CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
721-0 |
697-4 |
-23-4 |
-3.3% |
696-0 |
| High |
721-4 |
698-0 |
-23-4 |
-3.3% |
721-4 |
| Low |
694-4 |
676-4 |
-18-0 |
-2.6% |
681-6 |
| Close |
695-4 |
678-0 |
-17-4 |
-2.5% |
695-4 |
| Range |
27-0 |
21-4 |
-5-4 |
-20.4% |
39-6 |
| ATR |
20-4 |
20-5 |
0-1 |
0.3% |
0-0 |
| Volume |
101,089 |
73,558 |
-27,531 |
-27.2% |
396,948 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-5 |
734-7 |
689-7 |
|
| R3 |
727-1 |
713-3 |
683-7 |
|
| R2 |
705-5 |
705-5 |
682-0 |
|
| R1 |
691-7 |
691-7 |
680-0 |
688-0 |
| PP |
684-1 |
684-1 |
684-1 |
682-2 |
| S1 |
670-3 |
670-3 |
676-0 |
666-4 |
| S2 |
662-5 |
662-5 |
674-0 |
|
| S3 |
641-1 |
648-7 |
672-1 |
|
| S4 |
619-5 |
627-3 |
666-1 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
818-7 |
796-7 |
717-3 |
|
| R3 |
779-1 |
757-1 |
706-3 |
|
| R2 |
739-3 |
739-3 |
702-6 |
|
| R1 |
717-3 |
717-3 |
699-1 |
708-4 |
| PP |
699-5 |
699-5 |
699-5 |
695-1 |
| S1 |
677-5 |
677-5 |
691-7 |
668-6 |
| S2 |
659-7 |
659-7 |
688-2 |
|
| S3 |
620-1 |
637-7 |
684-5 |
|
| S4 |
580-3 |
598-1 |
673-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
721-4 |
676-4 |
45-0 |
6.6% |
18-3 |
2.7% |
3% |
False |
True |
80,248 |
| 10 |
721-4 |
615-4 |
106-0 |
15.6% |
18-7 |
2.8% |
59% |
False |
False |
95,529 |
| 20 |
745-0 |
615-4 |
129-4 |
19.1% |
17-3 |
2.6% |
48% |
False |
False |
85,424 |
| 40 |
745-0 |
615-4 |
129-4 |
19.1% |
14-7 |
2.2% |
48% |
False |
False |
69,735 |
| 60 |
745-0 |
608-4 |
136-4 |
20.1% |
13-7 |
2.0% |
51% |
False |
False |
60,199 |
| 80 |
745-0 |
568-4 |
176-4 |
26.0% |
12-2 |
1.8% |
62% |
False |
False |
51,362 |
| 100 |
745-0 |
534-6 |
210-2 |
31.0% |
11-6 |
1.7% |
68% |
False |
False |
48,555 |
| 120 |
745-0 |
509-2 |
235-6 |
34.8% |
11-4 |
1.7% |
72% |
False |
False |
45,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
789-3 |
|
2.618 |
754-2 |
|
1.618 |
732-6 |
|
1.000 |
719-4 |
|
0.618 |
711-2 |
|
HIGH |
698-0 |
|
0.618 |
689-6 |
|
0.500 |
687-2 |
|
0.382 |
684-6 |
|
LOW |
676-4 |
|
0.618 |
663-2 |
|
1.000 |
655-0 |
|
1.618 |
641-6 |
|
2.618 |
620-2 |
|
4.250 |
585-1 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-2 |
699-0 |
| PP |
684-1 |
692-0 |
| S1 |
681-1 |
685-0 |
|