CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
731-0 |
738-4 |
7-4 |
1.0% |
708-4 |
| High |
736-0 |
740-0 |
4-0 |
0.5% |
726-4 |
| Low |
725-4 |
707-4 |
-18-0 |
-2.5% |
676-0 |
| Close |
735-4 |
721-4 |
-14-0 |
-1.9% |
722-0 |
| Range |
10-4 |
32-4 |
22-0 |
209.5% |
50-4 |
| ATR |
15-7 |
17-1 |
1-1 |
7.5% |
0-0 |
| Volume |
185,926 |
158,835 |
-27,091 |
-14.6% |
726,582 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820-4 |
803-4 |
739-3 |
|
| R3 |
788-0 |
771-0 |
730-4 |
|
| R2 |
755-4 |
755-4 |
727-4 |
|
| R1 |
738-4 |
738-4 |
724-4 |
730-6 |
| PP |
723-0 |
723-0 |
723-0 |
719-1 |
| S1 |
706-0 |
706-0 |
718-4 |
698-2 |
| S2 |
690-4 |
690-4 |
715-4 |
|
| S3 |
658-0 |
673-4 |
712-4 |
|
| S4 |
625-4 |
641-0 |
703-5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859-5 |
841-3 |
749-6 |
|
| R3 |
809-1 |
790-7 |
735-7 |
|
| R2 |
758-5 |
758-5 |
731-2 |
|
| R1 |
740-3 |
740-3 |
726-5 |
749-4 |
| PP |
708-1 |
708-1 |
708-1 |
712-6 |
| S1 |
689-7 |
689-7 |
717-3 |
699-0 |
| S2 |
657-5 |
657-5 |
712-6 |
|
| S3 |
607-1 |
639-3 |
708-1 |
|
| S4 |
556-5 |
588-7 |
694-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
740-0 |
690-4 |
49-4 |
6.9% |
18-3 |
2.5% |
63% |
True |
False |
206,913 |
| 10 |
740-0 |
676-0 |
64-0 |
8.9% |
17-5 |
2.4% |
71% |
True |
False |
167,565 |
| 20 |
740-0 |
670-0 |
70-0 |
9.7% |
14-2 |
2.0% |
74% |
True |
False |
129,422 |
| 40 |
740-0 |
604-0 |
136-0 |
18.8% |
13-1 |
1.8% |
86% |
True |
False |
85,576 |
| 60 |
740-0 |
565-2 |
174-6 |
24.2% |
11-3 |
1.6% |
89% |
True |
False |
64,129 |
| 80 |
740-0 |
530-6 |
209-2 |
29.0% |
11-2 |
1.6% |
91% |
True |
False |
53,927 |
| 100 |
740-0 |
530-6 |
209-2 |
29.0% |
11-2 |
1.6% |
91% |
True |
False |
46,683 |
| 120 |
740-0 |
474-4 |
265-4 |
36.8% |
11-0 |
1.5% |
93% |
True |
False |
41,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878-1 |
|
2.618 |
825-1 |
|
1.618 |
792-5 |
|
1.000 |
772-4 |
|
0.618 |
760-1 |
|
HIGH |
740-0 |
|
0.618 |
727-5 |
|
0.500 |
723-6 |
|
0.382 |
719-7 |
|
LOW |
707-4 |
|
0.618 |
687-3 |
|
1.000 |
675-0 |
|
1.618 |
654-7 |
|
2.618 |
622-3 |
|
4.250 |
569-3 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
723-6 |
723-6 |
| PP |
723-0 |
723-0 |
| S1 |
722-2 |
722-2 |
|