CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 07-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
664-4 |
656-6 |
-7-6 |
-1.2% |
647-2 |
High |
665-6 |
660-4 |
-5-2 |
-0.8% |
665-6 |
Low |
656-0 |
651-4 |
-4-4 |
-0.7% |
641-0 |
Close |
660-0 |
661-4 |
1-4 |
0.2% |
660-0 |
Range |
9-6 |
9-0 |
-0-6 |
-7.7% |
24-6 |
ATR |
11-7 |
11-6 |
-0-2 |
-1.7% |
0-0 |
Volume |
6,193 |
9,618 |
3,425 |
55.3% |
34,176 |
|
Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-7 |
682-1 |
666-4 |
|
R3 |
675-7 |
673-1 |
664-0 |
|
R2 |
666-7 |
666-7 |
663-1 |
|
R1 |
664-1 |
664-1 |
662-3 |
665-4 |
PP |
657-7 |
657-7 |
657-7 |
658-4 |
S1 |
655-1 |
655-1 |
660-5 |
656-4 |
S2 |
648-7 |
648-7 |
659-7 |
|
S3 |
639-7 |
646-1 |
659-0 |
|
S4 |
630-7 |
637-1 |
656-4 |
|
|
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 |
698-6 |
2.618 |
684-0 |
1.618 |
675-0 |
1.000 |
669-4 |
0.618 |
666-0 |
HIGH |
660-4 |
0.618 |
657-0 |
0.500 |
656-0 |
0.382 |
655-0 |
LOW |
651-4 |
0.618 |
646-0 |
1.000 |
642-4 |
1.618 |
637-0 |
2.618 |
628-0 |
4.250 |
613-2 |
|
|
Fisher Pivots for day following 07-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
659-5 |
660-4 |
PP |
657-7 |
659-5 |
S1 |
656-0 |
658-5 |
|