CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
696-0 |
693-0 |
-3-0 |
-0.4% |
699-4 |
| High |
696-0 |
696-6 |
0-6 |
0.1% |
701-2 |
| Low |
690-4 |
690-0 |
-0-4 |
-0.1% |
690-0 |
| Close |
690-6 |
690-2 |
-0-4 |
-0.1% |
690-2 |
| Range |
5-4 |
6-6 |
1-2 |
22.7% |
11-2 |
| ATR |
9-1 |
8-7 |
-0-1 |
-1.8% |
0-0 |
| Volume |
137,028 |
121,671 |
-15,357 |
-11.2% |
526,019 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-5 |
708-1 |
694-0 |
|
| R3 |
705-7 |
701-3 |
692-1 |
|
| R2 |
699-1 |
699-1 |
691-4 |
|
| R1 |
694-5 |
694-5 |
690-7 |
693-4 |
| PP |
692-3 |
692-3 |
692-3 |
691-6 |
| S1 |
687-7 |
687-7 |
689-5 |
686-6 |
| S2 |
685-5 |
685-5 |
689-0 |
|
| S3 |
678-7 |
681-1 |
688-3 |
|
| S4 |
672-1 |
674-3 |
686-4 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727-5 |
720-1 |
696-4 |
|
| R3 |
716-3 |
708-7 |
693-3 |
|
| R2 |
705-1 |
705-1 |
692-2 |
|
| R1 |
697-5 |
697-5 |
691-2 |
695-6 |
| PP |
693-7 |
693-7 |
693-7 |
692-7 |
| S1 |
686-3 |
686-3 |
689-2 |
684-4 |
| S2 |
682-5 |
682-5 |
688-2 |
|
| S3 |
671-3 |
675-1 |
687-1 |
|
| S4 |
660-1 |
663-7 |
684-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
701-2 |
690-0 |
11-2 |
1.6% |
6-4 |
0.9% |
2% |
False |
True |
130,536 |
| 10 |
720-0 |
690-0 |
30-0 |
4.3% |
7-5 |
1.1% |
1% |
False |
True |
160,549 |
| 20 |
746-2 |
690-0 |
56-2 |
8.1% |
7-4 |
1.1% |
0% |
False |
True |
147,116 |
| 40 |
746-2 |
679-6 |
66-4 |
9.6% |
8-2 |
1.2% |
16% |
False |
False |
135,889 |
| 60 |
767-0 |
679-6 |
87-2 |
12.6% |
8-2 |
1.2% |
12% |
False |
False |
133,070 |
| 80 |
767-0 |
679-6 |
87-2 |
12.6% |
8-3 |
1.2% |
12% |
False |
False |
120,981 |
| 100 |
774-0 |
679-6 |
94-2 |
13.7% |
8-4 |
1.2% |
11% |
False |
False |
105,150 |
| 120 |
815-0 |
679-6 |
135-2 |
19.6% |
8-5 |
1.2% |
8% |
False |
False |
92,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725-4 |
|
2.618 |
714-3 |
|
1.618 |
707-5 |
|
1.000 |
703-4 |
|
0.618 |
700-7 |
|
HIGH |
696-6 |
|
0.618 |
694-1 |
|
0.500 |
693-3 |
|
0.382 |
692-5 |
|
LOW |
690-0 |
|
0.618 |
685-7 |
|
1.000 |
683-2 |
|
1.618 |
679-1 |
|
2.618 |
672-3 |
|
4.250 |
661-2 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
693-3 |
695-5 |
| PP |
692-3 |
693-7 |
| S1 |
691-2 |
692-0 |
|