CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
685-0 |
668-0 |
-17-0 |
-2.5% |
729-0 |
| High |
698-0 |
673-6 |
-24-2 |
-3.5% |
729-0 |
| Low |
682-0 |
658-4 |
-23-4 |
-3.4% |
658-4 |
| Close |
682-6 |
664-2 |
-18-4 |
-2.7% |
664-2 |
| Range |
16-0 |
15-2 |
-0-6 |
-4.7% |
70-4 |
| ATR |
17-4 |
18-0 |
0-4 |
2.8% |
0-0 |
| Volume |
189,487 |
239,889 |
50,402 |
26.6% |
943,066 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-2 |
703-0 |
672-5 |
|
| R3 |
696-0 |
687-6 |
668-4 |
|
| R2 |
680-6 |
680-6 |
667-0 |
|
| R1 |
672-4 |
672-4 |
665-5 |
669-0 |
| PP |
665-4 |
665-4 |
665-4 |
663-6 |
| S1 |
657-2 |
657-2 |
662-7 |
653-6 |
| S2 |
650-2 |
650-2 |
661-4 |
|
| S3 |
635-0 |
642-0 |
660-0 |
|
| S4 |
619-6 |
626-6 |
655-7 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895-3 |
850-3 |
703-0 |
|
| R3 |
824-7 |
779-7 |
683-5 |
|
| R2 |
754-3 |
754-3 |
677-1 |
|
| R1 |
709-3 |
709-3 |
670-6 |
696-5 |
| PP |
683-7 |
683-7 |
683-7 |
677-4 |
| S1 |
638-7 |
638-7 |
657-6 |
626-1 |
| S2 |
613-3 |
613-3 |
651-3 |
|
| S3 |
542-7 |
568-3 |
644-7 |
|
| S4 |
472-3 |
497-7 |
625-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729-0 |
658-4 |
70-4 |
10.6% |
16-4 |
2.5% |
8% |
False |
True |
188,613 |
| 10 |
742-0 |
658-4 |
83-4 |
12.6% |
17-0 |
2.6% |
7% |
False |
True |
189,937 |
| 20 |
742-0 |
658-4 |
83-4 |
12.6% |
16-2 |
2.4% |
7% |
False |
True |
169,494 |
| 40 |
742-0 |
639-0 |
103-0 |
15.5% |
14-0 |
2.1% |
25% |
False |
False |
113,021 |
| 60 |
742-0 |
590-2 |
151-6 |
22.8% |
12-2 |
1.8% |
49% |
False |
False |
82,835 |
| 80 |
742-0 |
530-6 |
211-2 |
31.8% |
11-4 |
1.7% |
63% |
False |
False |
68,076 |
| 100 |
742-0 |
530-6 |
211-2 |
31.8% |
11-4 |
1.7% |
63% |
False |
False |
58,345 |
| 120 |
742-0 |
474-4 |
267-4 |
40.3% |
11-4 |
1.7% |
71% |
False |
False |
51,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
738-4 |
|
2.618 |
713-5 |
|
1.618 |
698-3 |
|
1.000 |
689-0 |
|
0.618 |
683-1 |
|
HIGH |
673-6 |
|
0.618 |
667-7 |
|
0.500 |
666-1 |
|
0.382 |
664-3 |
|
LOW |
658-4 |
|
0.618 |
649-1 |
|
1.000 |
643-2 |
|
1.618 |
633-7 |
|
2.618 |
618-5 |
|
4.250 |
593-6 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
666-1 |
684-6 |
| PP |
665-4 |
677-7 |
| S1 |
664-7 |
671-1 |
|