CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
636-0 |
638-2 |
2-2 |
0.4% |
613-6 |
| High |
656-0 |
645-2 |
-10-6 |
-1.6% |
656-0 |
| Low |
631-0 |
638-0 |
7-0 |
1.1% |
583-4 |
| Close |
637-0 |
645-4 |
8-4 |
1.3% |
637-0 |
| Range |
25-0 |
7-2 |
-17-6 |
-71.0% |
72-4 |
| ATR |
17-6 |
17-0 |
-0-5 |
-3.8% |
0-0 |
| Volume |
20,313 |
26,365 |
6,052 |
29.8% |
98,988 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-5 |
662-3 |
649-4 |
|
| R3 |
657-3 |
655-1 |
647-4 |
|
| R2 |
650-1 |
650-1 |
646-7 |
|
| R1 |
647-7 |
647-7 |
646-1 |
649-0 |
| PP |
642-7 |
642-7 |
642-7 |
643-4 |
| S1 |
640-5 |
640-5 |
644-7 |
641-6 |
| S2 |
635-5 |
635-5 |
644-1 |
|
| S3 |
628-3 |
633-3 |
643-4 |
|
| S4 |
621-1 |
626-1 |
641-4 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843-0 |
812-4 |
676-7 |
|
| R3 |
770-4 |
740-0 |
657-0 |
|
| R2 |
698-0 |
698-0 |
650-2 |
|
| R1 |
667-4 |
667-4 |
643-5 |
682-6 |
| PP |
625-4 |
625-4 |
625-4 |
633-1 |
| S1 |
595-0 |
595-0 |
630-3 |
610-2 |
| S2 |
553-0 |
553-0 |
623-6 |
|
| S3 |
480-4 |
522-4 |
617-0 |
|
| S4 |
408-0 |
450-0 |
597-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
656-0 |
583-4 |
72-4 |
11.2% |
16-2 |
2.5% |
86% |
False |
False |
21,165 |
| 10 |
657-4 |
583-4 |
74-0 |
11.5% |
13-0 |
2.0% |
84% |
False |
False |
21,266 |
| 20 |
665-6 |
583-4 |
82-2 |
12.7% |
11-5 |
1.8% |
75% |
False |
False |
14,154 |
| 40 |
665-6 |
583-4 |
82-2 |
12.7% |
9-0 |
1.4% |
75% |
False |
False |
9,860 |
| 60 |
665-6 |
570-0 |
95-6 |
14.8% |
8-5 |
1.3% |
79% |
False |
False |
8,230 |
| 80 |
665-6 |
524-0 |
141-6 |
22.0% |
7-2 |
1.1% |
86% |
False |
False |
6,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-0 |
|
2.618 |
664-2 |
|
1.618 |
657-0 |
|
1.000 |
652-4 |
|
0.618 |
649-6 |
|
HIGH |
645-2 |
|
0.618 |
642-4 |
|
0.500 |
641-5 |
|
0.382 |
640-6 |
|
LOW |
638-0 |
|
0.618 |
633-4 |
|
1.000 |
630-6 |
|
1.618 |
626-2 |
|
2.618 |
619-0 |
|
4.250 |
607-2 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
644-2 |
640-4 |
| PP |
642-7 |
635-4 |
| S1 |
641-5 |
630-4 |
|