CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
691-6 |
707-0 |
15-2 |
2.2% |
703-4 |
High |
700-2 |
707-0 |
6-6 |
1.0% |
706-0 |
Low |
690-2 |
688-0 |
-2-2 |
-0.3% |
689-6 |
Close |
698-2 |
690-6 |
-7-4 |
-1.1% |
694-0 |
Range |
10-0 |
19-0 |
9-0 |
90.0% |
16-2 |
ATR |
9-4 |
10-1 |
0-5 |
7.2% |
0-0 |
Volume |
62,119 |
110,788 |
48,669 |
78.3% |
207,418 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
752-2 |
740-4 |
701-2 |
|
R3 |
733-2 |
721-4 |
696-0 |
|
R2 |
714-2 |
714-2 |
694-2 |
|
R1 |
702-4 |
702-4 |
692-4 |
698-7 |
PP |
695-2 |
695-2 |
695-2 |
693-4 |
S1 |
683-4 |
683-4 |
689-0 |
679-7 |
S2 |
676-2 |
676-2 |
687-2 |
|
S3 |
657-2 |
664-4 |
685-4 |
|
S4 |
638-2 |
645-4 |
680-2 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-3 |
735-7 |
703-0 |
|
R3 |
729-1 |
719-5 |
698-4 |
|
R2 |
712-7 |
712-7 |
697-0 |
|
R1 |
703-3 |
703-3 |
695-4 |
700-0 |
PP |
696-5 |
696-5 |
696-5 |
694-7 |
S1 |
687-1 |
687-1 |
692-4 |
683-6 |
S2 |
680-3 |
680-3 |
691-0 |
|
S3 |
664-1 |
670-7 |
689-4 |
|
S4 |
647-7 |
654-5 |
685-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
707-0 |
688-0 |
19-0 |
2.8% |
10-1 |
1.5% |
14% |
True |
True |
71,851 |
10 |
722-4 |
688-0 |
34-4 |
5.0% |
8-7 |
1.3% |
8% |
False |
True |
84,982 |
20 |
759-0 |
688-0 |
71-0 |
10.3% |
8-4 |
1.2% |
4% |
False |
True |
106,192 |
40 |
767-0 |
688-0 |
79-0 |
11.4% |
8-6 |
1.3% |
3% |
False |
True |
107,463 |
60 |
774-0 |
688-0 |
86-0 |
12.5% |
8-6 |
1.3% |
3% |
False |
True |
86,754 |
80 |
804-2 |
688-0 |
116-2 |
16.8% |
8-6 |
1.3% |
2% |
False |
True |
74,339 |
100 |
838-0 |
688-0 |
150-0 |
21.7% |
8-3 |
1.2% |
2% |
False |
True |
63,979 |
120 |
838-0 |
688-0 |
150-0 |
21.7% |
8-4 |
1.2% |
2% |
False |
True |
57,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
787-6 |
2.618 |
756-6 |
1.618 |
737-6 |
1.000 |
726-0 |
0.618 |
718-6 |
HIGH |
707-0 |
0.618 |
699-6 |
0.500 |
697-4 |
0.382 |
695-2 |
LOW |
688-0 |
0.618 |
676-2 |
1.000 |
669-0 |
1.618 |
657-2 |
2.618 |
638-2 |
4.250 |
607-2 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
697-4 |
697-4 |
PP |
695-2 |
695-2 |
S1 |
693-0 |
693-0 |
|