CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
655-0 |
648-0 |
-7-0 |
-1.1% |
647-2 |
High |
657-4 |
653-2 |
-4-2 |
-0.6% |
665-6 |
Low |
652-4 |
646-0 |
-6-4 |
-1.0% |
641-0 |
Close |
656-0 |
654-2 |
-1-6 |
-0.3% |
660-0 |
Range |
5-0 |
7-2 |
2-2 |
45.0% |
24-6 |
ATR |
11-4 |
11-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
19,737 |
23,075 |
3,338 |
16.9% |
34,176 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-7 |
670-7 |
658-2 |
|
R3 |
665-5 |
663-5 |
656-2 |
|
R2 |
658-3 |
658-3 |
655-5 |
|
R1 |
656-3 |
656-3 |
654-7 |
657-3 |
PP |
651-1 |
651-1 |
651-1 |
651-6 |
S1 |
649-1 |
649-1 |
653-5 |
650-1 |
S2 |
643-7 |
643-7 |
652-7 |
|
S3 |
636-5 |
641-7 |
652-2 |
|
S4 |
629-3 |
634-5 |
650-2 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665-6 |
646-0 |
19-6 |
3.0% |
7-7 |
1.2% |
42% |
False |
True |
13,130 |
10 |
665-6 |
631-4 |
34-2 |
5.2% |
7-4 |
1.1% |
66% |
False |
False |
10,348 |
20 |
665-6 |
618-0 |
47-6 |
7.3% |
8-4 |
1.3% |
76% |
False |
False |
8,686 |
40 |
665-6 |
580-4 |
85-2 |
13.0% |
7-7 |
1.2% |
87% |
False |
False |
7,242 |
60 |
665-6 |
547-2 |
118-4 |
18.1% |
7-1 |
1.1% |
90% |
False |
False |
5,790 |
80 |
665-6 |
502-0 |
163-6 |
25.0% |
6-7 |
1.1% |
93% |
False |
False |
5,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
684-0 |
2.618 |
672-2 |
1.618 |
665-0 |
1.000 |
660-4 |
0.618 |
657-6 |
HIGH |
653-2 |
0.618 |
650-4 |
0.500 |
649-5 |
0.382 |
648-6 |
LOW |
646-0 |
0.618 |
641-4 |
1.000 |
638-6 |
1.618 |
634-2 |
2.618 |
627-0 |
4.250 |
615-2 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
652-6 |
653-7 |
PP |
651-1 |
653-5 |
S1 |
649-5 |
653-2 |
|