CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
647-4 |
662-4 |
15-0 |
2.3% |
638-2 |
High |
657-4 |
662-6 |
5-2 |
0.8% |
662-6 |
Low |
643-4 |
646-0 |
2-4 |
0.4% |
635-4 |
Close |
658-4 |
644-6 |
-13-6 |
-2.1% |
644-6 |
Range |
14-0 |
16-6 |
2-6 |
19.6% |
27-2 |
ATR |
15-4 |
15-5 |
0-1 |
0.6% |
0-0 |
Volume |
10,081 |
13,112 |
3,031 |
30.1% |
65,786 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-3 |
689-7 |
654-0 |
|
R3 |
684-5 |
673-1 |
649-3 |
|
R2 |
667-7 |
667-7 |
647-7 |
|
R1 |
656-3 |
656-3 |
646-2 |
653-6 |
PP |
651-1 |
651-1 |
651-1 |
649-7 |
S1 |
639-5 |
639-5 |
643-2 |
637-0 |
S2 |
634-3 |
634-3 |
641-5 |
|
S3 |
617-5 |
622-7 |
640-1 |
|
S4 |
600-7 |
606-1 |
635-4 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
729-3 |
714-3 |
659-6 |
|
R3 |
702-1 |
687-1 |
652-2 |
|
R2 |
674-7 |
674-7 |
649-6 |
|
R1 |
659-7 |
659-7 |
647-2 |
667-3 |
PP |
647-5 |
647-5 |
647-5 |
651-4 |
S1 |
632-5 |
632-5 |
642-2 |
640-1 |
S2 |
620-3 |
620-3 |
639-6 |
|
S3 |
593-1 |
605-3 |
637-2 |
|
S4 |
565-7 |
578-1 |
629-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
662-6 |
635-4 |
27-2 |
4.2% |
10-2 |
1.6% |
34% |
True |
False |
13,157 |
10 |
662-6 |
583-4 |
79-2 |
12.3% |
13-7 |
2.2% |
77% |
True |
False |
16,477 |
20 |
665-6 |
583-4 |
82-2 |
12.8% |
11-0 |
1.7% |
74% |
False |
False |
14,793 |
40 |
665-6 |
583-4 |
82-2 |
12.8% |
9-4 |
1.5% |
74% |
False |
False |
10,260 |
60 |
665-6 |
570-0 |
95-6 |
14.9% |
9-0 |
1.4% |
78% |
False |
False |
8,749 |
80 |
665-6 |
533-2 |
132-4 |
20.6% |
7-6 |
1.2% |
84% |
False |
False |
7,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
734-0 |
2.618 |
706-5 |
1.618 |
689-7 |
1.000 |
679-4 |
0.618 |
673-1 |
HIGH |
662-6 |
0.618 |
656-3 |
0.500 |
654-3 |
0.382 |
652-3 |
LOW |
646-0 |
0.618 |
635-5 |
1.000 |
629-2 |
1.618 |
618-7 |
2.618 |
602-1 |
4.250 |
574-6 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
654-3 |
652-7 |
PP |
651-1 |
650-1 |
S1 |
648-0 |
647-4 |
|