CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
687-0 |
687-4 |
0-4 |
0.1% |
691-6 |
High |
687-0 |
693-6 |
6-6 |
1.0% |
707-0 |
Low |
681-0 |
686-6 |
5-6 |
0.8% |
679-6 |
Close |
685-4 |
688-6 |
3-2 |
0.5% |
680-2 |
Range |
6-0 |
7-0 |
1-0 |
16.7% |
27-2 |
ATR |
9-5 |
9-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
116,838 |
122,407 |
5,569 |
4.8% |
407,487 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
710-6 |
706-6 |
692-5 |
|
R3 |
703-6 |
699-6 |
690-5 |
|
R2 |
696-6 |
696-6 |
690-0 |
|
R1 |
692-6 |
692-6 |
689-3 |
694-6 |
PP |
689-6 |
689-6 |
689-6 |
690-6 |
S1 |
685-6 |
685-6 |
688-1 |
687-6 |
S2 |
682-6 |
682-6 |
687-4 |
|
S3 |
675-6 |
678-6 |
686-7 |
|
S4 |
668-6 |
671-6 |
684-7 |
|
|
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% |
9-5 |
1.4% |
33% |
False |
False |
116,922 |
10 |
707-0 |
679-6 |
27-2 |
4.0% |
8-3 |
1.2% |
33% |
False |
False |
85,415 |
20 |
734-6 |
679-6 |
55-0 |
8.0% |
8-4 |
1.2% |
16% |
False |
False |
103,342 |
40 |
767-0 |
679-6 |
87-2 |
12.7% |
8-7 |
1.3% |
10% |
False |
False |
112,586 |
60 |
767-0 |
679-6 |
87-2 |
12.7% |
8-3 |
1.2% |
10% |
False |
False |
92,640 |
80 |
788-0 |
679-6 |
108-2 |
15.7% |
8-6 |
1.3% |
8% |
False |
False |
78,385 |
100 |
838-0 |
679-6 |
158-2 |
23.0% |
8-2 |
1.2% |
6% |
False |
False |
67,739 |
120 |
838-0 |
679-6 |
158-2 |
23.0% |
8-3 |
1.2% |
6% |
False |
False |
60,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
723-4 |
2.618 |
712-1 |
1.618 |
705-1 |
1.000 |
700-6 |
0.618 |
698-1 |
HIGH |
693-6 |
0.618 |
691-1 |
0.500 |
690-2 |
0.382 |
689-3 |
LOW |
686-6 |
0.618 |
682-3 |
1.000 |
679-6 |
1.618 |
675-3 |
2.618 |
668-3 |
4.250 |
657-0 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
690-2 |
688-1 |
PP |
689-6 |
687-3 |
S1 |
689-2 |
686-6 |
|