CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
713-4 |
706-6 |
-6-6 |
-0.9% |
740-0 |
| High |
720-0 |
712-6 |
-7-2 |
-1.0% |
741-0 |
| Low |
707-0 |
701-2 |
-5-6 |
-0.8% |
707-0 |
| Close |
709-0 |
702-2 |
-6-6 |
-1.0% |
709-0 |
| Range |
13-0 |
11-4 |
-1-4 |
-11.5% |
34-0 |
| ATR |
9-7 |
10-0 |
0-1 |
1.2% |
0-0 |
| Volume |
244,566 |
185,558 |
-59,008 |
-24.1% |
785,510 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739-7 |
732-5 |
708-5 |
|
| R3 |
728-3 |
721-1 |
705-3 |
|
| R2 |
716-7 |
716-7 |
704-3 |
|
| R1 |
709-5 |
709-5 |
703-2 |
707-4 |
| PP |
705-3 |
705-3 |
705-3 |
704-3 |
| S1 |
698-1 |
698-1 |
701-2 |
696-0 |
| S2 |
693-7 |
693-7 |
700-1 |
|
| S3 |
682-3 |
686-5 |
699-1 |
|
| S4 |
670-7 |
675-1 |
695-7 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821-0 |
799-0 |
727-6 |
|
| R3 |
787-0 |
765-0 |
718-3 |
|
| R2 |
753-0 |
753-0 |
715-2 |
|
| R1 |
731-0 |
731-0 |
712-1 |
725-0 |
| PP |
719-0 |
719-0 |
719-0 |
716-0 |
| S1 |
697-0 |
697-0 |
705-7 |
691-0 |
| S2 |
685-0 |
685-0 |
702-6 |
|
| S3 |
651-0 |
663-0 |
699-5 |
|
| S4 |
617-0 |
629-0 |
690-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
729-4 |
701-2 |
28-2 |
4.0% |
8-4 |
1.2% |
4% |
False |
True |
173,807 |
| 10 |
746-2 |
701-2 |
45-0 |
6.4% |
8-0 |
1.1% |
2% |
False |
True |
155,527 |
| 20 |
746-2 |
701-2 |
45-0 |
6.4% |
7-6 |
1.1% |
2% |
False |
True |
143,596 |
| 40 |
746-2 |
679-6 |
66-4 |
9.5% |
8-5 |
1.2% |
34% |
False |
False |
127,342 |
| 60 |
767-0 |
679-6 |
87-2 |
12.4% |
8-4 |
1.2% |
26% |
False |
False |
125,962 |
| 80 |
767-0 |
679-6 |
87-2 |
12.4% |
8-3 |
1.2% |
26% |
False |
False |
110,575 |
| 100 |
774-0 |
679-6 |
94-2 |
13.4% |
8-6 |
1.2% |
24% |
False |
False |
96,170 |
| 120 |
838-0 |
679-6 |
158-2 |
22.5% |
8-3 |
1.2% |
14% |
False |
False |
84,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
761-5 |
|
2.618 |
742-7 |
|
1.618 |
731-3 |
|
1.000 |
724-2 |
|
0.618 |
719-7 |
|
HIGH |
712-6 |
|
0.618 |
708-3 |
|
0.500 |
707-0 |
|
0.382 |
705-5 |
|
LOW |
701-2 |
|
0.618 |
694-1 |
|
1.000 |
689-6 |
|
1.618 |
682-5 |
|
2.618 |
671-1 |
|
4.250 |
652-3 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
707-0 |
710-5 |
| PP |
705-3 |
707-7 |
| S1 |
703-7 |
705-0 |
|