CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
675-4 |
662-0 |
-13-4 |
-2.0% |
733-0 |
| High |
680-0 |
678-4 |
-1-4 |
-0.2% |
733-0 |
| Low |
664-4 |
661-4 |
-3-0 |
-0.5% |
664-4 |
| Close |
670-6 |
672-4 |
1-6 |
0.3% |
670-6 |
| Range |
15-4 |
17-0 |
1-4 |
9.7% |
68-4 |
| ATR |
17-2 |
17-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
110,577 |
54,959 |
-55,618 |
-50.3% |
434,417 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-7 |
714-1 |
681-7 |
|
| R3 |
704-7 |
697-1 |
677-1 |
|
| R2 |
687-7 |
687-7 |
675-5 |
|
| R1 |
680-1 |
680-1 |
674-0 |
684-0 |
| PP |
670-7 |
670-7 |
670-7 |
672-6 |
| S1 |
663-1 |
663-1 |
671-0 |
667-0 |
| S2 |
653-7 |
653-7 |
669-3 |
|
| S3 |
636-7 |
646-1 |
667-7 |
|
| S4 |
619-7 |
629-1 |
663-1 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894-7 |
851-3 |
708-3 |
|
| R3 |
826-3 |
782-7 |
689-5 |
|
| R2 |
757-7 |
757-7 |
683-2 |
|
| R1 |
714-3 |
714-3 |
677-0 |
701-7 |
| PP |
689-3 |
689-3 |
689-3 |
683-2 |
| S1 |
645-7 |
645-7 |
664-4 |
633-3 |
| S2 |
620-7 |
620-7 |
658-2 |
|
| S3 |
552-3 |
577-3 |
651-7 |
|
| S4 |
483-7 |
508-7 |
633-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
718-4 |
661-4 |
57-0 |
8.5% |
15-4 |
2.3% |
19% |
False |
True |
82,734 |
| 10 |
745-0 |
661-4 |
83-4 |
12.4% |
16-0 |
2.4% |
13% |
False |
True |
75,319 |
| 20 |
745-0 |
661-4 |
83-4 |
12.4% |
15-7 |
2.4% |
13% |
False |
True |
66,945 |
| 40 |
745-0 |
642-0 |
103-0 |
15.3% |
13-4 |
2.0% |
30% |
False |
False |
57,065 |
| 60 |
745-0 |
595-0 |
150-0 |
22.3% |
11-6 |
1.7% |
52% |
False |
False |
47,661 |
| 80 |
745-0 |
534-6 |
210-2 |
31.3% |
10-7 |
1.6% |
66% |
False |
False |
43,567 |
| 100 |
745-0 |
534-6 |
210-2 |
31.3% |
11-0 |
1.6% |
66% |
False |
False |
42,045 |
| 120 |
745-0 |
479-0 |
266-0 |
39.6% |
11-0 |
1.6% |
73% |
False |
False |
40,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750-6 |
|
2.618 |
723-0 |
|
1.618 |
706-0 |
|
1.000 |
695-4 |
|
0.618 |
689-0 |
|
HIGH |
678-4 |
|
0.618 |
672-0 |
|
0.500 |
670-0 |
|
0.382 |
668-0 |
|
LOW |
661-4 |
|
0.618 |
651-0 |
|
1.000 |
644-4 |
|
1.618 |
634-0 |
|
2.618 |
617-0 |
|
4.250 |
589-2 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
671-5 |
682-1 |
| PP |
670-7 |
678-7 |
| S1 |
670-0 |
675-6 |
|