CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
638-2 |
635-4 |
-2-6 |
-0.4% |
613-6 |
High |
645-2 |
645-0 |
-0-2 |
0.0% |
656-0 |
Low |
638-0 |
635-4 |
-2-4 |
-0.4% |
583-4 |
Close |
645-4 |
645-6 |
0-2 |
0.0% |
637-0 |
Range |
7-2 |
9-4 |
2-2 |
31.0% |
72-4 |
ATR |
17-0 |
16-4 |
-0-4 |
-3.0% |
0-0 |
Volume |
26,365 |
8,848 |
-17,517 |
-66.4% |
98,988 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-5 |
667-5 |
651-0 |
|
R3 |
661-1 |
658-1 |
648-3 |
|
R2 |
651-5 |
651-5 |
647-4 |
|
R1 |
648-5 |
648-5 |
646-5 |
650-1 |
PP |
642-1 |
642-1 |
642-1 |
642-6 |
S1 |
639-1 |
639-1 |
644-7 |
640-5 |
S2 |
632-5 |
632-5 |
644-0 |
|
S3 |
623-1 |
629-5 |
643-1 |
|
S4 |
613-5 |
620-1 |
640-4 |
|
|
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% |
15-3 |
2.4% |
86% |
False |
False |
20,913 |
10 |
656-0 |
583-4 |
72-4 |
11.2% |
13-3 |
2.1% |
86% |
False |
False |
20,177 |
20 |
665-6 |
583-4 |
82-2 |
12.7% |
11-2 |
1.7% |
76% |
False |
False |
14,341 |
40 |
665-6 |
583-4 |
82-2 |
12.7% |
9-1 |
1.4% |
76% |
False |
False |
9,917 |
60 |
665-6 |
570-0 |
95-6 |
14.8% |
8-6 |
1.3% |
79% |
False |
False |
8,327 |
80 |
665-6 |
524-0 |
141-6 |
22.0% |
7-3 |
1.1% |
86% |
False |
False |
6,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
685-3 |
2.618 |
669-7 |
1.618 |
660-3 |
1.000 |
654-4 |
0.618 |
650-7 |
HIGH |
645-0 |
0.618 |
641-3 |
0.500 |
640-2 |
0.382 |
639-1 |
LOW |
635-4 |
0.618 |
629-5 |
1.000 |
626-0 |
1.618 |
620-1 |
2.618 |
610-5 |
4.250 |
595-1 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
643-7 |
645-0 |
PP |
642-1 |
644-2 |
S1 |
640-2 |
643-4 |
|