CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
606-4 |
614-4 |
8-0 |
1.3% |
604-0 |
| High |
615-0 |
615-0 |
0-0 |
0.0% |
615-0 |
| Low |
606-4 |
606-0 |
-0-4 |
-0.1% |
596-0 |
| Close |
615-6 |
609-4 |
-6-2 |
-1.0% |
609-4 |
| Range |
8-4 |
9-0 |
0-4 |
5.9% |
19-0 |
| ATR |
12-3 |
12-2 |
-0-2 |
-1.5% |
0-0 |
| Volume |
46,288 |
27,630 |
-18,658 |
-40.3% |
154,614 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-1 |
632-3 |
614-4 |
|
| R3 |
628-1 |
623-3 |
612-0 |
|
| R2 |
619-1 |
619-1 |
611-1 |
|
| R1 |
614-3 |
614-3 |
610-3 |
612-2 |
| PP |
610-1 |
610-1 |
610-1 |
609-1 |
| S1 |
605-3 |
605-3 |
608-5 |
603-2 |
| S2 |
601-1 |
601-1 |
607-7 |
|
| S3 |
592-1 |
596-3 |
607-0 |
|
| S4 |
583-1 |
587-3 |
604-4 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-7 |
655-5 |
620-0 |
|
| R3 |
644-7 |
636-5 |
614-6 |
|
| R2 |
625-7 |
625-7 |
613-0 |
|
| R1 |
617-5 |
617-5 |
611-2 |
621-6 |
| PP |
606-7 |
606-7 |
606-7 |
608-7 |
| S1 |
598-5 |
598-5 |
607-6 |
602-6 |
| S2 |
587-7 |
587-7 |
606-0 |
|
| S3 |
568-7 |
579-5 |
604-2 |
|
| S4 |
549-7 |
560-5 |
599-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
653-2 |
|
2.618 |
638-4 |
|
1.618 |
629-4 |
|
1.000 |
624-0 |
|
0.618 |
620-4 |
|
HIGH |
615-0 |
|
0.618 |
611-4 |
|
0.500 |
610-4 |
|
0.382 |
609-4 |
|
LOW |
606-0 |
|
0.618 |
600-4 |
|
1.000 |
597-0 |
|
1.618 |
591-4 |
|
2.618 |
582-4 |
|
4.250 |
567-6 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
610-4 |
608-1 |
| PP |
610-1 |
606-7 |
| S1 |
609-7 |
605-4 |
|