CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
720-6 |
719-4 |
-1-2 |
-0.2% |
732-2 |
| High |
726-2 |
729-4 |
3-2 |
0.4% |
732-2 |
| Low |
718-2 |
719-4 |
1-2 |
0.2% |
715-6 |
| Close |
720-6 |
729-2 |
8-4 |
1.2% |
720-6 |
| Range |
8-0 |
10-0 |
2-0 |
25.0% |
16-4 |
| ATR |
9-7 |
9-7 |
0-0 |
0.1% |
0-0 |
| Volume |
110,652 |
101,032 |
-9,620 |
-8.7% |
462,750 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-1 |
752-5 |
734-6 |
|
| R3 |
746-1 |
742-5 |
732-0 |
|
| R2 |
736-1 |
736-1 |
731-1 |
|
| R1 |
732-5 |
732-5 |
730-1 |
734-3 |
| PP |
726-1 |
726-1 |
726-1 |
727-0 |
| S1 |
722-5 |
722-5 |
728-3 |
724-3 |
| S2 |
716-1 |
716-1 |
727-3 |
|
| S3 |
706-1 |
712-5 |
726-4 |
|
| S4 |
696-1 |
702-5 |
723-6 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-3 |
763-1 |
729-7 |
|
| R3 |
755-7 |
746-5 |
725-2 |
|
| R2 |
739-3 |
739-3 |
723-6 |
|
| R1 |
730-1 |
730-1 |
722-2 |
726-4 |
| PP |
722-7 |
722-7 |
722-7 |
721-1 |
| S1 |
713-5 |
713-5 |
719-2 |
710-0 |
| S2 |
706-3 |
706-3 |
717-6 |
|
| S3 |
689-7 |
697-1 |
716-2 |
|
| S4 |
673-3 |
680-5 |
711-5 |
|
|
| 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% |
8-5 |
1.2% |
82% |
False |
False |
112,756 |
| 10 |
735-0 |
715-6 |
19-2 |
2.6% |
7-4 |
1.0% |
70% |
False |
False |
131,665 |
| 20 |
735-0 |
679-6 |
55-2 |
7.6% |
9-1 |
1.3% |
90% |
False |
False |
129,067 |
| 40 |
764-2 |
679-6 |
84-4 |
11.6% |
8-6 |
1.2% |
59% |
False |
False |
124,023 |
| 60 |
767-0 |
679-6 |
87-2 |
12.0% |
8-6 |
1.2% |
57% |
False |
False |
114,547 |
| 80 |
774-0 |
679-6 |
94-2 |
12.9% |
8-6 |
1.2% |
53% |
False |
False |
96,025 |
| 100 |
806-4 |
679-6 |
126-6 |
17.4% |
8-6 |
1.2% |
39% |
False |
False |
83,757 |
| 120 |
838-0 |
679-6 |
158-2 |
21.7% |
8-3 |
1.1% |
31% |
False |
False |
73,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772-0 |
|
2.618 |
755-5 |
|
1.618 |
745-5 |
|
1.000 |
739-4 |
|
0.618 |
735-5 |
|
HIGH |
729-4 |
|
0.618 |
725-5 |
|
0.500 |
724-4 |
|
0.382 |
723-3 |
|
LOW |
719-4 |
|
0.618 |
713-3 |
|
1.000 |
709-4 |
|
1.618 |
703-3 |
|
2.618 |
693-3 |
|
4.250 |
677-0 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
727-5 |
727-0 |
| PP |
726-1 |
724-7 |
| S1 |
724-4 |
722-5 |
|