CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
728-0 |
735-0 |
7-0 |
1.0% |
687-0 |
High |
733-4 |
735-0 |
1-4 |
0.2% |
723-0 |
Low |
727-2 |
725-0 |
-2-2 |
-0.3% |
681-0 |
Close |
730-4 |
731-2 |
0-6 |
0.1% |
708-6 |
Range |
6-2 |
10-0 |
3-6 |
60.0% |
42-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
175,272 |
155,128 |
-20,144 |
-11.5% |
794,457 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-3 |
755-7 |
736-6 |
|
R3 |
750-3 |
745-7 |
734-0 |
|
R2 |
740-3 |
740-3 |
733-1 |
|
R1 |
735-7 |
735-7 |
732-1 |
733-1 |
PP |
730-3 |
730-3 |
730-3 |
729-0 |
S1 |
725-7 |
725-7 |
730-3 |
723-1 |
S2 |
720-3 |
720-3 |
729-3 |
|
S3 |
710-3 |
715-7 |
728-4 |
|
S4 |
700-3 |
705-7 |
725-6 |
|
|
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 |
735-0 |
687-0 |
48-0 |
6.6% |
11-6 |
1.6% |
92% |
True |
False |
188,710 |
10 |
735-0 |
679-6 |
55-2 |
7.6% |
9-3 |
1.3% |
93% |
True |
False |
153,295 |
20 |
735-0 |
679-6 |
55-2 |
7.6% |
9-1 |
1.2% |
93% |
True |
False |
119,139 |
40 |
767-0 |
679-6 |
87-2 |
11.9% |
8-6 |
1.2% |
59% |
False |
False |
121,563 |
60 |
767-0 |
679-6 |
87-2 |
11.9% |
8-5 |
1.2% |
59% |
False |
False |
106,402 |
80 |
774-0 |
679-6 |
94-2 |
12.9% |
9-0 |
1.2% |
55% |
False |
False |
89,262 |
100 |
815-0 |
679-6 |
135-2 |
18.5% |
8-5 |
1.2% |
38% |
False |
False |
77,096 |
120 |
838-0 |
679-6 |
158-2 |
21.6% |
8-3 |
1.1% |
33% |
False |
False |
67,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
777-4 |
2.618 |
761-1 |
1.618 |
751-1 |
1.000 |
745-0 |
0.618 |
741-1 |
HIGH |
735-0 |
0.618 |
731-1 |
0.500 |
730-0 |
0.382 |
728-7 |
LOW |
725-0 |
0.618 |
718-7 |
1.000 |
715-0 |
1.618 |
708-7 |
2.618 |
698-7 |
4.250 |
682-4 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
730-7 |
730-2 |
PP |
730-3 |
729-2 |
S1 |
730-0 |
728-2 |
|