CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
689-0 |
675-0 |
-14-0 |
-2.0% |
656-0 |
| High |
689-0 |
687-0 |
-2-0 |
-0.3% |
691-4 |
| Low |
676-0 |
673-6 |
-2-2 |
-0.3% |
608-4 |
| Close |
686-4 |
686-6 |
0-2 |
0.0% |
683-4 |
| Range |
13-0 |
13-2 |
0-2 |
1.9% |
83-0 |
| ATR |
22-0 |
21-3 |
-0-5 |
-2.8% |
0-0 |
| Volume |
145,379 |
125,935 |
-19,444 |
-13.4% |
987,355 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-2 |
717-6 |
694-0 |
|
| R3 |
709-0 |
704-4 |
690-3 |
|
| R2 |
695-6 |
695-6 |
689-1 |
|
| R1 |
691-2 |
691-2 |
688-0 |
693-4 |
| PP |
682-4 |
682-4 |
682-4 |
683-5 |
| S1 |
678-0 |
678-0 |
685-4 |
680-2 |
| S2 |
669-2 |
669-2 |
684-3 |
|
| S3 |
656-0 |
664-6 |
683-1 |
|
| S4 |
642-6 |
651-4 |
679-4 |
|
|
| 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% |
19-6 |
2.9% |
94% |
False |
False |
185,044 |
| 10 |
711-0 |
608-4 |
102-4 |
14.9% |
18-1 |
2.6% |
76% |
False |
False |
186,814 |
| 20 |
742-0 |
608-4 |
133-4 |
19.4% |
18-2 |
2.7% |
59% |
False |
False |
188,952 |
| 40 |
742-0 |
608-4 |
133-4 |
19.4% |
14-5 |
2.1% |
59% |
False |
False |
136,017 |
| 60 |
742-0 |
604-0 |
138-0 |
20.1% |
13-5 |
2.0% |
60% |
False |
False |
101,544 |
| 80 |
742-0 |
551-2 |
190-6 |
27.8% |
12-1 |
1.8% |
71% |
False |
False |
81,813 |
| 100 |
742-0 |
530-6 |
211-2 |
30.8% |
11-7 |
1.7% |
74% |
False |
False |
69,680 |
| 120 |
742-0 |
474-4 |
267-4 |
39.0% |
12-0 |
1.7% |
79% |
False |
False |
61,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
743-2 |
|
2.618 |
721-6 |
|
1.618 |
708-4 |
|
1.000 |
700-2 |
|
0.618 |
695-2 |
|
HIGH |
687-0 |
|
0.618 |
682-0 |
|
0.500 |
680-3 |
|
0.382 |
678-6 |
|
LOW |
673-6 |
|
0.618 |
665-4 |
|
1.000 |
660-4 |
|
1.618 |
652-2 |
|
2.618 |
639-0 |
|
4.250 |
617-4 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684-5 |
684-6 |
| PP |
682-4 |
682-6 |
| S1 |
680-3 |
680-6 |
|