CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
635-4 |
632-0 |
-3-4 |
-0.6% |
638-2 |
High |
636-2 |
633-0 |
-3-2 |
-0.5% |
662-6 |
Low |
626-0 |
624-0 |
-2-0 |
-0.3% |
635-4 |
Close |
632-4 |
625-2 |
-7-2 |
-1.1% |
644-6 |
Range |
10-2 |
9-0 |
-1-2 |
-12.2% |
27-2 |
ATR |
15-2 |
14-7 |
-0-4 |
-2.9% |
0-0 |
Volume |
7,851 |
7,896 |
45 |
0.6% |
65,786 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
654-3 |
648-7 |
630-2 |
|
R3 |
645-3 |
639-7 |
627-6 |
|
R2 |
636-3 |
636-3 |
626-7 |
|
R1 |
630-7 |
630-7 |
626-1 |
629-1 |
PP |
627-3 |
627-3 |
627-3 |
626-4 |
S1 |
621-7 |
621-7 |
624-3 |
620-1 |
S2 |
618-3 |
618-3 |
623-5 |
|
S3 |
609-3 |
612-7 |
622-6 |
|
S4 |
600-3 |
603-7 |
620-2 |
|
|
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 |
624-0 |
38-6 |
6.2% |
13-2 |
2.1% |
3% |
False |
True |
11,372 |
10 |
662-6 |
605-0 |
57-6 |
9.2% |
12-0 |
1.9% |
35% |
False |
False |
14,910 |
20 |
665-6 |
583-4 |
82-2 |
13.2% |
11-6 |
1.9% |
51% |
False |
False |
15,429 |
40 |
665-6 |
583-4 |
82-2 |
13.2% |
9-7 |
1.6% |
51% |
False |
False |
10,870 |
60 |
665-6 |
570-0 |
95-6 |
15.3% |
9-3 |
1.5% |
58% |
False |
False |
9,204 |
80 |
665-6 |
533-2 |
132-4 |
21.2% |
8-1 |
1.3% |
69% |
False |
False |
7,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
671-2 |
2.618 |
656-4 |
1.618 |
647-4 |
1.000 |
642-0 |
0.618 |
638-4 |
HIGH |
633-0 |
0.618 |
629-4 |
0.500 |
628-4 |
0.382 |
627-4 |
LOW |
624-0 |
0.618 |
618-4 |
1.000 |
615-0 |
1.618 |
609-4 |
2.618 |
600-4 |
4.250 |
585-6 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
628-4 |
635-4 |
PP |
627-3 |
632-1 |
S1 |
626-3 |
628-5 |
|