CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
641-0 |
654-0 |
13-0 |
2.0% |
646-0 |
High |
650-4 |
662-2 |
11-6 |
1.8% |
657-0 |
Low |
641-0 |
654-0 |
13-0 |
2.0% |
618-0 |
Close |
652-4 |
665-0 |
12-4 |
1.9% |
646-0 |
Range |
9-4 |
8-2 |
-1-2 |
-13.2% |
39-0 |
ATR |
12-2 |
12-1 |
-0-1 |
-1.5% |
0-0 |
Volume |
8,517 |
7,029 |
-1,488 |
-17.5% |
26,644 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-1 |
683-3 |
669-4 |
|
R3 |
676-7 |
675-1 |
667-2 |
|
R2 |
668-5 |
668-5 |
666-4 |
|
R1 |
666-7 |
666-7 |
665-6 |
667-6 |
PP |
660-3 |
660-3 |
660-3 |
660-7 |
S1 |
658-5 |
658-5 |
664-2 |
659-4 |
S2 |
652-1 |
652-1 |
663-4 |
|
S3 |
643-7 |
650-3 |
662-6 |
|
S4 |
635-5 |
642-1 |
660-4 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
662-2 |
640-6 |
21-4 |
3.2% |
8-6 |
1.3% |
113% |
True |
False |
6,797 |
10 |
662-2 |
618-0 |
44-2 |
6.7% |
9-0 |
1.3% |
106% |
True |
False |
6,868 |
20 |
662-6 |
618-0 |
44-6 |
6.7% |
7-6 |
1.2% |
105% |
False |
False |
6,473 |
40 |
662-6 |
570-0 |
92-6 |
13.9% |
8-1 |
1.2% |
102% |
False |
False |
6,183 |
60 |
662-6 |
533-2 |
129-4 |
19.5% |
7-0 |
1.0% |
102% |
False |
False |
5,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-2 |
2.618 |
683-7 |
1.618 |
675-5 |
1.000 |
670-4 |
0.618 |
667-3 |
HIGH |
662-2 |
0.618 |
659-1 |
0.500 |
658-1 |
0.382 |
657-1 |
LOW |
654-0 |
0.618 |
648-7 |
1.000 |
645-6 |
1.618 |
640-5 |
2.618 |
632-3 |
4.250 |
619-0 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
662-6 |
660-4 |
PP |
660-3 |
656-1 |
S1 |
658-1 |
651-5 |
|