CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
724-0 |
728-0 |
4-0 |
0.6% |
687-0 |
High |
725-0 |
733-4 |
8-4 |
1.2% |
723-0 |
Low |
721-4 |
727-2 |
5-6 |
0.8% |
681-0 |
Close |
724-0 |
730-4 |
6-4 |
0.9% |
708-6 |
Range |
3-4 |
6-2 |
2-6 |
78.6% |
42-0 |
ATR |
11-3 |
11-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
173,515 |
175,272 |
1,757 |
1.0% |
794,457 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
749-1 |
746-1 |
734-0 |
|
R3 |
742-7 |
739-7 |
732-2 |
|
R2 |
736-5 |
736-5 |
731-5 |
|
R1 |
733-5 |
733-5 |
731-1 |
735-1 |
PP |
730-3 |
730-3 |
730-3 |
731-2 |
S1 |
727-3 |
727-3 |
729-7 |
728-7 |
S2 |
724-1 |
724-1 |
729-3 |
|
S3 |
717-7 |
721-1 |
728-6 |
|
S4 |
711-5 |
714-7 |
727-0 |
|
|
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 |
733-4 |
687-0 |
46-4 |
6.4% |
11-0 |
1.5% |
94% |
True |
False |
180,799 |
10 |
733-4 |
679-6 |
53-6 |
7.4% |
10-2 |
1.4% |
94% |
True |
False |
148,861 |
20 |
733-4 |
679-6 |
53-6 |
7.4% |
9-0 |
1.2% |
94% |
True |
False |
115,634 |
40 |
767-0 |
679-6 |
87-2 |
11.9% |
8-7 |
1.2% |
58% |
False |
False |
119,670 |
60 |
767-0 |
679-6 |
87-2 |
11.9% |
8-4 |
1.2% |
58% |
False |
False |
104,392 |
80 |
774-0 |
679-6 |
94-2 |
12.9% |
8-7 |
1.2% |
54% |
False |
False |
87,773 |
100 |
815-0 |
679-6 |
135-2 |
18.5% |
8-4 |
1.2% |
38% |
False |
False |
75,793 |
120 |
838-0 |
679-6 |
158-2 |
21.7% |
8-3 |
1.1% |
32% |
False |
False |
66,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
760-0 |
2.618 |
749-7 |
1.618 |
743-5 |
1.000 |
739-6 |
0.618 |
737-3 |
HIGH |
733-4 |
0.618 |
731-1 |
0.500 |
730-3 |
0.382 |
729-5 |
LOW |
727-2 |
0.618 |
723-3 |
1.000 |
721-0 |
1.618 |
717-1 |
2.618 |
710-7 |
4.250 |
700-6 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
730-4 |
723-6 |
PP |
730-3 |
717-0 |
S1 |
730-3 |
710-2 |
|