CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
595-4 |
603-0 |
7-4 |
1.3% |
569-0 |
High |
617-0 |
609-4 |
-7-4 |
-1.2% |
617-0 |
Low |
589-0 |
597-0 |
8-0 |
1.4% |
548-0 |
Close |
598-4 |
609-4 |
11-0 |
1.8% |
598-4 |
Range |
28-0 |
12-4 |
-15-4 |
-55.4% |
69-0 |
ATR |
17-3 |
17-0 |
-0-3 |
-2.0% |
0-0 |
Volume |
59,215 |
79,918 |
20,703 |
35.0% |
287,099 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-7 |
638-5 |
616-3 |
|
R3 |
630-3 |
626-1 |
613-0 |
|
R2 |
617-7 |
617-7 |
611-6 |
|
R1 |
613-5 |
613-5 |
610-5 |
615-6 |
PP |
605-3 |
605-3 |
605-3 |
606-3 |
S1 |
601-1 |
601-1 |
608-3 |
603-2 |
S2 |
592-7 |
592-7 |
607-2 |
|
S3 |
580-3 |
588-5 |
606-0 |
|
S4 |
567-7 |
576-1 |
602-5 |
|
|
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 |
662-5 |
2.618 |
642-2 |
1.618 |
629-6 |
1.000 |
622-0 |
0.618 |
617-2 |
HIGH |
609-4 |
0.618 |
604-6 |
0.500 |
603-2 |
0.382 |
601-6 |
LOW |
597-0 |
0.618 |
589-2 |
1.000 |
584-4 |
1.618 |
576-6 |
2.618 |
564-2 |
4.250 |
543-7 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
607-3 |
604-4 |
PP |
605-3 |
599-4 |
S1 |
603-2 |
594-4 |
|