CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
607-0 |
605-0 |
-2-0 |
-0.3% |
656-6 |
High |
610-4 |
613-0 |
2-4 |
0.4% |
660-4 |
Low |
583-4 |
605-0 |
21-4 |
3.7% |
616-0 |
Close |
583-0 |
613-0 |
30-0 |
5.1% |
622-6 |
Range |
27-0 |
8-0 |
-19-0 |
-70.4% |
44-4 |
ATR |
14-6 |
15-6 |
1-1 |
7.4% |
0-0 |
Volume |
19,704 |
29,337 |
9,633 |
48.9% |
96,926 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634-3 |
631-5 |
617-3 |
|
R3 |
626-3 |
623-5 |
615-2 |
|
R2 |
618-3 |
618-3 |
614-4 |
|
R1 |
615-5 |
615-5 |
613-6 |
617-0 |
PP |
610-3 |
610-3 |
610-3 |
611-0 |
S1 |
607-5 |
607-5 |
612-2 |
609-0 |
S2 |
602-3 |
602-3 |
611-4 |
|
S3 |
594-3 |
599-5 |
610-6 |
|
S4 |
586-3 |
591-5 |
608-5 |
|
|
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 |
628-4 |
583-4 |
45-0 |
7.3% |
15-0 |
2.5% |
66% |
False |
False |
19,744 |
10 |
665-6 |
583-4 |
82-2 |
13.4% |
11-5 |
1.9% |
36% |
False |
False |
18,179 |
20 |
665-6 |
583-4 |
82-2 |
13.4% |
10-2 |
1.7% |
36% |
False |
False |
12,524 |
40 |
665-6 |
583-4 |
82-2 |
13.4% |
8-7 |
1.4% |
36% |
False |
False |
9,098 |
60 |
665-6 |
562-4 |
103-2 |
16.8% |
8-2 |
1.3% |
49% |
False |
False |
7,511 |
80 |
665-6 |
502-0 |
163-6 |
26.7% |
7-1 |
1.2% |
68% |
False |
False |
6,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-0 |
2.618 |
634-0 |
1.618 |
626-0 |
1.000 |
621-0 |
0.618 |
618-0 |
HIGH |
613-0 |
0.618 |
610-0 |
0.500 |
609-0 |
0.382 |
608-0 |
LOW |
605-0 |
0.618 |
600-0 |
1.000 |
597-0 |
1.618 |
592-0 |
2.618 |
584-0 |
4.250 |
571-0 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
611-5 |
608-1 |
PP |
610-3 |
603-1 |
S1 |
609-0 |
598-2 |
|