CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
685-2 |
682-4 |
-2-6 |
-0.4% |
656-0 |
| High |
688-2 |
703-4 |
15-2 |
2.2% |
691-4 |
| Low |
678-2 |
677-0 |
-1-2 |
-0.2% |
608-4 |
| Close |
681-0 |
702-4 |
21-4 |
3.2% |
683-4 |
| Range |
10-0 |
26-4 |
16-4 |
165.0% |
83-0 |
| ATR |
20-5 |
21-0 |
0-3 |
2.1% |
0-0 |
| Volume |
119,306 |
211,670 |
92,364 |
77.4% |
987,355 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
773-7 |
764-5 |
717-1 |
|
| R3 |
747-3 |
738-1 |
709-6 |
|
| R2 |
720-7 |
720-7 |
707-3 |
|
| R1 |
711-5 |
711-5 |
704-7 |
716-2 |
| PP |
694-3 |
694-3 |
694-3 |
696-5 |
| S1 |
685-1 |
685-1 |
700-1 |
689-6 |
| S2 |
667-7 |
667-7 |
697-5 |
|
| S3 |
641-3 |
658-5 |
695-2 |
|
| S4 |
614-7 |
632-1 |
687-7 |
|
|
| 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 |
703-4 |
670-0 |
33-4 |
4.8% |
16-7 |
2.4% |
97% |
True |
False |
170,294 |
| 10 |
703-4 |
608-4 |
95-0 |
13.5% |
18-2 |
2.6% |
99% |
True |
False |
182,953 |
| 20 |
742-0 |
608-4 |
133-4 |
19.0% |
18-0 |
2.6% |
70% |
False |
False |
184,705 |
| 40 |
742-0 |
608-4 |
133-4 |
19.0% |
15-1 |
2.1% |
70% |
False |
False |
142,035 |
| 60 |
742-0 |
604-0 |
138-0 |
19.6% |
14-0 |
2.0% |
71% |
False |
False |
106,633 |
| 80 |
742-0 |
551-2 |
190-6 |
27.2% |
12-4 |
1.8% |
79% |
False |
False |
85,538 |
| 100 |
742-0 |
530-6 |
211-2 |
30.1% |
12-1 |
1.7% |
81% |
False |
False |
72,731 |
| 120 |
742-0 |
474-4 |
267-4 |
38.1% |
12-0 |
1.7% |
85% |
False |
False |
63,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816-1 |
|
2.618 |
772-7 |
|
1.618 |
746-3 |
|
1.000 |
730-0 |
|
0.618 |
719-7 |
|
HIGH |
703-4 |
|
0.618 |
693-3 |
|
0.500 |
690-2 |
|
0.382 |
687-1 |
|
LOW |
677-0 |
|
0.618 |
660-5 |
|
1.000 |
650-4 |
|
1.618 |
634-1 |
|
2.618 |
607-5 |
|
4.250 |
564-3 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
698-3 |
697-7 |
| PP |
694-3 |
693-2 |
| S1 |
690-2 |
688-5 |
|