CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
562-0 |
564-0 |
2-0 |
0.4% |
608-0 |
| High |
566-2 |
571-0 |
4-6 |
0.8% |
613-4 |
| Low |
548-0 |
548-0 |
0-0 |
0.0% |
570-6 |
| Close |
548-0 |
549-2 |
1-2 |
0.2% |
577-6 |
| Range |
18-2 |
23-0 |
4-6 |
26.0% |
42-6 |
| ATR |
14-1 |
14-6 |
0-5 |
4.5% |
0-0 |
| Volume |
31,313 |
63,454 |
32,141 |
102.6% |
217,365 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-1 |
610-1 |
561-7 |
|
| R3 |
602-1 |
587-1 |
555-5 |
|
| R2 |
579-1 |
579-1 |
553-4 |
|
| R1 |
564-1 |
564-1 |
551-3 |
560-1 |
| PP |
556-1 |
556-1 |
556-1 |
554-0 |
| S1 |
541-1 |
541-1 |
547-1 |
537-1 |
| S2 |
533-1 |
533-1 |
545-0 |
|
| S3 |
510-1 |
518-1 |
542-7 |
|
| S4 |
487-1 |
495-1 |
536-5 |
|
|
| 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 |
668-6 |
|
2.618 |
631-2 |
|
1.618 |
608-2 |
|
1.000 |
594-0 |
|
0.618 |
585-2 |
|
HIGH |
571-0 |
|
0.618 |
562-2 |
|
0.500 |
559-4 |
|
0.382 |
556-6 |
|
LOW |
548-0 |
|
0.618 |
533-6 |
|
1.000 |
525-0 |
|
1.618 |
510-6 |
|
2.618 |
487-6 |
|
4.250 |
450-2 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
559-4 |
565-4 |
| PP |
556-1 |
560-1 |
| S1 |
552-5 |
554-5 |
|