CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
635-4 |
645-0 |
9-4 |
1.5% |
613-6 |
High |
645-0 |
647-0 |
2-0 |
0.3% |
656-0 |
Low |
635-4 |
643-0 |
7-4 |
1.2% |
583-4 |
Close |
645-6 |
645-4 |
-0-2 |
0.0% |
637-0 |
Range |
9-4 |
4-0 |
-5-4 |
-57.9% |
72-4 |
ATR |
16-4 |
15-5 |
-0-7 |
-5.4% |
0-0 |
Volume |
8,848 |
7,380 |
-1,468 |
-16.6% |
98,988 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
657-1 |
655-3 |
647-6 |
|
R3 |
653-1 |
651-3 |
646-5 |
|
R2 |
649-1 |
649-1 |
646-2 |
|
R1 |
647-3 |
647-3 |
645-7 |
648-2 |
PP |
645-1 |
645-1 |
645-1 |
645-5 |
S1 |
643-3 |
643-3 |
645-1 |
644-2 |
S2 |
641-1 |
641-1 |
644-6 |
|
S3 |
637-1 |
639-3 |
644-3 |
|
S4 |
633-1 |
635-3 |
643-2 |
|
|
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 |
605-0 |
51-0 |
7.9% |
10-6 |
1.7% |
79% |
False |
False |
18,448 |
10 |
656-0 |
583-4 |
72-4 |
11.2% |
13-1 |
2.0% |
86% |
False |
False |
18,607 |
20 |
665-6 |
583-4 |
82-2 |
12.7% |
10-2 |
1.6% |
75% |
False |
False |
14,477 |
40 |
665-6 |
583-4 |
82-2 |
12.7% |
9-0 |
1.4% |
75% |
False |
False |
9,937 |
60 |
665-6 |
570-0 |
95-6 |
14.8% |
8-6 |
1.3% |
79% |
False |
False |
8,415 |
80 |
665-6 |
524-0 |
141-6 |
22.0% |
7-3 |
1.2% |
86% |
False |
False |
7,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
664-0 |
2.618 |
657-4 |
1.618 |
653-4 |
1.000 |
651-0 |
0.618 |
649-4 |
HIGH |
647-0 |
0.618 |
645-4 |
0.500 |
645-0 |
0.382 |
644-4 |
LOW |
643-0 |
0.618 |
640-4 |
1.000 |
639-0 |
1.618 |
636-4 |
2.618 |
632-4 |
4.250 |
626-0 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
645-3 |
644-1 |
PP |
645-1 |
642-5 |
S1 |
645-0 |
641-2 |
|