CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
716-0 |
689-4 |
-26-4 |
-3.7% |
725-2 |
| High |
717-0 |
702-6 |
-14-2 |
-2.0% |
745-0 |
| Low |
697-2 |
688-0 |
-9-2 |
-1.3% |
714-0 |
| Close |
707-0 |
689-0 |
-18-0 |
-2.5% |
732-6 |
| Range |
19-6 |
14-6 |
-5-0 |
-25.3% |
31-0 |
| ATR |
16-4 |
16-6 |
0-1 |
1.1% |
0-0 |
| Volume |
82,842 |
96,277 |
13,435 |
16.2% |
339,049 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-4 |
728-0 |
697-1 |
|
| R3 |
722-6 |
713-2 |
693-0 |
|
| R2 |
708-0 |
708-0 |
691-6 |
|
| R1 |
698-4 |
698-4 |
690-3 |
695-7 |
| PP |
693-2 |
693-2 |
693-2 |
692-0 |
| S1 |
683-6 |
683-6 |
687-5 |
681-1 |
| S2 |
678-4 |
678-4 |
686-2 |
|
| S3 |
663-6 |
669-0 |
685-0 |
|
| S4 |
649-0 |
654-2 |
680-7 |
|
|
| 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 |
688-0 |
57-0 |
8.3% |
15-6 |
2.3% |
2% |
False |
True |
75,170 |
| 10 |
745-0 |
688-0 |
57-0 |
8.3% |
16-0 |
2.3% |
2% |
False |
True |
71,348 |
| 20 |
745-0 |
672-2 |
72-6 |
10.6% |
15-1 |
2.2% |
23% |
False |
False |
67,486 |
| 40 |
745-0 |
640-0 |
105-0 |
15.2% |
13-1 |
1.9% |
47% |
False |
False |
55,630 |
| 60 |
745-0 |
594-2 |
150-6 |
21.9% |
11-3 |
1.7% |
63% |
False |
False |
45,634 |
| 80 |
745-0 |
534-6 |
210-2 |
30.5% |
11-0 |
1.6% |
73% |
False |
False |
42,522 |
| 100 |
745-0 |
534-6 |
210-2 |
30.5% |
10-6 |
1.6% |
73% |
False |
False |
40,786 |
| 120 |
745-0 |
479-0 |
266-0 |
38.6% |
11-0 |
1.6% |
79% |
False |
False |
39,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-4 |
|
2.618 |
741-3 |
|
1.618 |
726-5 |
|
1.000 |
717-4 |
|
0.618 |
711-7 |
|
HIGH |
702-6 |
|
0.618 |
697-1 |
|
0.500 |
695-3 |
|
0.382 |
693-5 |
|
LOW |
688-0 |
|
0.618 |
678-7 |
|
1.000 |
673-2 |
|
1.618 |
664-1 |
|
2.618 |
649-3 |
|
4.250 |
625-2 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
695-3 |
703-2 |
| PP |
693-2 |
698-4 |
| S1 |
691-1 |
693-6 |
|