CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
632-0 |
655-2 |
23-2 |
3.7% |
638-2 |
High |
633-0 |
655-2 |
22-2 |
3.5% |
662-6 |
Low |
624-0 |
621-4 |
-2-4 |
-0.4% |
635-4 |
Close |
625-2 |
655-2 |
30-0 |
4.8% |
644-6 |
Range |
9-0 |
33-6 |
24-6 |
275.0% |
27-2 |
ATR |
14-7 |
16-1 |
1-3 |
9.1% |
0-0 |
Volume |
7,896 |
11,670 |
3,774 |
47.8% |
65,786 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-2 |
734-0 |
673-6 |
|
R3 |
711-4 |
700-2 |
664-4 |
|
R2 |
677-6 |
677-6 |
661-4 |
|
R1 |
666-4 |
666-4 |
658-3 |
672-1 |
PP |
644-0 |
644-0 |
644-0 |
646-6 |
S1 |
632-6 |
632-6 |
652-1 |
638-3 |
S2 |
610-2 |
610-2 |
649-0 |
|
S3 |
576-4 |
599-0 |
646-0 |
|
S4 |
542-6 |
565-2 |
636-6 |
|
|
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 |
621-4 |
41-2 |
6.3% |
17-1 |
2.6% |
82% |
False |
True |
11,689 |
10 |
662-6 |
621-4 |
41-2 |
6.3% |
14-4 |
2.2% |
82% |
False |
True |
13,143 |
20 |
665-6 |
583-4 |
82-2 |
12.6% |
13-1 |
2.0% |
87% |
False |
False |
15,661 |
40 |
665-6 |
583-4 |
82-2 |
12.6% |
10-4 |
1.6% |
87% |
False |
False |
11,067 |
60 |
665-6 |
570-0 |
95-6 |
14.6% |
9-6 |
1.5% |
89% |
False |
False |
9,342 |
80 |
665-6 |
533-2 |
132-4 |
20.2% |
8-4 |
1.3% |
92% |
False |
False |
7,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
798-6 |
2.618 |
743-5 |
1.618 |
709-7 |
1.000 |
689-0 |
0.618 |
676-1 |
HIGH |
655-2 |
0.618 |
642-3 |
0.500 |
638-3 |
0.382 |
634-3 |
LOW |
621-4 |
0.618 |
600-5 |
1.000 |
587-6 |
1.618 |
566-7 |
2.618 |
533-1 |
4.250 |
478-0 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
649-5 |
649-5 |
PP |
644-0 |
644-0 |
S1 |
638-3 |
638-3 |
|