CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
675-0 |
685-2 |
10-2 |
1.5% |
656-0 |
High |
687-0 |
688-2 |
1-2 |
0.2% |
691-4 |
Low |
673-6 |
678-2 |
4-4 |
0.7% |
608-4 |
Close |
686-6 |
681-0 |
-5-6 |
-0.8% |
683-4 |
Range |
13-2 |
10-0 |
-3-2 |
-24.5% |
83-0 |
ATR |
21-3 |
20-5 |
-0-7 |
-3.8% |
0-0 |
Volume |
125,935 |
119,306 |
-6,629 |
-5.3% |
987,355 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-4 |
706-6 |
686-4 |
|
R3 |
702-4 |
696-6 |
683-6 |
|
R2 |
692-4 |
692-4 |
682-7 |
|
R1 |
686-6 |
686-6 |
681-7 |
684-5 |
PP |
682-4 |
682-4 |
682-4 |
681-4 |
S1 |
676-6 |
676-6 |
680-1 |
674-5 |
S2 |
672-4 |
672-4 |
679-1 |
|
S3 |
662-4 |
666-6 |
678-2 |
|
S4 |
652-4 |
656-6 |
675-4 |
|
|
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 |
635-0 |
56-4 |
8.3% |
13-7 |
2.0% |
81% |
False |
False |
151,028 |
10 |
698-0 |
608-4 |
89-4 |
13.1% |
17-1 |
2.5% |
81% |
False |
False |
180,735 |
20 |
742-0 |
608-4 |
133-4 |
19.6% |
17-2 |
2.5% |
54% |
False |
False |
186,407 |
40 |
742-0 |
608-4 |
133-4 |
19.6% |
14-6 |
2.2% |
54% |
False |
False |
137,873 |
60 |
742-0 |
604-0 |
138-0 |
20.3% |
13-5 |
2.0% |
56% |
False |
False |
103,293 |
80 |
742-0 |
551-2 |
190-6 |
28.0% |
12-2 |
1.8% |
68% |
False |
False |
82,990 |
100 |
742-0 |
530-6 |
211-2 |
31.0% |
11-7 |
1.8% |
71% |
False |
False |
70,770 |
120 |
742-0 |
474-4 |
267-4 |
39.3% |
11-7 |
1.8% |
77% |
False |
False |
61,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-6 |
2.618 |
714-3 |
1.618 |
704-3 |
1.000 |
698-2 |
0.618 |
694-3 |
HIGH |
688-2 |
0.618 |
684-3 |
0.500 |
683-2 |
0.382 |
682-1 |
LOW |
678-2 |
0.618 |
672-1 |
1.000 |
668-2 |
1.618 |
662-1 |
2.618 |
652-1 |
4.250 |
635-6 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
683-2 |
681-3 |
PP |
682-4 |
681-2 |
S1 |
681-6 |
681-1 |
|