CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
599-4 |
625-2 |
25-6 |
4.3% |
603-0 |
High |
601-0 |
625-2 |
24-2 |
4.0% |
622-4 |
Low |
592-0 |
625-2 |
33-2 |
5.6% |
597-0 |
Close |
595-2 |
625-2 |
30-0 |
5.0% |
609-4 |
Range |
9-0 |
0-0 |
-9-0 |
-100.0% |
25-4 |
ATR |
14-2 |
15-3 |
1-1 |
7.9% |
0-0 |
Volume |
39,381 |
34,322 |
-5,059 |
-12.8% |
224,339 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-2 |
625-2 |
625-2 |
|
R3 |
625-2 |
625-2 |
625-2 |
|
R2 |
625-2 |
625-2 |
625-2 |
|
R1 |
625-2 |
625-2 |
625-2 |
625-2 |
PP |
625-2 |
625-2 |
625-2 |
625-2 |
S1 |
625-2 |
625-2 |
625-2 |
625-2 |
S2 |
625-2 |
625-2 |
625-2 |
|
S3 |
625-2 |
625-2 |
625-2 |
|
S4 |
625-2 |
625-2 |
625-2 |
|
|
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 |
625-2 |
2.618 |
625-2 |
1.618 |
625-2 |
1.000 |
625-2 |
0.618 |
625-2 |
HIGH |
625-2 |
0.618 |
625-2 |
0.500 |
625-2 |
0.382 |
625-2 |
LOW |
625-2 |
0.618 |
625-2 |
1.000 |
625-2 |
1.618 |
625-2 |
2.618 |
625-2 |
4.250 |
625-2 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
625-2 |
619-6 |
PP |
625-2 |
614-1 |
S1 |
625-2 |
608-5 |
|