CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
716-6 |
716-0 |
-0-6 |
-0.1% |
725-2 |
| High |
718-4 |
717-0 |
-1-4 |
-0.2% |
745-0 |
| Low |
708-0 |
697-2 |
-10-6 |
-1.5% |
714-0 |
| Close |
711-0 |
707-0 |
-4-0 |
-0.6% |
732-6 |
| Range |
10-4 |
19-6 |
9-2 |
88.1% |
31-0 |
| ATR |
16-2 |
16-4 |
0-2 |
1.5% |
0-0 |
| Volume |
69,019 |
82,842 |
13,823 |
20.0% |
339,049 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766-3 |
756-3 |
717-7 |
|
| R3 |
746-5 |
736-5 |
712-3 |
|
| R2 |
726-7 |
726-7 |
710-5 |
|
| R1 |
716-7 |
716-7 |
708-6 |
712-0 |
| PP |
707-1 |
707-1 |
707-1 |
704-5 |
| S1 |
697-1 |
697-1 |
705-2 |
692-2 |
| S2 |
687-3 |
687-3 |
703-3 |
|
| S3 |
667-5 |
677-3 |
701-5 |
|
| S4 |
647-7 |
657-5 |
696-1 |
|
|
| 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 |
697-2 |
47-6 |
6.8% |
14-7 |
2.1% |
20% |
False |
True |
71,227 |
| 10 |
745-0 |
695-2 |
49-6 |
7.0% |
15-5 |
2.2% |
24% |
False |
False |
69,332 |
| 20 |
745-0 |
672-2 |
72-6 |
10.3% |
14-7 |
2.1% |
48% |
False |
False |
65,083 |
| 40 |
745-0 |
619-4 |
125-4 |
17.8% |
13-0 |
1.8% |
70% |
False |
False |
54,147 |
| 60 |
745-0 |
594-2 |
150-6 |
21.3% |
11-2 |
1.6% |
75% |
False |
False |
44,427 |
| 80 |
745-0 |
534-6 |
210-2 |
29.7% |
11-0 |
1.6% |
82% |
False |
False |
41,894 |
| 100 |
745-0 |
534-6 |
210-2 |
29.7% |
10-6 |
1.5% |
82% |
False |
False |
40,067 |
| 120 |
745-0 |
479-0 |
266-0 |
37.6% |
10-7 |
1.5% |
86% |
False |
False |
38,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
801-0 |
|
2.618 |
768-6 |
|
1.618 |
749-0 |
|
1.000 |
736-6 |
|
0.618 |
729-2 |
|
HIGH |
717-0 |
|
0.618 |
709-4 |
|
0.500 |
707-1 |
|
0.382 |
704-6 |
|
LOW |
697-2 |
|
0.618 |
685-0 |
|
1.000 |
677-4 |
|
1.618 |
665-2 |
|
2.618 |
645-4 |
|
4.250 |
613-2 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
707-1 |
715-1 |
| PP |
707-1 |
712-3 |
| S1 |
707-0 |
709-6 |
|