CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
695-4 |
724-0 |
28-4 |
4.1% |
687-0 |
High |
723-0 |
725-0 |
2-0 |
0.3% |
723-0 |
Low |
687-0 |
721-4 |
34-4 |
5.0% |
681-0 |
Close |
708-6 |
724-0 |
15-2 |
2.2% |
708-6 |
Range |
36-0 |
3-4 |
-32-4 |
-90.3% |
42-0 |
ATR |
11-0 |
11-3 |
0-3 |
3.5% |
0-0 |
Volume |
305,608 |
173,515 |
-132,093 |
-43.2% |
794,457 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-0 |
732-4 |
725-7 |
|
R3 |
730-4 |
729-0 |
725-0 |
|
R2 |
727-0 |
727-0 |
724-5 |
|
R1 |
725-4 |
725-4 |
724-3 |
725-6 |
PP |
723-4 |
723-4 |
723-4 |
723-5 |
S1 |
722-0 |
722-0 |
723-5 |
722-2 |
S2 |
720-0 |
720-0 |
723-3 |
|
S3 |
716-4 |
718-4 |
723-0 |
|
S4 |
713-0 |
715-0 |
722-1 |
|
|
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 |
725-0 |
686-6 |
38-2 |
5.3% |
11-1 |
1.5% |
97% |
True |
False |
170,226 |
10 |
725-0 |
679-6 |
45-2 |
6.3% |
10-5 |
1.5% |
98% |
True |
False |
137,545 |
20 |
731-0 |
679-6 |
51-2 |
7.1% |
9-1 |
1.3% |
86% |
False |
False |
112,377 |
40 |
767-0 |
679-6 |
87-2 |
12.1% |
8-7 |
1.2% |
51% |
False |
False |
117,732 |
60 |
767-0 |
679-6 |
87-2 |
12.1% |
8-4 |
1.2% |
51% |
False |
False |
101,935 |
80 |
774-0 |
679-6 |
94-2 |
13.0% |
9-0 |
1.2% |
47% |
False |
False |
86,020 |
100 |
837-4 |
679-6 |
157-6 |
21.8% |
8-4 |
1.2% |
28% |
False |
False |
74,293 |
120 |
838-0 |
679-6 |
158-2 |
21.9% |
8-3 |
1.2% |
28% |
False |
False |
65,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
739-7 |
2.618 |
734-1 |
1.618 |
730-5 |
1.000 |
728-4 |
0.618 |
727-1 |
HIGH |
725-0 |
0.618 |
723-5 |
0.500 |
723-2 |
0.382 |
722-7 |
LOW |
721-4 |
0.618 |
719-3 |
1.000 |
718-0 |
1.618 |
715-7 |
2.618 |
712-3 |
4.250 |
706-5 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
723-6 |
718-0 |
PP |
723-4 |
712-0 |
S1 |
723-2 |
706-0 |
|