CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
678-0 |
701-0 |
23-0 |
3.4% |
696-0 |
High |
679-0 |
701-0 |
22-0 |
3.2% |
721-4 |
Low |
669-0 |
701-0 |
32-0 |
4.8% |
681-6 |
Close |
671-0 |
701-0 |
30-0 |
4.5% |
695-4 |
Range |
10-0 |
0-0 |
-10-0 |
-100.0% |
39-6 |
ATR |
19-3 |
20-1 |
0-6 |
3.9% |
0-0 |
Volume |
81,055 |
73,752 |
-7,303 |
-9.0% |
396,948 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-0 |
701-0 |
701-0 |
|
R3 |
701-0 |
701-0 |
701-0 |
|
R2 |
701-0 |
701-0 |
701-0 |
|
R1 |
701-0 |
701-0 |
701-0 |
701-0 |
PP |
701-0 |
701-0 |
701-0 |
701-0 |
S1 |
701-0 |
701-0 |
701-0 |
701-0 |
S2 |
701-0 |
701-0 |
701-0 |
|
S3 |
701-0 |
701-0 |
701-0 |
|
S4 |
701-0 |
701-0 |
701-0 |
|
|
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 |
7.5% |
14-2 |
2.0% |
61% |
False |
False |
80,144 |
10 |
721-4 |
669-0 |
52-4 |
7.5% |
15-1 |
2.2% |
61% |
False |
False |
84,262 |
20 |
745-0 |
615-4 |
129-4 |
18.5% |
16-1 |
2.3% |
66% |
False |
False |
86,137 |
40 |
745-0 |
615-4 |
129-4 |
18.5% |
15-0 |
2.1% |
66% |
False |
False |
72,726 |
60 |
745-0 |
608-4 |
136-4 |
19.5% |
13-7 |
2.0% |
68% |
False |
False |
62,940 |
80 |
745-0 |
570-0 |
175-0 |
25.0% |
12-2 |
1.7% |
75% |
False |
False |
52,638 |
100 |
745-0 |
534-6 |
210-2 |
30.0% |
11-7 |
1.7% |
79% |
False |
False |
49,875 |
120 |
745-0 |
534-6 |
210-2 |
30.0% |
11-5 |
1.7% |
79% |
False |
False |
46,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
701-0 |
2.618 |
701-0 |
1.618 |
701-0 |
1.000 |
701-0 |
0.618 |
701-0 |
HIGH |
701-0 |
0.618 |
701-0 |
0.500 |
701-0 |
0.382 |
701-0 |
LOW |
701-0 |
0.618 |
701-0 |
1.000 |
701-0 |
1.618 |
701-0 |
2.618 |
701-0 |
4.250 |
701-0 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
701-0 |
695-5 |
PP |
701-0 |
690-3 |
S1 |
701-0 |
685-0 |
|