CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
654-0 |
664-4 |
10-4 |
1.6% |
647-2 |
High |
662-2 |
665-6 |
3-4 |
0.5% |
665-6 |
Low |
654-0 |
656-0 |
2-0 |
0.3% |
641-0 |
Close |
665-0 |
660-0 |
-5-0 |
-0.8% |
660-0 |
Range |
8-2 |
9-6 |
1-4 |
18.2% |
24-6 |
ATR |
12-1 |
11-7 |
-0-1 |
-1.4% |
0-0 |
Volume |
7,029 |
6,193 |
-836 |
-11.9% |
34,176 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
689-7 |
684-5 |
665-3 |
|
R3 |
680-1 |
674-7 |
662-5 |
|
R2 |
670-3 |
670-3 |
661-6 |
|
R1 |
665-1 |
665-1 |
660-7 |
662-7 |
PP |
660-5 |
660-5 |
660-5 |
659-4 |
S1 |
655-3 |
655-3 |
659-1 |
653-1 |
S2 |
650-7 |
650-7 |
658-2 |
|
S3 |
641-1 |
645-5 |
657-3 |
|
S4 |
631-3 |
635-7 |
654-5 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
729-7 |
719-5 |
673-5 |
|
R3 |
705-1 |
694-7 |
666-6 |
|
R2 |
680-3 |
680-3 |
664-4 |
|
R1 |
670-1 |
670-1 |
662-2 |
675-2 |
PP |
655-5 |
655-5 |
655-5 |
658-1 |
S1 |
645-3 |
645-3 |
657-6 |
650-4 |
S2 |
630-7 |
630-7 |
655-4 |
|
S3 |
606-1 |
620-5 |
653-2 |
|
S4 |
581-3 |
595-7 |
646-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
707-2 |
2.618 |
691-2 |
1.618 |
681-4 |
1.000 |
675-4 |
0.618 |
671-6 |
HIGH |
665-6 |
0.618 |
662-0 |
0.500 |
660-7 |
0.382 |
659-6 |
LOW |
656-0 |
0.618 |
650-0 |
1.000 |
646-2 |
1.618 |
640-2 |
2.618 |
630-4 |
4.250 |
614-4 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
660-7 |
657-6 |
PP |
660-5 |
655-5 |
S1 |
660-2 |
653-3 |
|