CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
687-4 |
687-0 |
-0-4 |
-0.1% |
691-6 |
High |
689-2 |
687-0 |
-2-2 |
-0.3% |
707-0 |
Low |
679-6 |
681-0 |
1-2 |
0.2% |
679-6 |
Close |
680-2 |
685-4 |
5-2 |
0.8% |
680-2 |
Range |
9-4 |
6-0 |
-3-4 |
-36.8% |
27-2 |
ATR |
9-7 |
9-5 |
-0-2 |
-2.2% |
0-0 |
Volume |
126,506 |
116,838 |
-9,668 |
-7.6% |
407,487 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
702-4 |
700-0 |
688-6 |
|
R3 |
696-4 |
694-0 |
687-1 |
|
R2 |
690-4 |
690-4 |
686-5 |
|
R1 |
688-0 |
688-0 |
686-0 |
686-2 |
PP |
684-4 |
684-4 |
684-4 |
683-5 |
S1 |
682-0 |
682-0 |
685-0 |
680-2 |
S2 |
678-4 |
678-4 |
684-3 |
|
S3 |
672-4 |
676-0 |
683-7 |
|
S4 |
666-4 |
670-0 |
682-2 |
|
|
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% |
10-2 |
1.5% |
21% |
False |
False |
104,865 |
10 |
707-0 |
679-6 |
27-2 |
4.0% |
8-1 |
1.2% |
21% |
False |
False |
79,894 |
20 |
746-0 |
679-6 |
66-2 |
9.7% |
8-6 |
1.3% |
9% |
False |
False |
105,575 |
40 |
767-0 |
679-6 |
87-2 |
12.7% |
8-6 |
1.3% |
7% |
False |
False |
111,769 |
60 |
774-0 |
679-6 |
94-2 |
13.7% |
8-7 |
1.3% |
6% |
False |
False |
91,223 |
80 |
788-0 |
679-6 |
108-2 |
15.8% |
8-6 |
1.3% |
5% |
False |
False |
77,543 |
100 |
838-0 |
679-6 |
158-2 |
23.1% |
8-2 |
1.2% |
4% |
False |
False |
66,650 |
120 |
838-0 |
679-6 |
158-2 |
23.1% |
8-4 |
1.2% |
4% |
False |
False |
59,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
712-4 |
2.618 |
702-6 |
1.618 |
696-6 |
1.000 |
693-0 |
0.618 |
690-6 |
HIGH |
687-0 |
0.618 |
684-6 |
0.500 |
684-0 |
0.382 |
683-2 |
LOW |
681-0 |
0.618 |
677-2 |
1.000 |
675-0 |
1.618 |
671-2 |
2.618 |
665-2 |
4.250 |
655-4 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
685-0 |
686-7 |
PP |
684-4 |
686-3 |
S1 |
684-0 |
686-0 |
|