
|
| R1 |
677-0 |
677-0 |
671-7 |
675-0 |
| PP |
673-0 |
673-0 |
673-0 |
672-0 |
| S1 |
667-0 |
667-0 |
670-1 |
665-0 |
| S2 |
663-0 |
663-0 |
669-1 |
|
| S3 |
653-0 |
657-0 |
668-2 |
|
| S4 |
643-0 |
647-0 |
665-4 |
|
|
| 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 |
7.8% |
19-0 |
2.8% |
4% |
False |
True |
87,490 |
| 10 |
721-4 |
644-0 |
77-4 |
11.5% |
16-1 |
2.4% |
35% |
False |
False |
85,634 |
| 20 |
745-0 |
615-4 |
129-4 |
19.3% |
16-5 |
2.5% |
43% |
False |
False |
86,278 |
| 40 |
745-0 |
615-4 |
129-4 |
19.3% |
15-2 |
2.3% |
43% |
False |
False |
71,912 |
| 60 |
745-0 |
608-4 |
136-4 |
20.3% |
14-0 |
2.1% |
46% |
False |
False |
62,084 |
| 80 |
745-0 |
570-0 |
175-0 |
26.1% |
12-2 |
1.8% |
58% |
False |
False |
52,362 |
| 100 |
745-0 |
534-6 |
210-2 |
31.3% |
11-7 |
1.8% |
65% |
False |
False |
49,447 |
| 120 |
745-0 |
534-6 |
210-2 |
31.3% |
11-5 |
1.7% |
65% |
False |
False |
46,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721-4 |
|
2.618 |
705-1 |
|
1.618 |
695-1 |
|
1.000 |
689-0 |
|
0.618 |
685-1 |
|
HIGH |
679-0 |
|
0.618 |
675-1 |
|
0.500 |
674-0 |
|
0.382 |
672-7 |
|
LOW |
669-0 |
|
0.618 |
662-7 |
|
1.000 |
659-0 |
|
1.618 |
652-7 |
|
2.618 |
642-7 |
|
4.250 |
626-4 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
674-0 |
683-4 |
| PP |
673-0 |
679-3 |
| S1 |
672-0 |
675-1 |
|