CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
620-6 |
613-6 |
-7-0 |
-1.1% |
656-6 |
High |
628-4 |
627-4 |
-1-0 |
-0.2% |
660-4 |
Low |
616-0 |
613-6 |
-2-2 |
-0.4% |
616-0 |
Close |
622-6 |
624-0 |
1-2 |
0.2% |
622-6 |
Range |
12-4 |
13-6 |
1-2 |
10.0% |
44-4 |
ATR |
12-3 |
12-4 |
0-1 |
0.8% |
0-0 |
Volume |
20,046 |
19,525 |
-521 |
-2.6% |
96,926 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-0 |
657-2 |
631-4 |
|
R3 |
649-2 |
643-4 |
627-6 |
|
R2 |
635-4 |
635-4 |
626-4 |
|
R1 |
629-6 |
629-6 |
625-2 |
632-5 |
PP |
621-6 |
621-6 |
621-6 |
623-2 |
S1 |
616-0 |
616-0 |
622-6 |
618-7 |
S2 |
608-0 |
608-0 |
621-4 |
|
S3 |
594-2 |
602-2 |
620-2 |
|
S4 |
580-4 |
588-4 |
616-4 |
|
|
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 |
657-4 |
613-6 |
43-6 |
7.0% |
9-6 |
1.6% |
23% |
False |
True |
21,366 |
10 |
665-6 |
613-6 |
52-0 |
8.3% |
9-0 |
1.4% |
20% |
False |
True |
14,276 |
20 |
665-6 |
613-6 |
52-0 |
8.3% |
9-3 |
1.5% |
20% |
False |
True |
10,733 |
40 |
665-6 |
598-4 |
67-2 |
10.8% |
8-2 |
1.3% |
38% |
False |
False |
8,175 |
60 |
665-6 |
550-0 |
115-6 |
18.5% |
7-3 |
1.2% |
64% |
False |
False |
6,701 |
80 |
665-6 |
502-0 |
163-6 |
26.2% |
6-7 |
1.1% |
75% |
False |
False |
5,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-0 |
2.618 |
663-4 |
1.618 |
649-6 |
1.000 |
641-2 |
0.618 |
636-0 |
HIGH |
627-4 |
0.618 |
622-2 |
0.500 |
620-5 |
0.382 |
619-0 |
LOW |
613-6 |
0.618 |
605-2 |
1.000 |
600-0 |
1.618 |
591-4 |
2.618 |
577-6 |
4.250 |
555-2 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
622-7 |
630-1 |
PP |
621-6 |
628-1 |
S1 |
620-5 |
626-0 |
|