CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
647-2 |
651-0 |
3-6 |
0.6% |
646-0 |
| High |
649-0 |
651-0 |
2-0 |
0.3% |
657-0 |
| Low |
644-2 |
646-0 |
1-6 |
0.3% |
618-0 |
| Close |
650-2 |
654-6 |
4-4 |
0.7% |
646-0 |
| Range |
4-6 |
5-0 |
0-2 |
5.3% |
39-0 |
| ATR |
12-5 |
12-1 |
-0-4 |
-4.3% |
0-0 |
| Volume |
7,866 |
4,571 |
-3,295 |
-41.9% |
26,644 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-5 |
665-1 |
657-4 |
|
| R3 |
660-5 |
660-1 |
656-1 |
|
| R2 |
655-5 |
655-5 |
655-5 |
|
| R1 |
655-1 |
655-1 |
655-2 |
655-3 |
| PP |
650-5 |
650-5 |
650-5 |
650-6 |
| S1 |
650-1 |
650-1 |
654-2 |
650-3 |
| S2 |
645-5 |
645-5 |
653-7 |
|
| S3 |
640-5 |
645-1 |
653-3 |
|
| S4 |
635-5 |
640-1 |
652-0 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757-3 |
740-5 |
667-4 |
|
| R3 |
718-3 |
701-5 |
656-6 |
|
| R2 |
679-3 |
679-3 |
653-1 |
|
| R1 |
662-5 |
662-5 |
649-5 |
665-4 |
| PP |
640-3 |
640-3 |
640-3 |
641-6 |
| S1 |
623-5 |
623-5 |
642-3 |
626-4 |
| S2 |
601-3 |
601-3 |
638-7 |
|
| S3 |
562-3 |
584-5 |
635-2 |
|
| S4 |
523-3 |
545-5 |
624-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-2 |
|
2.618 |
664-1 |
|
1.618 |
659-1 |
|
1.000 |
656-0 |
|
0.618 |
654-1 |
|
HIGH |
651-0 |
|
0.618 |
649-1 |
|
0.500 |
648-4 |
|
0.382 |
647-7 |
|
LOW |
646-0 |
|
0.618 |
642-7 |
|
1.000 |
641-0 |
|
1.618 |
637-7 |
|
2.618 |
632-7 |
|
4.250 |
624-6 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
652-5 |
652-6 |
| PP |
650-5 |
650-7 |
| S1 |
648-4 |
648-7 |
|