CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
690-0 |
687-4 |
-2-4 |
-0.4% |
691-6 |
High |
694-0 |
689-2 |
-4-6 |
-0.7% |
707-0 |
Low |
687-4 |
679-6 |
-7-6 |
-1.1% |
679-6 |
Close |
689-2 |
680-2 |
-9-0 |
-1.3% |
680-2 |
Range |
6-4 |
9-4 |
3-0 |
46.2% |
27-2 |
ATR |
9-7 |
9-7 |
0-0 |
-0.3% |
0-0 |
Volume |
108,074 |
126,506 |
18,432 |
17.1% |
407,487 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-5 |
705-3 |
685-4 |
|
R3 |
702-1 |
695-7 |
682-7 |
|
R2 |
692-5 |
692-5 |
682-0 |
|
R1 |
686-3 |
686-3 |
681-1 |
684-6 |
PP |
683-1 |
683-1 |
683-1 |
682-2 |
S1 |
676-7 |
676-7 |
679-3 |
675-2 |
S2 |
673-5 |
673-5 |
678-4 |
|
S3 |
664-1 |
667-3 |
677-5 |
|
S4 |
654-5 |
657-7 |
675-0 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
770-6 |
752-6 |
695-2 |
|
R3 |
743-4 |
725-4 |
687-6 |
|
R2 |
716-2 |
716-2 |
685-2 |
|
R1 |
698-2 |
698-2 |
682-6 |
693-5 |
PP |
689-0 |
689-0 |
689-0 |
686-6 |
S1 |
671-0 |
671-0 |
677-6 |
666-3 |
S2 |
661-6 |
661-6 |
675-2 |
|
S3 |
634-4 |
643-6 |
672-6 |
|
S4 |
607-2 |
616-4 |
665-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
707-0 |
679-6 |
27-2 |
4.0% |
10-0 |
1.5% |
2% |
False |
True |
94,048 |
10 |
707-0 |
679-6 |
27-2 |
4.0% |
8-0 |
1.2% |
2% |
False |
True |
84,229 |
20 |
753-4 |
679-6 |
73-6 |
10.8% |
8-5 |
1.3% |
1% |
False |
True |
104,593 |
40 |
767-0 |
679-6 |
87-2 |
12.8% |
8-7 |
1.3% |
1% |
False |
True |
110,206 |
60 |
774-0 |
679-6 |
94-2 |
13.9% |
8-6 |
1.3% |
1% |
False |
True |
89,759 |
80 |
788-0 |
679-6 |
108-2 |
15.9% |
8-6 |
1.3% |
0% |
False |
True |
76,508 |
100 |
838-0 |
679-6 |
158-2 |
23.3% |
8-2 |
1.2% |
0% |
False |
True |
65,732 |
120 |
838-0 |
679-6 |
158-2 |
23.3% |
8-4 |
1.3% |
0% |
False |
True |
58,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
729-5 |
2.618 |
714-1 |
1.618 |
704-5 |
1.000 |
698-6 |
0.618 |
695-1 |
HIGH |
689-2 |
0.618 |
685-5 |
0.500 |
684-4 |
0.382 |
683-3 |
LOW |
679-6 |
0.618 |
673-7 |
1.000 |
670-2 |
1.618 |
664-3 |
2.618 |
654-7 |
4.250 |
639-3 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
684-4 |
693-3 |
PP |
683-1 |
689-0 |
S1 |
681-5 |
684-5 |
|