CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
572-0 |
595-4 |
23-4 |
4.1% |
569-0 |
High |
579-2 |
617-0 |
37-6 |
6.5% |
617-0 |
Low |
572-0 |
589-0 |
17-0 |
3.0% |
548-0 |
Close |
579-2 |
598-4 |
19-2 |
3.3% |
598-4 |
Range |
7-2 |
28-0 |
20-6 |
286.2% |
69-0 |
ATR |
15-7 |
17-3 |
1-5 |
9.9% |
0-0 |
Volume |
83,123 |
59,215 |
-23,908 |
-28.8% |
287,099 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-4 |
670-0 |
613-7 |
|
R3 |
657-4 |
642-0 |
606-2 |
|
R2 |
629-4 |
629-4 |
603-5 |
|
R1 |
614-0 |
614-0 |
601-1 |
621-6 |
PP |
601-4 |
601-4 |
601-4 |
605-3 |
S1 |
586-0 |
586-0 |
595-7 |
593-6 |
S2 |
573-4 |
573-4 |
593-3 |
|
S3 |
545-4 |
558-0 |
590-6 |
|
S4 |
517-4 |
530-0 |
583-1 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
794-7 |
765-5 |
636-4 |
|
R3 |
725-7 |
696-5 |
617-4 |
|
R2 |
656-7 |
656-7 |
611-1 |
|
R1 |
627-5 |
627-5 |
604-7 |
642-2 |
PP |
587-7 |
587-7 |
587-7 |
595-1 |
S1 |
558-5 |
558-5 |
592-1 |
573-2 |
S2 |
518-7 |
518-7 |
585-7 |
|
S3 |
449-7 |
489-5 |
579-4 |
|
S4 |
380-7 |
420-5 |
560-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-0 |
2.618 |
690-2 |
1.618 |
662-2 |
1.000 |
645-0 |
0.618 |
634-2 |
HIGH |
617-0 |
0.618 |
606-2 |
0.500 |
603-0 |
0.382 |
599-6 |
LOW |
589-0 |
0.618 |
571-6 |
1.000 |
561-0 |
1.618 |
543-6 |
2.618 |
515-6 |
4.250 |
470-0 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
603-0 |
593-1 |
PP |
601-4 |
587-7 |
S1 |
600-0 |
582-4 |
|