CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
705-4 |
678-0 |
-27-4 |
-3.9% |
711-4 |
| High |
705-4 |
691-0 |
-14-4 |
-2.1% |
735-0 |
| Low |
687-0 |
676-0 |
-11-0 |
-1.6% |
703-0 |
| Close |
695-0 |
676-2 |
-18-6 |
-2.7% |
721-2 |
| Range |
18-4 |
15-0 |
-3-4 |
-18.9% |
32-0 |
| ATR |
17-0 |
17-1 |
0-1 |
0.8% |
0-0 |
| Volume |
4,021 |
3,600 |
-421 |
-10.5% |
104,816 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726-1 |
716-1 |
684-4 |
|
| R3 |
711-1 |
701-1 |
680-3 |
|
| R2 |
696-1 |
696-1 |
679-0 |
|
| R1 |
686-1 |
686-1 |
677-5 |
683-5 |
| PP |
681-1 |
681-1 |
681-1 |
679-6 |
| S1 |
671-1 |
671-1 |
674-7 |
668-5 |
| S2 |
666-1 |
666-1 |
673-4 |
|
| S3 |
651-1 |
656-1 |
672-1 |
|
| S4 |
636-1 |
641-1 |
668-0 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-6 |
800-4 |
738-7 |
|
| R3 |
783-6 |
768-4 |
730-0 |
|
| R2 |
751-6 |
751-6 |
727-1 |
|
| R1 |
736-4 |
736-4 |
724-1 |
744-1 |
| PP |
719-6 |
719-6 |
719-6 |
723-4 |
| S1 |
704-4 |
704-4 |
718-3 |
712-1 |
| S2 |
687-6 |
687-6 |
715-3 |
|
| S3 |
655-6 |
672-4 |
712-4 |
|
| S4 |
623-6 |
640-4 |
703-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
735-0 |
676-0 |
59-0 |
8.7% |
15-6 |
2.3% |
0% |
False |
True |
6,021 |
| 10 |
735-0 |
676-0 |
59-0 |
8.7% |
16-5 |
2.5% |
0% |
False |
True |
23,959 |
| 20 |
735-0 |
666-0 |
69-0 |
10.2% |
15-2 |
2.3% |
15% |
False |
False |
85,657 |
| 40 |
735-0 |
628-0 |
107-0 |
15.8% |
13-7 |
2.1% |
45% |
False |
False |
127,627 |
| 60 |
735-0 |
580-4 |
154-4 |
22.8% |
12-4 |
1.9% |
62% |
False |
False |
121,266 |
| 80 |
735-0 |
520-6 |
214-2 |
31.7% |
12-4 |
1.8% |
73% |
False |
False |
127,852 |
| 100 |
735-0 |
520-6 |
214-2 |
31.7% |
12-3 |
1.8% |
73% |
False |
False |
118,821 |
| 120 |
735-0 |
468-0 |
267-0 |
39.5% |
12-4 |
1.8% |
78% |
False |
False |
110,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
754-6 |
|
2.618 |
730-2 |
|
1.618 |
715-2 |
|
1.000 |
706-0 |
|
0.618 |
700-2 |
|
HIGH |
691-0 |
|
0.618 |
685-2 |
|
0.500 |
683-4 |
|
0.382 |
681-6 |
|
LOW |
676-0 |
|
0.618 |
666-6 |
|
1.000 |
661-0 |
|
1.618 |
651-6 |
|
2.618 |
636-6 |
|
4.250 |
612-2 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
683-4 |
691-0 |
| PP |
681-1 |
686-1 |
| S1 |
678-5 |
681-1 |
|