CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
647-0 |
635-4 |
-11-4 |
-1.8% |
638-2 |
High |
647-0 |
636-2 |
-10-6 |
-1.7% |
662-6 |
Low |
631-0 |
626-0 |
-5-0 |
-0.8% |
635-4 |
Close |
631-2 |
632-4 |
1-2 |
0.2% |
644-6 |
Range |
16-0 |
10-2 |
-5-6 |
-35.9% |
27-2 |
ATR |
15-5 |
15-2 |
-0-3 |
-2.5% |
0-0 |
Volume |
17,920 |
7,851 |
-10,069 |
-56.2% |
65,786 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-3 |
657-5 |
638-1 |
|
R3 |
652-1 |
647-3 |
635-3 |
|
R2 |
641-7 |
641-7 |
634-3 |
|
R1 |
637-1 |
637-1 |
633-4 |
634-3 |
PP |
631-5 |
631-5 |
631-5 |
630-2 |
S1 |
626-7 |
626-7 |
631-4 |
624-1 |
S2 |
621-3 |
621-3 |
630-5 |
|
S3 |
611-1 |
616-5 |
629-5 |
|
S4 |
600-7 |
606-3 |
626-7 |
|
|
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 |
626-0 |
36-6 |
5.8% |
12-2 |
1.9% |
18% |
False |
True |
11,268 |
10 |
662-6 |
583-4 |
79-2 |
12.5% |
13-6 |
2.2% |
62% |
False |
False |
16,091 |
20 |
665-6 |
583-4 |
82-2 |
13.0% |
11-7 |
1.9% |
60% |
False |
False |
15,460 |
40 |
665-6 |
583-4 |
82-2 |
13.0% |
9-6 |
1.5% |
60% |
False |
False |
10,728 |
60 |
665-6 |
570-0 |
95-6 |
15.1% |
9-3 |
1.5% |
65% |
False |
False |
9,098 |
80 |
665-6 |
533-2 |
132-4 |
20.9% |
8-0 |
1.3% |
75% |
False |
False |
7,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-6 |
2.618 |
663-1 |
1.618 |
652-7 |
1.000 |
646-4 |
0.618 |
642-5 |
HIGH |
636-2 |
0.618 |
632-3 |
0.500 |
631-1 |
0.382 |
629-7 |
LOW |
626-0 |
0.618 |
619-5 |
1.000 |
615-6 |
1.618 |
609-3 |
2.618 |
599-1 |
4.250 |
582-4 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
632-0 |
644-3 |
PP |
631-5 |
640-3 |
S1 |
631-1 |
636-4 |
|