CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
612-4 |
611-4 |
-1-0 |
-0.2% |
569-0 |
| High |
613-4 |
618-4 |
5-0 |
0.8% |
617-0 |
| Low |
608-0 |
610-6 |
2-6 |
0.5% |
548-0 |
| Close |
609-6 |
618-6 |
9-0 |
1.5% |
598-4 |
| Range |
5-4 |
7-6 |
2-2 |
40.9% |
69-0 |
| ATR |
15-6 |
15-2 |
-0-4 |
-3.2% |
0-0 |
| Volume |
28,830 |
31,683 |
2,853 |
9.9% |
287,099 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
639-2 |
636-6 |
623-0 |
|
| R3 |
631-4 |
629-0 |
620-7 |
|
| R2 |
623-6 |
623-6 |
620-1 |
|
| R1 |
621-2 |
621-2 |
619-4 |
622-4 |
| PP |
616-0 |
616-0 |
616-0 |
616-5 |
| S1 |
613-4 |
613-4 |
618-0 |
614-6 |
| S2 |
608-2 |
608-2 |
617-3 |
|
| S3 |
600-4 |
605-6 |
616-5 |
|
| S4 |
592-6 |
598-0 |
614-4 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
794-7 |
765-5 |
636-4 |
|
| R3 |
725-7 |
696-5 |
617-4 |
|
| R2 |
656-7 |
656-7 |
611-1 |
|
| R1 |
627-5 |
627-5 |
604-7 |
642-2 |
| PP |
587-7 |
587-7 |
587-7 |
595-1 |
| S1 |
558-5 |
558-5 |
592-1 |
573-2 |
| S2 |
518-7 |
518-7 |
585-7 |
|
| S3 |
449-7 |
489-5 |
579-4 |
|
| S4 |
380-7 |
420-5 |
560-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-4 |
|
2.618 |
638-6 |
|
1.618 |
631-0 |
|
1.000 |
626-2 |
|
0.618 |
623-2 |
|
HIGH |
618-4 |
|
0.618 |
615-4 |
|
0.500 |
614-5 |
|
0.382 |
613-6 |
|
LOW |
610-6 |
|
0.618 |
606-0 |
|
1.000 |
603-0 |
|
1.618 |
598-2 |
|
2.618 |
590-4 |
|
4.250 |
577-6 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
617-3 |
615-5 |
| PP |
616-0 |
612-3 |
| S1 |
614-5 |
609-2 |
|