CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
700-2 |
709-0 |
8-6 |
1.2% |
699-4 |
High |
705-6 |
710-4 |
4-6 |
0.7% |
701-2 |
Low |
700-2 |
706-0 |
5-6 |
0.8% |
690-0 |
Close |
705-0 |
709-4 |
4-4 |
0.6% |
690-2 |
Range |
5-4 |
4-4 |
-1-0 |
-18.2% |
11-2 |
ATR |
8-7 |
8-5 |
-0-2 |
-2.7% |
0-0 |
Volume |
125,539 |
117,894 |
-7,645 |
-6.1% |
526,019 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
722-1 |
720-3 |
712-0 |
|
R3 |
717-5 |
715-7 |
710-6 |
|
R2 |
713-1 |
713-1 |
710-3 |
|
R1 |
711-3 |
711-3 |
709-7 |
712-2 |
PP |
708-5 |
708-5 |
708-5 |
709-1 |
S1 |
706-7 |
706-7 |
709-1 |
707-6 |
S2 |
704-1 |
704-1 |
708-5 |
|
S3 |
699-5 |
702-3 |
708-2 |
|
S4 |
695-1 |
697-7 |
707-0 |
|
|
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 |
710-4 |
690-0 |
20-4 |
2.9% |
5-3 |
0.8% |
95% |
True |
False |
122,621 |
10 |
710-4 |
690-0 |
20-4 |
2.9% |
6-1 |
0.9% |
95% |
True |
False |
132,768 |
20 |
746-2 |
690-0 |
56-2 |
7.9% |
7-1 |
1.0% |
35% |
False |
False |
148,798 |
40 |
746-2 |
679-6 |
66-4 |
9.4% |
8-1 |
1.1% |
45% |
False |
False |
140,091 |
60 |
762-0 |
679-6 |
82-2 |
11.6% |
8-1 |
1.1% |
36% |
False |
False |
131,394 |
80 |
767-0 |
679-6 |
87-2 |
12.3% |
8-2 |
1.2% |
34% |
False |
False |
123,667 |
100 |
774-0 |
679-6 |
94-2 |
13.3% |
8-3 |
1.2% |
32% |
False |
False |
107,269 |
120 |
806-4 |
679-6 |
126-6 |
17.9% |
8-4 |
1.2% |
23% |
False |
False |
95,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
729-5 |
2.618 |
722-2 |
1.618 |
717-6 |
1.000 |
715-0 |
0.618 |
713-2 |
HIGH |
710-4 |
0.618 |
708-6 |
0.500 |
708-2 |
0.382 |
707-6 |
LOW |
706-0 |
0.618 |
703-2 |
1.000 |
701-4 |
1.618 |
698-6 |
2.618 |
694-2 |
4.250 |
686-7 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
709-1 |
706-4 |
PP |
708-5 |
703-4 |
S1 |
708-2 |
700-4 |
|