CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
600-0 |
612-4 |
12-4 |
2.1% |
569-0 |
High |
610-4 |
613-4 |
3-0 |
0.5% |
617-0 |
Low |
600-0 |
608-0 |
8-0 |
1.3% |
548-0 |
Close |
612-2 |
609-6 |
-2-4 |
-0.4% |
598-4 |
Range |
10-4 |
5-4 |
-5-0 |
-47.6% |
69-0 |
ATR |
16-5 |
15-6 |
-0-6 |
-4.8% |
0-0 |
Volume |
35,736 |
28,830 |
-6,906 |
-19.3% |
287,099 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
626-7 |
623-7 |
612-6 |
|
R3 |
621-3 |
618-3 |
611-2 |
|
R2 |
615-7 |
615-7 |
610-6 |
|
R1 |
612-7 |
612-7 |
610-2 |
611-5 |
PP |
610-3 |
610-3 |
610-3 |
609-6 |
S1 |
607-3 |
607-3 |
609-2 |
606-1 |
S2 |
604-7 |
604-7 |
608-6 |
|
S3 |
599-3 |
601-7 |
608-2 |
|
S4 |
593-7 |
596-3 |
606-6 |
|
|
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 |
636-7 |
2.618 |
627-7 |
1.618 |
622-3 |
1.000 |
619-0 |
0.618 |
616-7 |
HIGH |
613-4 |
0.618 |
611-3 |
0.500 |
610-6 |
0.382 |
610-1 |
LOW |
608-0 |
0.618 |
604-5 |
1.000 |
602-4 |
1.618 |
599-1 |
2.618 |
593-5 |
4.250 |
584-5 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
610-6 |
608-2 |
PP |
610-3 |
606-6 |
S1 |
610-1 |
605-2 |
|