CME Pit-Traded Corn Future May 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 |
671-0 |
671-0 |
0-0 |
0.0% |
689-0 |
| High |
675-6 |
673-0 |
-2-6 |
-0.4% |
717-0 |
| Low |
661-4 |
660-0 |
-1-4 |
-0.2% |
673-6 |
| Close |
671-6 |
663-2 |
-8-4 |
-1.3% |
689-4 |
| Range |
14-2 |
13-0 |
-1-2 |
-8.8% |
43-2 |
| ATR |
21-1 |
20-4 |
-0-5 |
-2.7% |
0-0 |
| Volume |
151,346 |
145,448 |
-5,898 |
-3.9% |
801,795 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-3 |
696-7 |
670-3 |
|
| R3 |
691-3 |
683-7 |
666-7 |
|
| R2 |
678-3 |
678-3 |
665-5 |
|
| R1 |
670-7 |
670-7 |
664-4 |
668-1 |
| PP |
665-3 |
665-3 |
665-3 |
664-0 |
| S1 |
657-7 |
657-7 |
662-0 |
655-1 |
| S2 |
652-3 |
652-3 |
660-7 |
|
| S3 |
639-3 |
644-7 |
659-5 |
|
| S4 |
626-3 |
631-7 |
656-1 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
823-1 |
799-5 |
713-2 |
|
| R3 |
779-7 |
756-3 |
701-3 |
|
| R2 |
736-5 |
736-5 |
697-3 |
|
| R1 |
713-1 |
713-1 |
693-4 |
724-7 |
| PP |
693-3 |
693-3 |
693-3 |
699-2 |
| S1 |
669-7 |
669-7 |
685-4 |
681-5 |
| S2 |
650-1 |
650-1 |
681-5 |
|
| S3 |
606-7 |
626-5 |
677-5 |
|
| S4 |
563-5 |
583-3 |
665-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
717-0 |
660-0 |
57-0 |
8.6% |
21-0 |
3.2% |
6% |
False |
True |
172,096 |
| 10 |
717-0 |
635-0 |
82-0 |
12.4% |
17-4 |
2.6% |
34% |
False |
False |
161,562 |
| 20 |
742-0 |
608-4 |
133-4 |
20.1% |
17-7 |
2.7% |
41% |
False |
False |
177,702 |
| 40 |
742-0 |
608-4 |
133-4 |
20.1% |
16-1 |
2.4% |
41% |
False |
False |
153,562 |
| 60 |
742-0 |
604-0 |
138-0 |
20.8% |
14-6 |
2.2% |
43% |
False |
False |
116,285 |
| 80 |
742-0 |
565-2 |
176-6 |
26.6% |
13-0 |
2.0% |
55% |
False |
False |
92,523 |
| 100 |
742-0 |
530-6 |
211-2 |
31.9% |
12-4 |
1.9% |
63% |
False |
False |
78,682 |
| 120 |
742-0 |
530-6 |
211-2 |
31.9% |
12-3 |
1.9% |
63% |
False |
False |
68,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728-2 |
|
2.618 |
707-0 |
|
1.618 |
694-0 |
|
1.000 |
686-0 |
|
0.618 |
681-0 |
|
HIGH |
673-0 |
|
0.618 |
668-0 |
|
0.500 |
666-4 |
|
0.382 |
665-0 |
|
LOW |
660-0 |
|
0.618 |
652-0 |
|
1.000 |
647-0 |
|
1.618 |
639-0 |
|
2.618 |
626-0 |
|
4.250 |
604-6 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
666-4 |
676-1 |
| PP |
665-3 |
671-7 |
| S1 |
664-3 |
667-4 |
|