CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
729-6 |
742-4 |
12-6 |
1.7% |
725-2 |
| High |
740-0 |
745-0 |
5-0 |
0.7% |
745-0 |
| Low |
729-6 |
727-6 |
-2-0 |
-0.3% |
714-0 |
| Close |
740-2 |
732-6 |
-7-4 |
-1.0% |
732-6 |
| Range |
10-2 |
17-2 |
7-0 |
68.3% |
31-0 |
| ATR |
16-3 |
16-3 |
0-1 |
0.4% |
0-0 |
| Volume |
76,565 |
52,011 |
-24,554 |
-32.1% |
339,049 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-7 |
777-1 |
742-2 |
|
| R3 |
769-5 |
759-7 |
737-4 |
|
| R2 |
752-3 |
752-3 |
735-7 |
|
| R1 |
742-5 |
742-5 |
734-3 |
738-7 |
| PP |
735-1 |
735-1 |
735-1 |
733-2 |
| S1 |
725-3 |
725-3 |
731-1 |
721-5 |
| S2 |
717-7 |
717-7 |
729-5 |
|
| S3 |
700-5 |
708-1 |
728-0 |
|
| S4 |
683-3 |
690-7 |
723-2 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
823-5 |
809-1 |
749-6 |
|
| R3 |
792-5 |
778-1 |
741-2 |
|
| R2 |
761-5 |
761-5 |
738-3 |
|
| R1 |
747-1 |
747-1 |
735-5 |
754-3 |
| PP |
730-5 |
730-5 |
730-5 |
734-2 |
| S1 |
716-1 |
716-1 |
729-7 |
723-3 |
| S2 |
699-5 |
699-5 |
727-1 |
|
| S3 |
668-5 |
685-1 |
724-2 |
|
| S4 |
637-5 |
654-1 |
715-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
745-0 |
714-0 |
31-0 |
4.2% |
15-1 |
2.1% |
60% |
True |
False |
67,809 |
| 10 |
745-0 |
672-2 |
72-6 |
9.9% |
17-5 |
2.4% |
83% |
True |
False |
61,199 |
| 20 |
745-0 |
672-2 |
72-6 |
9.9% |
14-2 |
1.9% |
83% |
True |
False |
60,442 |
| 40 |
745-0 |
608-4 |
136-4 |
18.6% |
12-5 |
1.7% |
91% |
True |
False |
51,890 |
| 60 |
745-0 |
570-0 |
175-0 |
23.9% |
11-0 |
1.5% |
93% |
True |
False |
41,895 |
| 80 |
745-0 |
534-6 |
210-2 |
28.7% |
11-0 |
1.5% |
94% |
True |
False |
41,072 |
| 100 |
745-0 |
534-6 |
210-2 |
28.7% |
10-6 |
1.5% |
94% |
True |
False |
39,264 |
| 120 |
745-0 |
479-0 |
266-0 |
36.3% |
10-5 |
1.5% |
95% |
True |
False |
37,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
818-2 |
|
2.618 |
790-1 |
|
1.618 |
772-7 |
|
1.000 |
762-2 |
|
0.618 |
755-5 |
|
HIGH |
745-0 |
|
0.618 |
738-3 |
|
0.500 |
736-3 |
|
0.382 |
734-3 |
|
LOW |
727-6 |
|
0.618 |
717-1 |
|
1.000 |
710-4 |
|
1.618 |
699-7 |
|
2.618 |
682-5 |
|
4.250 |
654-4 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
736-3 |
731-5 |
| PP |
735-1 |
730-5 |
| S1 |
734-0 |
729-4 |
|