CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
605-0 |
636-0 |
31-0 |
5.1% |
613-6 |
| High |
613-0 |
656-0 |
43-0 |
7.0% |
656-0 |
| Low |
605-0 |
631-0 |
26-0 |
4.3% |
583-4 |
| Close |
613-0 |
637-0 |
24-0 |
3.9% |
637-0 |
| Range |
8-0 |
25-0 |
17-0 |
212.5% |
72-4 |
| ATR |
15-6 |
17-6 |
2-0 |
12.3% |
0-0 |
| Volume |
29,337 |
20,313 |
-9,024 |
-30.8% |
98,988 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-3 |
701-5 |
650-6 |
|
| R3 |
691-3 |
676-5 |
643-7 |
|
| R2 |
666-3 |
666-3 |
641-5 |
|
| R1 |
651-5 |
651-5 |
639-2 |
659-0 |
| PP |
641-3 |
641-3 |
641-3 |
645-0 |
| S1 |
626-5 |
626-5 |
634-6 |
634-0 |
| S2 |
616-3 |
616-3 |
632-3 |
|
| S3 |
591-3 |
601-5 |
630-1 |
|
| S4 |
566-3 |
576-5 |
623-2 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
843-0 |
812-4 |
676-7 |
|
| R3 |
770-4 |
740-0 |
657-0 |
|
| R2 |
698-0 |
698-0 |
650-2 |
|
| R1 |
667-4 |
667-4 |
643-5 |
682-6 |
| PP |
625-4 |
625-4 |
625-4 |
633-1 |
| S1 |
595-0 |
595-0 |
630-3 |
610-2 |
| S2 |
553-0 |
553-0 |
623-6 |
|
| S3 |
480-4 |
522-4 |
617-0 |
|
| S4 |
408-0 |
450-0 |
597-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
656-0 |
583-4 |
72-4 |
11.4% |
17-4 |
2.8% |
74% |
True |
False |
19,797 |
| 10 |
660-4 |
583-4 |
77-0 |
12.1% |
13-1 |
2.1% |
69% |
False |
False |
19,591 |
| 20 |
665-6 |
583-4 |
82-2 |
12.9% |
11-2 |
1.8% |
65% |
False |
False |
13,122 |
| 40 |
665-6 |
583-4 |
82-2 |
12.9% |
9-0 |
1.4% |
65% |
False |
False |
9,387 |
| 60 |
665-6 |
569-6 |
96-0 |
15.1% |
8-5 |
1.3% |
70% |
False |
False |
7,825 |
| 80 |
665-6 |
502-0 |
163-6 |
25.7% |
7-3 |
1.2% |
82% |
False |
False |
6,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
762-2 |
|
2.618 |
721-4 |
|
1.618 |
696-4 |
|
1.000 |
681-0 |
|
0.618 |
671-4 |
|
HIGH |
656-0 |
|
0.618 |
646-4 |
|
0.500 |
643-4 |
|
0.382 |
640-4 |
|
LOW |
631-0 |
|
0.618 |
615-4 |
|
1.000 |
606-0 |
|
1.618 |
590-4 |
|
2.618 |
565-4 |
|
4.250 |
524-6 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
643-4 |
631-2 |
| PP |
641-3 |
625-4 |
| S1 |
639-1 |
619-6 |
|