CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
608-0 |
607-0 |
-1-0 |
-0.2% |
656-6 |
High |
608-0 |
610-4 |
2-4 |
0.4% |
660-4 |
Low |
594-0 |
583-4 |
-10-4 |
-1.8% |
616-0 |
Close |
594-0 |
583-0 |
-11-0 |
-1.9% |
622-6 |
Range |
14-0 |
27-0 |
13-0 |
92.9% |
44-4 |
ATR |
13-6 |
14-6 |
1-0 |
6.9% |
0-0 |
Volume |
10,109 |
19,704 |
9,595 |
94.9% |
96,926 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-3 |
655-1 |
597-7 |
|
R3 |
646-3 |
628-1 |
590-3 |
|
R2 |
619-3 |
619-3 |
588-0 |
|
R1 |
601-1 |
601-1 |
585-4 |
596-6 |
PP |
592-3 |
592-3 |
592-3 |
590-1 |
S1 |
574-1 |
574-1 |
580-4 |
569-6 |
S2 |
565-3 |
565-3 |
578-0 |
|
S3 |
538-3 |
547-1 |
575-5 |
|
S4 |
511-3 |
520-1 |
568-1 |
|
|
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 |
646-4 |
583-4 |
63-0 |
10.8% |
15-4 |
2.7% |
-1% |
False |
True |
18,766 |
10 |
665-6 |
583-4 |
82-2 |
14.1% |
11-5 |
2.0% |
-1% |
False |
True |
15,948 |
20 |
665-6 |
583-4 |
82-2 |
14.1% |
10-3 |
1.8% |
-1% |
False |
True |
11,407 |
40 |
665-6 |
583-4 |
82-2 |
14.1% |
9-0 |
1.5% |
-1% |
False |
True |
8,543 |
60 |
665-6 |
562-4 |
103-2 |
17.7% |
8-1 |
1.4% |
20% |
False |
False |
7,096 |
80 |
665-6 |
502-0 |
163-6 |
28.1% |
7-2 |
1.2% |
49% |
False |
False |
6,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
725-2 |
2.618 |
681-1 |
1.618 |
654-1 |
1.000 |
637-4 |
0.618 |
627-1 |
HIGH |
610-4 |
0.618 |
600-1 |
0.500 |
597-0 |
0.382 |
593-7 |
LOW |
583-4 |
0.618 |
566-7 |
1.000 |
556-4 |
1.618 |
539-7 |
2.618 |
512-7 |
4.250 |
468-6 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
597-0 |
605-4 |
PP |
592-3 |
598-0 |
S1 |
587-5 |
590-4 |
|