CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
613-6 |
608-0 |
-5-6 |
-0.9% |
656-6 |
High |
627-4 |
608-0 |
-19-4 |
-3.1% |
660-4 |
Low |
613-6 |
594-0 |
-19-6 |
-3.2% |
616-0 |
Close |
624-0 |
594-0 |
-30-0 |
-4.8% |
622-6 |
Range |
13-6 |
14-0 |
0-2 |
1.8% |
44-4 |
ATR |
12-4 |
13-6 |
1-2 |
10.0% |
0-0 |
Volume |
19,525 |
10,109 |
-9,416 |
-48.2% |
96,926 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
640-5 |
631-3 |
601-6 |
|
R3 |
626-5 |
617-3 |
597-7 |
|
R2 |
612-5 |
612-5 |
596-5 |
|
R1 |
603-3 |
603-3 |
595-2 |
601-0 |
PP |
598-5 |
598-5 |
598-5 |
597-4 |
S1 |
589-3 |
589-3 |
592-6 |
587-0 |
S2 |
584-5 |
584-5 |
591-3 |
|
S3 |
570-5 |
575-3 |
590-1 |
|
S4 |
556-5 |
561-3 |
586-2 |
|
|
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 |
653-2 |
594-0 |
59-2 |
10.0% |
11-4 |
1.9% |
0% |
False |
True |
19,441 |
10 |
665-6 |
594-0 |
71-6 |
12.1% |
9-7 |
1.7% |
0% |
False |
True |
14,829 |
20 |
665-6 |
594-0 |
71-6 |
12.1% |
9-6 |
1.6% |
0% |
False |
True |
10,738 |
40 |
665-6 |
594-0 |
71-6 |
12.1% |
8-4 |
1.4% |
0% |
False |
True |
8,217 |
60 |
665-6 |
560-0 |
105-6 |
17.8% |
7-5 |
1.3% |
32% |
False |
False |
6,811 |
80 |
665-6 |
502-0 |
163-6 |
27.6% |
7-0 |
1.2% |
56% |
False |
False |
5,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667-4 |
2.618 |
644-5 |
1.618 |
630-5 |
1.000 |
622-0 |
0.618 |
616-5 |
HIGH |
608-0 |
0.618 |
602-5 |
0.500 |
601-0 |
0.382 |
599-3 |
LOW |
594-0 |
0.618 |
585-3 |
1.000 |
580-0 |
1.618 |
571-3 |
2.618 |
557-3 |
4.250 |
534-4 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
601-0 |
611-2 |
PP |
598-5 |
605-4 |
S1 |
596-3 |
599-6 |
|