CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
728-0 |
722-6 |
-5-2 |
-0.7% |
719-4 |
High |
729-4 |
726-0 |
-3-4 |
-0.5% |
746-2 |
Low |
725-0 |
720-6 |
-4-2 |
-0.6% |
719-4 |
Close |
729-0 |
722-4 |
-6-4 |
-0.9% |
736-0 |
Range |
4-4 |
5-2 |
0-6 |
16.7% |
26-6 |
ATR |
9-4 |
9-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
138,896 |
117,529 |
-21,367 |
-15.4% |
685,242 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-7 |
735-7 |
725-3 |
|
R3 |
733-5 |
730-5 |
724-0 |
|
R2 |
728-3 |
728-3 |
723-4 |
|
R1 |
725-3 |
725-3 |
723-0 |
724-2 |
PP |
723-1 |
723-1 |
723-1 |
722-4 |
S1 |
720-1 |
720-1 |
722-0 |
719-0 |
S2 |
717-7 |
717-7 |
721-4 |
|
S3 |
712-5 |
714-7 |
721-0 |
|
S4 |
707-3 |
709-5 |
719-5 |
|
|
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 |
720-6 |
25-4 |
3.5% |
7-4 |
1.0% |
7% |
False |
True |
136,267 |
10 |
746-2 |
715-6 |
30-4 |
4.2% |
7-4 |
1.0% |
22% |
False |
False |
128,321 |
20 |
746-2 |
687-0 |
59-2 |
8.2% |
8-3 |
1.2% |
60% |
False |
False |
140,726 |
40 |
746-2 |
679-6 |
66-4 |
9.2% |
8-3 |
1.2% |
64% |
False |
False |
122,034 |
60 |
767-0 |
679-6 |
87-2 |
12.1% |
8-5 |
1.2% |
49% |
False |
False |
121,966 |
80 |
767-0 |
679-6 |
87-2 |
12.1% |
8-3 |
1.2% |
49% |
False |
False |
104,661 |
100 |
788-0 |
679-6 |
108-2 |
15.0% |
8-5 |
1.2% |
39% |
False |
False |
90,853 |
120 |
838-0 |
679-6 |
158-2 |
21.9% |
8-2 |
1.1% |
27% |
False |
False |
79,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
748-2 |
2.618 |
739-6 |
1.618 |
734-4 |
1.000 |
731-2 |
0.618 |
729-2 |
HIGH |
726-0 |
0.618 |
724-0 |
0.500 |
723-3 |
0.382 |
722-6 |
LOW |
720-6 |
0.618 |
717-4 |
1.000 |
715-4 |
1.618 |
712-2 |
2.618 |
707-0 |
4.250 |
698-4 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
723-3 |
730-7 |
PP |
723-1 |
728-1 |
S1 |
722-6 |
725-2 |
|