CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
739-0 |
729-0 |
-10-0 |
-1.4% |
721-0 |
| High |
742-0 |
729-0 |
-13-0 |
-1.8% |
742-0 |
| Low |
723-2 |
710-4 |
-12-6 |
-1.8% |
707-4 |
| Close |
728-0 |
717-4 |
-10-4 |
-1.4% |
728-0 |
| Range |
18-6 |
18-4 |
-0-2 |
-1.3% |
34-4 |
| ATR |
17-1 |
17-2 |
0-1 |
0.6% |
0-0 |
| Volume |
137,572 |
173,523 |
35,951 |
26.1% |
956,304 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-4 |
764-4 |
727-5 |
|
| R3 |
756-0 |
746-0 |
722-5 |
|
| R2 |
737-4 |
737-4 |
720-7 |
|
| R1 |
727-4 |
727-4 |
719-2 |
723-2 |
| PP |
719-0 |
719-0 |
719-0 |
716-7 |
| S1 |
709-0 |
709-0 |
715-6 |
704-6 |
| S2 |
700-4 |
700-4 |
714-1 |
|
| S3 |
682-0 |
690-4 |
712-3 |
|
| S4 |
663-4 |
672-0 |
707-3 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829-3 |
813-1 |
747-0 |
|
| R3 |
794-7 |
778-5 |
737-4 |
|
| R2 |
760-3 |
760-3 |
734-3 |
|
| R1 |
744-1 |
744-1 |
731-1 |
752-2 |
| PP |
725-7 |
725-7 |
725-7 |
729-7 |
| S1 |
709-5 |
709-5 |
724-7 |
717-6 |
| S2 |
691-3 |
691-3 |
721-5 |
|
| S3 |
656-7 |
675-1 |
718-4 |
|
| S4 |
622-3 |
640-5 |
709-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
742-0 |
707-4 |
34-4 |
4.8% |
18-3 |
2.6% |
29% |
False |
False |
178,164 |
| 10 |
742-0 |
676-0 |
66-0 |
9.2% |
18-7 |
2.6% |
63% |
False |
False |
185,640 |
| 20 |
742-0 |
676-0 |
66-0 |
9.2% |
14-6 |
2.1% |
63% |
False |
False |
149,716 |
| 40 |
742-0 |
604-0 |
138-0 |
19.2% |
13-2 |
1.8% |
82% |
False |
False |
97,323 |
| 60 |
742-0 |
576-0 |
166-0 |
23.1% |
11-4 |
1.6% |
85% |
False |
False |
71,809 |
| 80 |
742-0 |
530-6 |
211-2 |
29.4% |
11-3 |
1.6% |
88% |
False |
False |
59,938 |
| 100 |
742-0 |
530-6 |
211-2 |
29.4% |
11-2 |
1.6% |
88% |
False |
False |
51,436 |
| 120 |
742-0 |
474-4 |
267-4 |
37.3% |
11-2 |
1.6% |
91% |
False |
False |
45,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
807-5 |
|
2.618 |
777-3 |
|
1.618 |
758-7 |
|
1.000 |
747-4 |
|
0.618 |
740-3 |
|
HIGH |
729-0 |
|
0.618 |
721-7 |
|
0.500 |
719-6 |
|
0.382 |
717-5 |
|
LOW |
710-4 |
|
0.618 |
699-1 |
|
1.000 |
692-0 |
|
1.618 |
680-5 |
|
2.618 |
662-1 |
|
4.250 |
631-7 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
719-6 |
726-2 |
| PP |
719-0 |
723-3 |
| S1 |
718-2 |
720-3 |
|