CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
676-4 |
689-0 |
12-4 |
1.8% |
656-0 |
| High |
691-4 |
689-0 |
-2-4 |
-0.4% |
691-4 |
| Low |
670-0 |
676-0 |
6-0 |
0.9% |
608-4 |
| Close |
683-4 |
686-4 |
3-0 |
0.4% |
683-4 |
| Range |
21-4 |
13-0 |
-8-4 |
-39.5% |
83-0 |
| ATR |
22-6 |
22-0 |
-0-6 |
-3.1% |
0-0 |
| Volume |
249,181 |
145,379 |
-103,802 |
-41.7% |
987,355 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-7 |
717-5 |
693-5 |
|
| R3 |
709-7 |
704-5 |
690-1 |
|
| R2 |
696-7 |
696-7 |
688-7 |
|
| R1 |
691-5 |
691-5 |
687-6 |
687-6 |
| PP |
683-7 |
683-7 |
683-7 |
681-7 |
| S1 |
678-5 |
678-5 |
685-2 |
674-6 |
| S2 |
670-7 |
670-7 |
684-1 |
|
| S3 |
657-7 |
665-5 |
682-7 |
|
| S4 |
644-7 |
652-5 |
679-3 |
|
|
| 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% |
19-5 |
2.9% |
94% |
False |
False |
197,412 |
| 10 |
714-0 |
608-4 |
105-4 |
15.4% |
18-1 |
2.6% |
74% |
False |
False |
190,227 |
| 20 |
742-0 |
608-4 |
133-4 |
19.4% |
18-4 |
2.7% |
58% |
False |
False |
187,934 |
| 40 |
742-0 |
608-4 |
133-4 |
19.4% |
14-4 |
2.1% |
58% |
False |
False |
133,701 |
| 60 |
742-0 |
604-0 |
138-0 |
20.1% |
13-4 |
2.0% |
60% |
False |
False |
99,836 |
| 80 |
742-0 |
551-2 |
190-6 |
27.8% |
12-0 |
1.7% |
71% |
False |
False |
80,490 |
| 100 |
742-0 |
530-6 |
211-2 |
30.8% |
11-7 |
1.7% |
74% |
False |
False |
68,589 |
| 120 |
742-0 |
474-4 |
267-4 |
39.0% |
12-0 |
1.7% |
79% |
False |
False |
60,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
744-2 |
|
2.618 |
723-0 |
|
1.618 |
710-0 |
|
1.000 |
702-0 |
|
0.618 |
697-0 |
|
HIGH |
689-0 |
|
0.618 |
684-0 |
|
0.500 |
682-4 |
|
0.382 |
681-0 |
|
LOW |
676-0 |
|
0.618 |
668-0 |
|
1.000 |
663-0 |
|
1.618 |
655-0 |
|
2.618 |
642-0 |
|
4.250 |
620-6 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
685-1 |
678-6 |
| PP |
683-7 |
671-0 |
| S1 |
682-4 |
663-2 |
|