CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
656-0 |
646-0 |
-10-0 |
-1.5% |
729-0 |
| High |
674-0 |
649-0 |
-25-0 |
-3.7% |
729-0 |
| Low |
655-2 |
636-0 |
-19-2 |
-2.9% |
658-4 |
| Close |
666-0 |
636-0 |
-30-0 |
-4.5% |
664-2 |
| Range |
18-6 |
13-0 |
-5-6 |
-30.7% |
70-4 |
| ATR |
18-0 |
18-7 |
0-7 |
4.8% |
0-0 |
| Volume |
145,673 |
187,772 |
42,099 |
28.9% |
943,066 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-3 |
670-5 |
643-1 |
|
| R3 |
666-3 |
657-5 |
639-5 |
|
| R2 |
653-3 |
653-3 |
638-3 |
|
| R1 |
644-5 |
644-5 |
637-2 |
642-4 |
| PP |
640-3 |
640-3 |
640-3 |
639-2 |
| S1 |
631-5 |
631-5 |
634-6 |
629-4 |
| S2 |
627-3 |
627-3 |
633-5 |
|
| S3 |
614-3 |
618-5 |
632-3 |
|
| S4 |
601-3 |
605-5 |
628-7 |
|
|
| 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 |
711-0 |
636-0 |
75-0 |
11.8% |
16-4 |
2.6% |
0% |
False |
True |
188,583 |
| 10 |
742-0 |
636-0 |
106-0 |
16.7% |
17-6 |
2.8% |
0% |
False |
True |
180,788 |
| 20 |
742-0 |
636-0 |
106-0 |
16.7% |
16-6 |
2.6% |
0% |
False |
True |
170,936 |
| 40 |
742-0 |
636-0 |
106-0 |
16.7% |
14-1 |
2.2% |
0% |
False |
True |
118,302 |
| 60 |
742-0 |
596-0 |
146-0 |
23.0% |
12-3 |
2.0% |
27% |
False |
False |
87,672 |
| 80 |
742-0 |
530-6 |
211-2 |
33.2% |
11-4 |
1.8% |
50% |
False |
False |
71,693 |
| 100 |
742-0 |
530-6 |
211-2 |
33.2% |
11-4 |
1.8% |
50% |
False |
False |
61,272 |
| 120 |
742-0 |
474-4 |
267-4 |
42.1% |
11-5 |
1.8% |
60% |
False |
False |
54,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704-2 |
|
2.618 |
683-0 |
|
1.618 |
670-0 |
|
1.000 |
662-0 |
|
0.618 |
657-0 |
|
HIGH |
649-0 |
|
0.618 |
644-0 |
|
0.500 |
642-4 |
|
0.382 |
641-0 |
|
LOW |
636-0 |
|
0.618 |
628-0 |
|
1.000 |
623-0 |
|
1.618 |
615-0 |
|
2.618 |
602-0 |
|
4.250 |
580-6 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
642-4 |
655-0 |
| PP |
640-3 |
648-5 |
| S1 |
638-1 |
642-3 |
|