CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
745-6 |
740-0 |
-5-6 |
-0.8% |
719-4 |
| High |
746-2 |
741-0 |
-5-2 |
-0.7% |
746-2 |
| Low |
735-6 |
731-0 |
-4-6 |
-0.6% |
719-4 |
| Close |
736-0 |
734-2 |
-1-6 |
-0.2% |
736-0 |
| Range |
10-4 |
10-0 |
-0-4 |
-4.8% |
26-6 |
| ATR |
9-4 |
9-4 |
0-0 |
0.4% |
0-0 |
| Volume |
159,080 |
102,032 |
-57,048 |
-35.9% |
685,242 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-3 |
759-7 |
739-6 |
|
| R3 |
755-3 |
749-7 |
737-0 |
|
| R2 |
745-3 |
745-3 |
736-1 |
|
| R1 |
739-7 |
739-7 |
735-1 |
737-5 |
| PP |
735-3 |
735-3 |
735-3 |
734-2 |
| S1 |
729-7 |
729-7 |
733-3 |
727-5 |
| S2 |
725-3 |
725-3 |
732-3 |
|
| S3 |
715-3 |
719-7 |
731-4 |
|
| S4 |
705-3 |
709-7 |
728-6 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-1 |
801-7 |
750-6 |
|
| R3 |
787-3 |
775-1 |
743-3 |
|
| R2 |
760-5 |
760-5 |
740-7 |
|
| R1 |
748-3 |
748-3 |
738-4 |
754-4 |
| PP |
733-7 |
733-7 |
733-7 |
737-0 |
| S1 |
721-5 |
721-5 |
733-4 |
727-6 |
| S2 |
707-1 |
707-1 |
731-1 |
|
| S3 |
680-3 |
694-7 |
728-5 |
|
| S4 |
653-5 |
668-1 |
721-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
746-2 |
728-4 |
17-6 |
2.4% |
7-3 |
1.0% |
32% |
False |
False |
137,248 |
| 10 |
746-2 |
715-6 |
30-4 |
4.2% |
8-0 |
1.1% |
61% |
False |
False |
125,002 |
| 20 |
746-2 |
681-0 |
65-2 |
8.9% |
8-4 |
1.2% |
82% |
False |
False |
139,867 |
| 40 |
753-4 |
679-6 |
73-6 |
10.0% |
8-5 |
1.2% |
74% |
False |
False |
122,230 |
| 60 |
767-0 |
679-6 |
87-2 |
11.9% |
8-6 |
1.2% |
62% |
False |
False |
120,093 |
| 80 |
774-0 |
679-6 |
94-2 |
12.8% |
8-6 |
1.2% |
58% |
False |
False |
102,286 |
| 100 |
788-0 |
679-6 |
108-2 |
14.7% |
8-5 |
1.2% |
50% |
False |
False |
89,180 |
| 120 |
838-0 |
679-6 |
158-2 |
21.6% |
8-2 |
1.1% |
34% |
False |
False |
78,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
783-4 |
|
2.618 |
767-1 |
|
1.618 |
757-1 |
|
1.000 |
751-0 |
|
0.618 |
747-1 |
|
HIGH |
741-0 |
|
0.618 |
737-1 |
|
0.500 |
736-0 |
|
0.382 |
734-7 |
|
LOW |
731-0 |
|
0.618 |
724-7 |
|
1.000 |
721-0 |
|
1.618 |
714-7 |
|
2.618 |
704-7 |
|
4.250 |
688-4 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
736-0 |
738-5 |
| PP |
735-3 |
737-1 |
| S1 |
734-7 |
735-6 |
|