CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
603-0 |
600-0 |
-3-0 |
-0.5% |
569-0 |
High |
609-4 |
610-4 |
1-0 |
0.2% |
617-0 |
Low |
597-0 |
600-0 |
3-0 |
0.5% |
548-0 |
Close |
609-4 |
612-2 |
2-6 |
0.5% |
598-4 |
Range |
12-4 |
10-4 |
-2-0 |
-16.0% |
69-0 |
ATR |
17-0 |
16-5 |
-0-4 |
-2.7% |
0-0 |
Volume |
79,918 |
35,736 |
-44,182 |
-55.3% |
287,099 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
639-1 |
636-1 |
618-0 |
|
R3 |
628-5 |
625-5 |
615-1 |
|
R2 |
618-1 |
618-1 |
614-1 |
|
R1 |
615-1 |
615-1 |
613-2 |
616-5 |
PP |
607-5 |
607-5 |
607-5 |
608-2 |
S1 |
604-5 |
604-5 |
611-2 |
606-1 |
S2 |
597-1 |
597-1 |
610-3 |
|
S3 |
586-5 |
594-1 |
609-3 |
|
S4 |
576-1 |
583-5 |
606-4 |
|
|
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 |
655-1 |
2.618 |
638-0 |
1.618 |
627-4 |
1.000 |
621-0 |
0.618 |
617-0 |
HIGH |
610-4 |
0.618 |
606-4 |
0.500 |
605-2 |
0.382 |
604-0 |
LOW |
600-0 |
0.618 |
593-4 |
1.000 |
589-4 |
1.618 |
583-0 |
2.618 |
572-4 |
4.250 |
555-3 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
609-7 |
609-1 |
PP |
607-5 |
606-1 |
S1 |
605-2 |
603-0 |
|