CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
635-4 |
676-4 |
41-0 |
6.5% |
656-0 |
| High |
646-4 |
691-4 |
45-0 |
7.0% |
691-4 |
| Low |
635-0 |
670-0 |
35-0 |
5.5% |
608-4 |
| Close |
646-4 |
683-4 |
37-0 |
5.7% |
683-4 |
| Range |
11-4 |
21-4 |
10-0 |
87.0% |
83-0 |
| ATR |
21-0 |
22-6 |
1-6 |
8.2% |
0-0 |
| Volume |
115,340 |
249,181 |
133,841 |
116.0% |
987,355 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-1 |
736-3 |
695-3 |
|
| R3 |
724-5 |
714-7 |
689-3 |
|
| R2 |
703-1 |
703-1 |
687-4 |
|
| R1 |
693-3 |
693-3 |
685-4 |
698-2 |
| PP |
681-5 |
681-5 |
681-5 |
684-1 |
| S1 |
671-7 |
671-7 |
681-4 |
676-6 |
| S2 |
660-1 |
660-1 |
679-4 |
|
| S3 |
638-5 |
650-3 |
677-5 |
|
| S4 |
617-1 |
628-7 |
671-5 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
910-1 |
879-7 |
729-1 |
|
| R3 |
827-1 |
796-7 |
706-3 |
|
| R2 |
744-1 |
744-1 |
698-6 |
|
| R1 |
713-7 |
713-7 |
691-1 |
729-0 |
| PP |
661-1 |
661-1 |
661-1 |
668-6 |
| S1 |
630-7 |
630-7 |
675-7 |
646-0 |
| S2 |
578-1 |
578-1 |
668-2 |
|
| S3 |
495-1 |
547-7 |
660-5 |
|
| S4 |
412-1 |
464-7 |
637-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
691-4 |
608-4 |
83-0 |
12.1% |
20-6 |
3.0% |
90% |
True |
False |
197,471 |
| 10 |
729-0 |
608-4 |
120-4 |
17.6% |
18-5 |
2.7% |
62% |
False |
False |
193,042 |
| 20 |
742-0 |
608-4 |
133-4 |
19.5% |
18-4 |
2.7% |
56% |
False |
False |
184,971 |
| 40 |
742-0 |
608-4 |
133-4 |
19.5% |
14-4 |
2.1% |
56% |
False |
False |
131,151 |
| 60 |
742-0 |
604-0 |
138-0 |
20.2% |
13-3 |
2.0% |
58% |
False |
False |
97,651 |
| 80 |
742-0 |
530-6 |
211-2 |
30.9% |
12-1 |
1.8% |
72% |
False |
False |
78,887 |
| 100 |
742-0 |
530-6 |
211-2 |
30.9% |
12-0 |
1.7% |
72% |
False |
False |
67,285 |
| 120 |
742-0 |
474-4 |
267-4 |
39.1% |
12-0 |
1.8% |
78% |
False |
False |
59,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782-7 |
|
2.618 |
747-6 |
|
1.618 |
726-2 |
|
1.000 |
713-0 |
|
0.618 |
704-6 |
|
HIGH |
691-4 |
|
0.618 |
683-2 |
|
0.500 |
680-6 |
|
0.382 |
678-2 |
|
LOW |
670-0 |
|
0.618 |
656-6 |
|
1.000 |
648-4 |
|
1.618 |
635-2 |
|
2.618 |
613-6 |
|
4.250 |
578-5 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
682-5 |
672-3 |
| PP |
681-5 |
661-1 |
| S1 |
680-6 |
650-0 |
|