CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
597-0 |
599-4 |
2-4 |
0.4% |
603-0 |
| High |
603-0 |
601-0 |
-2-0 |
-0.3% |
622-4 |
| Low |
594-2 |
592-0 |
-2-2 |
-0.4% |
597-0 |
| Close |
600-2 |
595-2 |
-5-0 |
-0.8% |
609-4 |
| Range |
8-6 |
9-0 |
0-2 |
2.9% |
25-4 |
| ATR |
14-6 |
14-2 |
-0-3 |
-2.8% |
0-0 |
| Volume |
36,299 |
39,381 |
3,082 |
8.5% |
224,339 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
623-1 |
618-1 |
600-2 |
|
| R3 |
614-1 |
609-1 |
597-6 |
|
| R2 |
605-1 |
605-1 |
596-7 |
|
| R1 |
600-1 |
600-1 |
596-1 |
598-1 |
| PP |
596-1 |
596-1 |
596-1 |
595-0 |
| S1 |
591-1 |
591-1 |
594-3 |
589-1 |
| S2 |
587-1 |
587-1 |
593-5 |
|
| S3 |
578-1 |
582-1 |
592-6 |
|
| S4 |
569-1 |
573-1 |
590-2 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
686-1 |
673-3 |
623-4 |
|
| R3 |
660-5 |
647-7 |
616-4 |
|
| R2 |
635-1 |
635-1 |
614-1 |
|
| R1 |
622-3 |
622-3 |
611-7 |
628-6 |
| PP |
609-5 |
609-5 |
609-5 |
612-7 |
| S1 |
596-7 |
596-7 |
607-1 |
603-2 |
| S2 |
584-1 |
584-1 |
604-7 |
|
| S3 |
558-5 |
571-3 |
602-4 |
|
| S4 |
533-1 |
545-7 |
595-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
639-2 |
|
2.618 |
624-4 |
|
1.618 |
615-4 |
|
1.000 |
610-0 |
|
0.618 |
606-4 |
|
HIGH |
601-0 |
|
0.618 |
597-4 |
|
0.500 |
596-4 |
|
0.382 |
595-4 |
|
LOW |
592-0 |
|
0.618 |
586-4 |
|
1.000 |
583-0 |
|
1.618 |
577-4 |
|
2.618 |
568-4 |
|
4.250 |
553-6 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
596-4 |
601-6 |
| PP |
596-1 |
599-5 |
| S1 |
595-5 |
597-3 |
|