CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
696-0 |
682-4 |
-13-4 |
-1.9% |
662-0 |
| High |
696-0 |
694-6 |
-1-2 |
-0.2% |
698-6 |
| Low |
684-6 |
681-6 |
-3-0 |
-0.4% |
615-4 |
| Close |
693-4 |
694-0 |
0-4 |
0.1% |
690-0 |
| Range |
11-2 |
13-0 |
1-6 |
15.6% |
83-2 |
| ATR |
21-2 |
20-6 |
-0-5 |
-2.8% |
0-0 |
| Volume |
69,264 |
60,175 |
-9,089 |
-13.1% |
539,744 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-1 |
724-5 |
701-1 |
|
| R3 |
716-1 |
711-5 |
697-5 |
|
| R2 |
703-1 |
703-1 |
696-3 |
|
| R1 |
698-5 |
698-5 |
695-2 |
700-7 |
| PP |
690-1 |
690-1 |
690-1 |
691-2 |
| S1 |
685-5 |
685-5 |
692-6 |
687-7 |
| S2 |
677-1 |
677-1 |
691-5 |
|
| S3 |
664-1 |
672-5 |
690-3 |
|
| S4 |
651-1 |
659-5 |
686-7 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917-7 |
887-1 |
735-6 |
|
| R3 |
834-5 |
803-7 |
712-7 |
|
| R2 |
751-3 |
751-3 |
705-2 |
|
| R1 |
720-5 |
720-5 |
697-5 |
736-0 |
| PP |
668-1 |
668-1 |
668-1 |
675-6 |
| S1 |
637-3 |
637-3 |
682-3 |
652-6 |
| S2 |
584-7 |
584-7 |
674-6 |
|
| S3 |
501-5 |
554-1 |
667-1 |
|
| S4 |
418-3 |
470-7 |
644-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
698-6 |
615-4 |
83-2 |
12.0% |
19-4 |
2.8% |
94% |
False |
False |
103,049 |
| 10 |
717-0 |
615-4 |
101-4 |
14.6% |
17-6 |
2.6% |
77% |
False |
False |
95,887 |
| 20 |
745-0 |
615-4 |
129-4 |
18.7% |
17-4 |
2.5% |
61% |
False |
False |
81,704 |
| 40 |
745-0 |
615-4 |
129-4 |
18.7% |
13-7 |
2.0% |
61% |
False |
False |
64,875 |
| 60 |
745-0 |
608-4 |
136-4 |
19.7% |
12-7 |
1.9% |
63% |
False |
False |
55,791 |
| 80 |
745-0 |
555-4 |
189-4 |
27.3% |
11-3 |
1.6% |
73% |
False |
False |
48,246 |
| 100 |
745-0 |
534-6 |
210-2 |
30.3% |
11-3 |
1.6% |
76% |
False |
False |
46,191 |
| 120 |
745-0 |
479-0 |
266-0 |
38.3% |
11-3 |
1.6% |
81% |
False |
False |
44,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750-0 |
|
2.618 |
728-6 |
|
1.618 |
715-6 |
|
1.000 |
707-6 |
|
0.618 |
702-6 |
|
HIGH |
694-6 |
|
0.618 |
689-6 |
|
0.500 |
688-2 |
|
0.382 |
686-6 |
|
LOW |
681-6 |
|
0.618 |
673-6 |
|
1.000 |
668-6 |
|
1.618 |
660-6 |
|
2.618 |
647-6 |
|
4.250 |
626-4 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
692-1 |
691-2 |
| PP |
690-1 |
688-5 |
| S1 |
688-2 |
685-7 |
|