CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
707-0 |
690-0 |
-17-0 |
-2.4% |
703-4 |
High |
707-0 |
694-0 |
-13-0 |
-1.8% |
706-0 |
Low |
688-0 |
687-4 |
-0-4 |
-0.1% |
689-6 |
Close |
690-6 |
689-2 |
-1-4 |
-0.2% |
694-0 |
Range |
19-0 |
6-4 |
-12-4 |
-65.8% |
16-2 |
ATR |
10-1 |
9-7 |
-0-2 |
-2.6% |
0-0 |
Volume |
110,788 |
108,074 |
-2,714 |
-2.4% |
207,418 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-6 |
706-0 |
692-7 |
|
R3 |
703-2 |
699-4 |
691-0 |
|
R2 |
696-6 |
696-6 |
690-4 |
|
R1 |
693-0 |
693-0 |
689-7 |
691-5 |
PP |
690-2 |
690-2 |
690-2 |
689-4 |
S1 |
686-4 |
686-4 |
688-5 |
685-1 |
S2 |
683-6 |
683-6 |
688-0 |
|
S3 |
677-2 |
680-0 |
687-4 |
|
S4 |
670-6 |
673-4 |
685-5 |
|
|
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 |
687-4 |
19-4 |
2.8% |
8-7 |
1.3% |
9% |
False |
True |
81,603 |
10 |
721-4 |
687-4 |
34-0 |
4.9% |
9-0 |
1.3% |
5% |
False |
True |
87,431 |
20 |
759-0 |
687-4 |
71-4 |
10.4% |
8-5 |
1.2% |
2% |
False |
True |
104,256 |
40 |
767-0 |
687-4 |
79-4 |
11.5% |
8-6 |
1.3% |
2% |
False |
True |
108,260 |
60 |
774-0 |
687-4 |
86-4 |
12.5% |
8-6 |
1.3% |
2% |
False |
True |
88,104 |
80 |
788-0 |
687-4 |
100-4 |
14.6% |
8-5 |
1.3% |
2% |
False |
True |
75,406 |
100 |
838-0 |
687-4 |
150-4 |
21.8% |
8-2 |
1.2% |
1% |
False |
True |
64,760 |
120 |
838-0 |
687-4 |
150-4 |
21.8% |
8-4 |
1.2% |
1% |
False |
True |
58,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
721-5 |
2.618 |
711-0 |
1.618 |
704-4 |
1.000 |
700-4 |
0.618 |
698-0 |
HIGH |
694-0 |
0.618 |
691-4 |
0.500 |
690-6 |
0.382 |
690-0 |
LOW |
687-4 |
0.618 |
683-4 |
1.000 |
681-0 |
1.618 |
677-0 |
2.618 |
670-4 |
4.250 |
659-7 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
690-6 |
697-2 |
PP |
690-2 |
694-5 |
S1 |
689-6 |
691-7 |
|