CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
655-2 |
675-0 |
19-6 |
3.0% |
647-0 |
High |
655-2 |
684-0 |
28-6 |
4.4% |
684-0 |
Low |
621-4 |
675-0 |
53-4 |
8.6% |
621-4 |
Close |
655-2 |
681-4 |
26-2 |
4.0% |
681-4 |
Range |
33-6 |
9-0 |
-24-6 |
-73.3% |
62-4 |
ATR |
16-1 |
17-1 |
0-7 |
5.6% |
0-0 |
Volume |
11,670 |
17,038 |
5,368 |
46.0% |
62,375 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-1 |
703-3 |
686-4 |
|
R3 |
698-1 |
694-3 |
684-0 |
|
R2 |
689-1 |
689-1 |
683-1 |
|
R1 |
685-3 |
685-3 |
682-3 |
687-2 |
PP |
680-1 |
680-1 |
680-1 |
681-1 |
S1 |
676-3 |
676-3 |
680-5 |
678-2 |
S2 |
671-1 |
671-1 |
679-7 |
|
S3 |
662-1 |
667-3 |
679-0 |
|
S4 |
653-1 |
658-3 |
676-4 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849-7 |
828-1 |
715-7 |
|
R3 |
787-3 |
765-5 |
698-6 |
|
R2 |
724-7 |
724-7 |
693-0 |
|
R1 |
703-1 |
703-1 |
687-2 |
714-0 |
PP |
662-3 |
662-3 |
662-3 |
667-6 |
S1 |
640-5 |
640-5 |
675-6 |
651-4 |
S2 |
599-7 |
599-7 |
670-0 |
|
S3 |
537-3 |
578-1 |
664-2 |
|
S4 |
474-7 |
515-5 |
647-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
684-0 |
621-4 |
62-4 |
9.2% |
15-5 |
2.3% |
96% |
True |
False |
12,475 |
10 |
684-0 |
621-4 |
62-4 |
9.2% |
13-0 |
1.9% |
96% |
True |
False |
12,816 |
20 |
684-0 |
583-4 |
100-4 |
14.7% |
13-0 |
1.9% |
98% |
True |
False |
16,203 |
40 |
684-0 |
583-4 |
100-4 |
14.7% |
10-5 |
1.6% |
98% |
True |
False |
11,425 |
60 |
684-0 |
570-0 |
114-0 |
16.7% |
9-5 |
1.4% |
98% |
True |
False |
9,580 |
80 |
684-0 |
541-2 |
142-6 |
20.9% |
8-3 |
1.2% |
98% |
True |
False |
7,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
722-2 |
2.618 |
707-4 |
1.618 |
698-4 |
1.000 |
693-0 |
0.618 |
689-4 |
HIGH |
684-0 |
0.618 |
680-4 |
0.500 |
679-4 |
0.382 |
678-4 |
LOW |
675-0 |
0.618 |
669-4 |
1.000 |
666-0 |
1.618 |
660-4 |
2.618 |
651-4 |
4.250 |
636-6 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
680-7 |
671-7 |
PP |
680-1 |
662-3 |
S1 |
679-4 |
652-6 |
|