CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
564-0 |
572-0 |
8-0 |
1.4% |
608-0 |
| High |
571-0 |
579-2 |
8-2 |
1.4% |
613-4 |
| Low |
548-0 |
572-0 |
24-0 |
4.4% |
570-6 |
| Close |
549-2 |
579-2 |
30-0 |
5.5% |
577-6 |
| Range |
23-0 |
7-2 |
-15-6 |
-68.5% |
42-6 |
| ATR |
14-6 |
15-7 |
1-1 |
7.4% |
0-0 |
| Volume |
63,454 |
83,123 |
19,669 |
31.0% |
217,365 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598-5 |
596-1 |
583-2 |
|
| R3 |
591-3 |
588-7 |
581-2 |
|
| R2 |
584-1 |
584-1 |
580-5 |
|
| R1 |
581-5 |
581-5 |
579-7 |
582-7 |
| PP |
576-7 |
576-7 |
576-7 |
577-4 |
| S1 |
574-3 |
574-3 |
578-5 |
575-5 |
| S2 |
569-5 |
569-5 |
577-7 |
|
| S3 |
562-3 |
567-1 |
577-2 |
|
| S4 |
555-1 |
559-7 |
575-2 |
|
|
| 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 |
610-0 |
|
2.618 |
598-2 |
|
1.618 |
591-0 |
|
1.000 |
586-4 |
|
0.618 |
583-6 |
|
HIGH |
579-2 |
|
0.618 |
576-4 |
|
0.500 |
575-5 |
|
0.382 |
574-6 |
|
LOW |
572-0 |
|
0.618 |
567-4 |
|
1.000 |
564-6 |
|
1.618 |
560-2 |
|
2.618 |
553-0 |
|
4.250 |
541-2 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
578-0 |
574-0 |
| PP |
576-7 |
568-7 |
| S1 |
575-5 |
563-5 |
|