CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
728-0 |
716-4 |
-11-4 |
-1.6% |
724-0 |
High |
730-0 |
725-4 |
-4-4 |
-0.6% |
735-0 |
Low |
720-0 |
715-6 |
-4-2 |
-0.6% |
721-4 |
Close |
720-6 |
724-2 |
3-4 |
0.5% |
727-4 |
Range |
10-0 |
9-6 |
-0-2 |
-2.5% |
13-4 |
ATR |
10-1 |
10-1 |
0-0 |
-0.2% |
0-0 |
Volume |
118,851 |
128,864 |
10,013 |
8.4% |
752,873 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
751-1 |
747-3 |
729-5 |
|
R3 |
741-3 |
737-5 |
726-7 |
|
R2 |
731-5 |
731-5 |
726-0 |
|
R1 |
727-7 |
727-7 |
725-1 |
729-6 |
PP |
721-7 |
721-7 |
721-7 |
722-6 |
S1 |
718-1 |
718-1 |
723-3 |
720-0 |
S2 |
712-1 |
712-1 |
722-4 |
|
S3 |
702-3 |
708-3 |
721-5 |
|
S4 |
692-5 |
698-5 |
718-7 |
|
|
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 |
732-2 |
715-6 |
16-4 |
2.3% |
7-3 |
1.0% |
52% |
False |
True |
120,211 |
10 |
735-0 |
687-0 |
48-0 |
6.6% |
9-5 |
1.3% |
78% |
False |
False |
154,460 |
20 |
735-0 |
679-6 |
55-2 |
7.6% |
9-1 |
1.3% |
81% |
False |
False |
124,663 |
40 |
767-0 |
679-6 |
87-2 |
12.0% |
8-6 |
1.2% |
51% |
False |
False |
126,047 |
60 |
767-0 |
679-6 |
87-2 |
12.0% |
8-5 |
1.2% |
51% |
False |
False |
112,269 |
80 |
774-0 |
679-6 |
94-2 |
13.0% |
8-6 |
1.2% |
47% |
False |
False |
94,658 |
100 |
815-0 |
679-6 |
135-2 |
18.7% |
8-6 |
1.2% |
33% |
False |
False |
82,096 |
120 |
838-0 |
679-6 |
158-2 |
21.9% |
8-3 |
1.2% |
28% |
False |
False |
72,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-0 |
2.618 |
751-0 |
1.618 |
741-2 |
1.000 |
735-2 |
0.618 |
731-4 |
HIGH |
725-4 |
0.618 |
721-6 |
0.500 |
720-5 |
0.382 |
719-4 |
LOW |
715-6 |
0.618 |
709-6 |
1.000 |
706-0 |
1.618 |
700-0 |
2.618 |
690-2 |
4.250 |
674-2 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
723-0 |
724-1 |
PP |
721-7 |
724-1 |
S1 |
720-5 |
724-0 |
|