CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
728-0 |
732-2 |
4-2 |
0.6% |
724-0 |
High |
729-0 |
732-2 |
3-2 |
0.4% |
735-0 |
Low |
724-0 |
727-0 |
3-0 |
0.4% |
721-4 |
Close |
727-4 |
728-4 |
1-0 |
0.1% |
727-4 |
Range |
5-0 |
5-2 |
0-2 |
5.0% |
13-4 |
ATR |
10-4 |
10-1 |
-0-3 |
-3.6% |
0-0 |
Volume |
134,681 |
104,383 |
-30,298 |
-22.5% |
752,873 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-0 |
742-0 |
731-3 |
|
R3 |
739-6 |
736-6 |
730-0 |
|
R2 |
734-4 |
734-4 |
729-4 |
|
R1 |
731-4 |
731-4 |
729-0 |
730-3 |
PP |
729-2 |
729-2 |
729-2 |
728-6 |
S1 |
726-2 |
726-2 |
728-0 |
725-1 |
S2 |
724-0 |
724-0 |
727-4 |
|
S3 |
718-6 |
721-0 |
727-0 |
|
S4 |
713-4 |
715-6 |
725-5 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
768-4 |
761-4 |
734-7 |
|
R3 |
755-0 |
748-0 |
731-2 |
|
R2 |
741-4 |
741-4 |
730-0 |
|
R1 |
734-4 |
734-4 |
728-6 |
738-0 |
PP |
728-0 |
728-0 |
728-0 |
729-6 |
S1 |
721-0 |
721-0 |
726-2 |
724-4 |
S2 |
714-4 |
714-4 |
725-0 |
|
S3 |
701-0 |
707-4 |
723-6 |
|
S4 |
687-4 |
694-0 |
720-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
735-0 |
723-0 |
12-0 |
1.6% |
6-6 |
0.9% |
46% |
False |
False |
136,748 |
10 |
735-0 |
686-6 |
48-2 |
6.6% |
8-7 |
1.2% |
87% |
False |
False |
153,487 |
20 |
735-0 |
679-6 |
55-2 |
7.6% |
8-4 |
1.2% |
88% |
False |
False |
116,690 |
40 |
767-0 |
679-6 |
87-2 |
12.0% |
8-4 |
1.2% |
56% |
False |
False |
123,200 |
60 |
767-0 |
679-6 |
87-2 |
12.0% |
8-4 |
1.2% |
56% |
False |
False |
110,318 |
80 |
774-0 |
679-6 |
94-2 |
12.9% |
9-0 |
1.2% |
52% |
False |
False |
92,706 |
100 |
815-0 |
679-6 |
135-2 |
18.6% |
8-6 |
1.2% |
36% |
False |
False |
79,986 |
120 |
838-0 |
679-6 |
158-2 |
21.7% |
8-4 |
1.2% |
31% |
False |
False |
70,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
754-4 |
2.618 |
746-0 |
1.618 |
740-6 |
1.000 |
737-4 |
0.618 |
735-4 |
HIGH |
732-2 |
0.618 |
730-2 |
0.500 |
729-5 |
0.382 |
729-0 |
LOW |
727-0 |
0.618 |
723-6 |
1.000 |
721-6 |
1.618 |
718-4 |
2.618 |
713-2 |
4.250 |
704-6 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
729-5 |
728-2 |
PP |
729-2 |
727-7 |
S1 |
728-7 |
727-5 |
|