CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
638-4 |
620-6 |
-17-6 |
-2.8% |
656-6 |
High |
646-4 |
628-4 |
-18-0 |
-2.8% |
660-4 |
Low |
636-4 |
616-0 |
-20-4 |
-3.2% |
616-0 |
Close |
635-4 |
622-6 |
-12-6 |
-2.0% |
622-6 |
Range |
10-0 |
12-4 |
2-4 |
25.0% |
44-4 |
ATR |
11-7 |
12-3 |
0-4 |
4.6% |
0-0 |
Volume |
24,450 |
20,046 |
-4,404 |
-18.0% |
96,926 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-7 |
653-7 |
629-5 |
|
R3 |
647-3 |
641-3 |
626-2 |
|
R2 |
634-7 |
634-7 |
625-0 |
|
R1 |
628-7 |
628-7 |
623-7 |
631-7 |
PP |
622-3 |
622-3 |
622-3 |
624-0 |
S1 |
616-3 |
616-3 |
621-5 |
619-3 |
S2 |
609-7 |
609-7 |
620-4 |
|
S3 |
597-3 |
603-7 |
619-2 |
|
S4 |
584-7 |
591-3 |
615-7 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-5 |
739-1 |
647-2 |
|
R3 |
722-1 |
694-5 |
635-0 |
|
R2 |
677-5 |
677-5 |
630-7 |
|
R1 |
650-1 |
650-1 |
626-7 |
641-5 |
PP |
633-1 |
633-1 |
633-1 |
628-6 |
S1 |
605-5 |
605-5 |
618-5 |
597-1 |
S2 |
588-5 |
588-5 |
614-5 |
|
S3 |
544-1 |
561-1 |
610-4 |
|
S4 |
499-5 |
516-5 |
598-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
660-4 |
616-0 |
44-4 |
7.1% |
8-6 |
1.4% |
15% |
False |
True |
19,385 |
10 |
665-6 |
616-0 |
49-6 |
8.0% |
8-1 |
1.3% |
14% |
False |
True |
13,110 |
20 |
665-6 |
616-0 |
49-6 |
8.0% |
8-7 |
1.4% |
14% |
False |
True |
10,134 |
40 |
665-6 |
598-4 |
67-2 |
10.8% |
8-1 |
1.3% |
36% |
False |
False |
7,955 |
60 |
665-6 |
547-2 |
118-4 |
19.0% |
7-3 |
1.2% |
64% |
False |
False |
6,416 |
80 |
665-6 |
502-0 |
163-6 |
26.3% |
6-7 |
1.1% |
74% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
681-5 |
2.618 |
661-2 |
1.618 |
648-6 |
1.000 |
641-0 |
0.618 |
636-2 |
HIGH |
628-4 |
0.618 |
623-6 |
0.500 |
622-2 |
0.382 |
620-6 |
LOW |
616-0 |
0.618 |
608-2 |
1.000 |
603-4 |
1.618 |
595-6 |
2.618 |
583-2 |
4.250 |
562-7 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
622-5 |
634-5 |
PP |
622-3 |
630-5 |
S1 |
622-2 |
626-6 |
|