CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
662-4 |
647-0 |
-15-4 |
-2.3% |
638-2 |
High |
662-6 |
647-0 |
-15-6 |
-2.4% |
662-6 |
Low |
646-0 |
631-0 |
-15-0 |
-2.3% |
635-4 |
Close |
644-6 |
631-2 |
-13-4 |
-2.1% |
644-6 |
Range |
16-6 |
16-0 |
-0-6 |
-4.5% |
27-2 |
ATR |
15-5 |
15-5 |
0-0 |
0.2% |
0-0 |
Volume |
13,112 |
17,920 |
4,808 |
36.7% |
65,786 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-3 |
673-7 |
640-0 |
|
R3 |
668-3 |
657-7 |
635-5 |
|
R2 |
652-3 |
652-3 |
634-1 |
|
R1 |
641-7 |
641-7 |
632-6 |
639-1 |
PP |
636-3 |
636-3 |
636-3 |
635-0 |
S1 |
625-7 |
625-7 |
629-6 |
623-1 |
S2 |
620-3 |
620-3 |
628-3 |
|
S3 |
604-3 |
609-7 |
626-7 |
|
S4 |
588-3 |
593-7 |
622-4 |
|
|
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 |
631-0 |
31-6 |
5.0% |
12-0 |
1.9% |
1% |
False |
True |
11,468 |
10 |
662-6 |
583-4 |
79-2 |
12.6% |
14-1 |
2.2% |
60% |
False |
False |
16,316 |
20 |
665-6 |
583-4 |
82-2 |
13.0% |
11-5 |
1.8% |
58% |
False |
False |
15,296 |
40 |
665-6 |
583-4 |
82-2 |
13.0% |
9-5 |
1.5% |
58% |
False |
False |
10,629 |
60 |
665-6 |
570-0 |
95-6 |
15.2% |
9-2 |
1.5% |
64% |
False |
False |
9,014 |
80 |
665-6 |
533-2 |
132-4 |
21.0% |
8-0 |
1.3% |
74% |
False |
False |
7,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
715-0 |
2.618 |
688-7 |
1.618 |
672-7 |
1.000 |
663-0 |
0.618 |
656-7 |
HIGH |
647-0 |
0.618 |
640-7 |
0.500 |
639-0 |
0.382 |
637-1 |
LOW |
631-0 |
0.618 |
621-1 |
1.000 |
615-0 |
1.618 |
605-1 |
2.618 |
589-1 |
4.250 |
563-0 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
639-0 |
646-7 |
PP |
636-3 |
641-5 |
S1 |
633-7 |
636-4 |
|