CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
701-0 |
740-0 |
39-0 |
5.6% |
697-4 |
| High |
701-0 |
746-0 |
45-0 |
6.4% |
746-0 |
| Low |
701-0 |
735-0 |
34-0 |
4.9% |
669-0 |
| Close |
701-0 |
743-0 |
42-0 |
6.0% |
743-0 |
| Range |
0-0 |
11-0 |
11-0 |
|
77-0 |
| ATR |
20-1 |
21-7 |
1-6 |
8.8% |
0-0 |
| Volume |
73,752 |
167,027 |
93,275 |
126.5% |
466,661 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
774-3 |
769-5 |
749-0 |
|
| R3 |
763-3 |
758-5 |
746-0 |
|
| R2 |
752-3 |
752-3 |
745-0 |
|
| R1 |
747-5 |
747-5 |
744-0 |
750-0 |
| PP |
741-3 |
741-3 |
741-3 |
742-4 |
| S1 |
736-5 |
736-5 |
742-0 |
739-0 |
| S2 |
730-3 |
730-3 |
741-0 |
|
| S3 |
719-3 |
725-5 |
740-0 |
|
| S4 |
708-3 |
714-5 |
737-0 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-3 |
923-5 |
785-3 |
|
| R3 |
873-3 |
846-5 |
764-1 |
|
| R2 |
796-3 |
796-3 |
757-1 |
|
| R1 |
769-5 |
769-5 |
750-0 |
783-0 |
| PP |
719-3 |
719-3 |
719-3 |
726-0 |
| S1 |
692-5 |
692-5 |
736-0 |
706-0 |
| S2 |
642-3 |
642-3 |
728-7 |
|
| S3 |
565-3 |
615-5 |
721-7 |
|
| S4 |
488-3 |
538-5 |
700-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
746-0 |
669-0 |
77-0 |
10.4% |
11-0 |
1.5% |
96% |
True |
False |
93,332 |
| 10 |
746-0 |
669-0 |
77-0 |
10.4% |
13-6 |
1.8% |
96% |
True |
False |
86,360 |
| 20 |
746-0 |
615-4 |
130-4 |
17.6% |
15-7 |
2.1% |
98% |
True |
False |
91,888 |
| 40 |
746-0 |
615-4 |
130-4 |
17.6% |
15-0 |
2.0% |
98% |
True |
False |
76,165 |
| 60 |
746-0 |
608-4 |
137-4 |
18.5% |
13-6 |
1.8% |
98% |
True |
False |
65,222 |
| 80 |
746-0 |
570-0 |
176-0 |
23.7% |
12-2 |
1.6% |
98% |
True |
False |
54,393 |
| 100 |
746-0 |
534-6 |
211-2 |
28.4% |
11-7 |
1.6% |
99% |
True |
False |
51,235 |
| 120 |
746-0 |
534-6 |
211-2 |
28.4% |
11-5 |
1.6% |
99% |
True |
False |
48,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792-6 |
|
2.618 |
774-6 |
|
1.618 |
763-6 |
|
1.000 |
757-0 |
|
0.618 |
752-6 |
|
HIGH |
746-0 |
|
0.618 |
741-6 |
|
0.500 |
740-4 |
|
0.382 |
739-2 |
|
LOW |
735-0 |
|
0.618 |
728-2 |
|
1.000 |
724-0 |
|
1.618 |
717-2 |
|
2.618 |
706-2 |
|
4.250 |
688-2 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
742-1 |
731-1 |
| PP |
741-3 |
719-3 |
| S1 |
740-4 |
707-4 |
|