CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
697-6 |
695-4 |
-2-2 |
-0.3% |
687-0 |
High |
699-2 |
723-0 |
23-6 |
3.4% |
723-0 |
Low |
696-2 |
687-0 |
-9-2 |
-1.3% |
681-0 |
Close |
698-6 |
708-6 |
10-0 |
1.4% |
708-6 |
Range |
3-0 |
36-0 |
33-0 |
1,100.0% |
42-0 |
ATR |
9-0 |
11-0 |
1-7 |
21.4% |
0-0 |
Volume |
134,030 |
305,608 |
171,578 |
128.0% |
794,457 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-2 |
797-4 |
728-4 |
|
R3 |
778-2 |
761-4 |
718-5 |
|
R2 |
742-2 |
742-2 |
715-3 |
|
R1 |
725-4 |
725-4 |
712-0 |
733-7 |
PP |
706-2 |
706-2 |
706-2 |
710-4 |
S1 |
689-4 |
689-4 |
705-4 |
697-7 |
S2 |
670-2 |
670-2 |
702-1 |
|
S3 |
634-2 |
653-4 |
698-7 |
|
S4 |
598-2 |
617-4 |
689-0 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
830-2 |
811-4 |
731-7 |
|
R3 |
788-2 |
769-4 |
720-2 |
|
R2 |
746-2 |
746-2 |
716-4 |
|
R1 |
727-4 |
727-4 |
712-5 |
736-7 |
PP |
704-2 |
704-2 |
704-2 |
709-0 |
S1 |
685-4 |
685-4 |
704-7 |
694-7 |
S2 |
662-2 |
662-2 |
701-0 |
|
S3 |
620-2 |
643-4 |
697-2 |
|
S4 |
578-2 |
601-4 |
685-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
723-0 |
681-0 |
42-0 |
5.9% |
11-5 |
1.6% |
66% |
True |
False |
158,891 |
10 |
723-0 |
679-6 |
43-2 |
6.1% |
10-6 |
1.5% |
67% |
True |
False |
126,469 |
20 |
731-0 |
679-6 |
51-2 |
7.2% |
9-4 |
1.3% |
57% |
False |
False |
111,089 |
40 |
767-0 |
679-6 |
87-2 |
12.3% |
8-7 |
1.3% |
33% |
False |
False |
117,145 |
60 |
767-0 |
679-6 |
87-2 |
12.3% |
8-5 |
1.2% |
33% |
False |
False |
99,568 |
80 |
774-0 |
679-6 |
94-2 |
13.3% |
9-0 |
1.3% |
31% |
False |
False |
84,314 |
100 |
838-0 |
679-6 |
158-2 |
22.3% |
8-4 |
1.2% |
18% |
False |
False |
72,762 |
120 |
838-0 |
679-6 |
158-2 |
22.3% |
8-5 |
1.2% |
18% |
False |
False |
64,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
876-0 |
2.618 |
817-2 |
1.618 |
781-2 |
1.000 |
759-0 |
0.618 |
745-2 |
HIGH |
723-0 |
0.618 |
709-2 |
0.500 |
705-0 |
0.382 |
700-6 |
LOW |
687-0 |
0.618 |
664-6 |
1.000 |
651-0 |
1.618 |
628-6 |
2.618 |
592-6 |
4.250 |
534-0 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
707-4 |
707-4 |
PP |
706-2 |
706-2 |
S1 |
705-0 |
705-0 |
|