CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
656-6 |
655-0 |
-1-6 |
-0.3% |
647-2 |
High |
660-4 |
657-4 |
-3-0 |
-0.5% |
665-6 |
Low |
651-4 |
652-4 |
1-0 |
0.2% |
641-0 |
Close |
661-4 |
656-0 |
-5-4 |
-0.8% |
660-0 |
Range |
9-0 |
5-0 |
-4-0 |
-44.4% |
24-6 |
ATR |
11-6 |
11-4 |
-0-2 |
-1.6% |
0-0 |
Volume |
9,618 |
19,737 |
10,119 |
105.2% |
34,176 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-3 |
668-1 |
658-6 |
|
R3 |
665-3 |
663-1 |
657-3 |
|
R2 |
660-3 |
660-3 |
656-7 |
|
R1 |
658-1 |
658-1 |
656-4 |
659-2 |
PP |
655-3 |
655-3 |
655-3 |
655-7 |
S1 |
653-1 |
653-1 |
655-4 |
654-2 |
S2 |
650-3 |
650-3 |
655-1 |
|
S3 |
645-3 |
648-1 |
654-5 |
|
S4 |
640-3 |
643-1 |
653-2 |
|
|
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 |
678-6 |
2.618 |
670-5 |
1.618 |
665-5 |
1.000 |
662-4 |
0.618 |
660-5 |
HIGH |
657-4 |
0.618 |
655-5 |
0.500 |
655-0 |
0.382 |
654-3 |
LOW |
652-4 |
0.618 |
649-3 |
1.000 |
647-4 |
1.618 |
644-3 |
2.618 |
639-3 |
4.250 |
631-2 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
655-5 |
658-5 |
PP |
655-3 |
657-6 |
S1 |
655-0 |
656-7 |
|