CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
699-4 |
694-4 |
-5-0 |
-0.7% |
706-6 |
High |
699-6 |
701-2 |
1-4 |
0.2% |
712-6 |
Low |
691-4 |
694-4 |
3-0 |
0.4% |
690-4 |
Close |
695-2 |
700-4 |
5-2 |
0.8% |
698-6 |
Range |
8-2 |
6-6 |
-1-4 |
-18.2% |
22-2 |
ATR |
9-1 |
9-0 |
-0-1 |
-1.9% |
0-0 |
Volume |
126,555 |
140,765 |
14,210 |
11.2% |
834,910 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
719-0 |
716-4 |
704-2 |
|
R3 |
712-2 |
709-6 |
702-3 |
|
R2 |
705-4 |
705-4 |
701-6 |
|
R1 |
703-0 |
703-0 |
701-1 |
704-2 |
PP |
698-6 |
698-6 |
698-6 |
699-3 |
S1 |
696-2 |
696-2 |
699-7 |
697-4 |
S2 |
692-0 |
692-0 |
699-2 |
|
S3 |
685-2 |
689-4 |
698-5 |
|
S4 |
678-4 |
682-6 |
696-6 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-3 |
755-3 |
711-0 |
|
R3 |
745-1 |
733-1 |
704-7 |
|
R2 |
722-7 |
722-7 |
702-7 |
|
R1 |
710-7 |
710-7 |
700-6 |
705-6 |
PP |
700-5 |
700-5 |
700-5 |
698-1 |
S1 |
688-5 |
688-5 |
696-6 |
683-4 |
S2 |
678-3 |
678-3 |
694-5 |
|
S3 |
656-1 |
666-3 |
692-5 |
|
S4 |
633-7 |
644-1 |
686-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
701-2 |
690-4 |
10-6 |
1.5% |
7-0 |
1.0% |
93% |
True |
False |
142,916 |
10 |
726-0 |
690-4 |
35-4 |
5.1% |
7-6 |
1.1% |
28% |
False |
False |
164,681 |
20 |
746-2 |
690-4 |
55-6 |
8.0% |
7-7 |
1.1% |
18% |
False |
False |
146,567 |
40 |
746-2 |
679-6 |
66-4 |
9.5% |
8-1 |
1.2% |
31% |
False |
False |
131,629 |
60 |
767-0 |
679-6 |
87-2 |
12.5% |
8-2 |
1.2% |
24% |
False |
False |
130,989 |
80 |
767-0 |
679-6 |
87-2 |
12.5% |
8-3 |
1.2% |
24% |
False |
False |
119,380 |
100 |
774-0 |
679-6 |
94-2 |
13.5% |
8-7 |
1.3% |
22% |
False |
False |
103,478 |
120 |
815-0 |
679-6 |
135-2 |
19.3% |
8-5 |
1.2% |
15% |
False |
False |
91,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
730-0 |
2.618 |
718-7 |
1.618 |
712-1 |
1.000 |
708-0 |
0.618 |
705-3 |
HIGH |
701-2 |
0.618 |
698-5 |
0.500 |
697-7 |
0.382 |
697-1 |
LOW |
694-4 |
0.618 |
690-3 |
1.000 |
687-6 |
1.618 |
683-5 |
2.618 |
676-7 |
4.250 |
665-6 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
699-5 |
699-1 |
PP |
698-6 |
697-6 |
S1 |
697-7 |
696-3 |
|