CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
569-0 |
562-0 |
-7-0 |
-1.2% |
608-0 |
| High |
583-0 |
566-2 |
-16-6 |
-2.9% |
613-4 |
| Low |
569-0 |
548-0 |
-21-0 |
-3.7% |
570-6 |
| Close |
578-0 |
548-0 |
-30-0 |
-5.2% |
577-6 |
| Range |
14-0 |
18-2 |
4-2 |
30.4% |
42-6 |
| ATR |
12-7 |
14-1 |
1-2 |
9.5% |
0-0 |
| Volume |
49,994 |
31,313 |
-18,681 |
-37.4% |
217,365 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-7 |
596-5 |
558-0 |
|
| R3 |
590-5 |
578-3 |
553-0 |
|
| R2 |
572-3 |
572-3 |
551-3 |
|
| R1 |
560-1 |
560-1 |
549-5 |
557-1 |
| PP |
554-1 |
554-1 |
554-1 |
552-4 |
| S1 |
541-7 |
541-7 |
546-3 |
538-7 |
| S2 |
535-7 |
535-7 |
544-5 |
|
| S3 |
517-5 |
523-5 |
543-0 |
|
| S4 |
499-3 |
505-3 |
538-0 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715-5 |
689-3 |
601-2 |
|
| R3 |
672-7 |
646-5 |
589-4 |
|
| R2 |
630-1 |
630-1 |
585-5 |
|
| R1 |
603-7 |
603-7 |
581-5 |
595-5 |
| PP |
587-3 |
587-3 |
587-3 |
583-2 |
| S1 |
561-1 |
561-1 |
573-7 |
552-7 |
| S2 |
544-5 |
544-5 |
569-7 |
|
| S3 |
501-7 |
518-3 |
566-0 |
|
| S4 |
459-1 |
475-5 |
554-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643-6 |
|
2.618 |
614-0 |
|
1.618 |
595-6 |
|
1.000 |
584-4 |
|
0.618 |
577-4 |
|
HIGH |
566-2 |
|
0.618 |
559-2 |
|
0.500 |
557-1 |
|
0.382 |
555-0 |
|
LOW |
548-0 |
|
0.618 |
536-6 |
|
1.000 |
529-6 |
|
1.618 |
518-4 |
|
2.618 |
500-2 |
|
4.250 |
470-4 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
557-1 |
566-0 |
| PP |
554-1 |
560-0 |
| S1 |
551-0 |
554-0 |
|