CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
648-0 |
638-4 |
-9-4 |
-1.5% |
647-2 |
High |
653-2 |
646-4 |
-6-6 |
-1.0% |
665-6 |
Low |
646-0 |
636-4 |
-9-4 |
-1.5% |
641-0 |
Close |
654-2 |
635-4 |
-18-6 |
-2.9% |
660-0 |
Range |
7-2 |
10-0 |
2-6 |
37.9% |
24-6 |
ATR |
11-3 |
11-7 |
0-4 |
4.0% |
0-0 |
Volume |
23,075 |
24,450 |
1,375 |
6.0% |
34,176 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-4 |
662-4 |
641-0 |
|
R3 |
659-4 |
652-4 |
638-2 |
|
R2 |
649-4 |
649-4 |
637-3 |
|
R1 |
642-4 |
642-4 |
636-3 |
641-0 |
PP |
639-4 |
639-4 |
639-4 |
638-6 |
S1 |
632-4 |
632-4 |
634-5 |
631-0 |
S2 |
629-4 |
629-4 |
633-5 |
|
S3 |
619-4 |
622-4 |
632-6 |
|
S4 |
609-4 |
612-4 |
630-0 |
|
|
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 |
636-4 |
29-2 |
4.6% |
8-2 |
1.3% |
-3% |
False |
True |
16,614 |
10 |
665-6 |
636-4 |
29-2 |
4.6% |
8-4 |
1.3% |
-3% |
False |
True |
11,706 |
20 |
665-6 |
618-0 |
47-6 |
7.5% |
8-4 |
1.3% |
37% |
False |
False |
9,649 |
40 |
665-6 |
594-6 |
71-0 |
11.2% |
8-0 |
1.3% |
57% |
False |
False |
7,698 |
60 |
665-6 |
547-2 |
118-4 |
18.6% |
7-2 |
1.1% |
74% |
False |
False |
6,138 |
80 |
665-6 |
502-0 |
163-6 |
25.8% |
6-7 |
1.1% |
82% |
False |
False |
5,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
689-0 |
2.618 |
672-5 |
1.618 |
662-5 |
1.000 |
656-4 |
0.618 |
652-5 |
HIGH |
646-4 |
0.618 |
642-5 |
0.500 |
641-4 |
0.382 |
640-3 |
LOW |
636-4 |
0.618 |
630-3 |
1.000 |
626-4 |
1.618 |
620-3 |
2.618 |
610-3 |
4.250 |
594-0 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
641-4 |
647-0 |
PP |
639-4 |
643-1 |
S1 |
637-4 |
639-3 |
|