CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
709-0 |
717-4 |
8-4 |
1.2% |
699-4 |
High |
710-4 |
721-2 |
10-6 |
1.5% |
701-2 |
Low |
706-0 |
716-0 |
10-0 |
1.4% |
690-0 |
Close |
709-4 |
719-4 |
10-0 |
1.4% |
690-2 |
Range |
4-4 |
5-2 |
0-6 |
16.7% |
11-2 |
ATR |
8-5 |
8-7 |
0-2 |
2.6% |
0-0 |
Volume |
117,894 |
42,717 |
-75,177 |
-63.8% |
526,019 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
734-5 |
732-3 |
722-3 |
|
R3 |
729-3 |
727-1 |
721-0 |
|
R2 |
724-1 |
724-1 |
720-4 |
|
R1 |
721-7 |
721-7 |
720-0 |
723-0 |
PP |
718-7 |
718-7 |
718-7 |
719-4 |
S1 |
716-5 |
716-5 |
719-0 |
717-6 |
S2 |
713-5 |
713-5 |
718-4 |
|
S3 |
708-3 |
711-3 |
718-0 |
|
S4 |
703-1 |
706-1 |
716-5 |
|
|
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 |
721-2 |
690-0 |
31-2 |
4.3% |
5-3 |
0.7% |
94% |
True |
False |
103,759 |
10 |
721-2 |
690-0 |
31-2 |
4.3% |
5-6 |
0.8% |
94% |
True |
False |
118,327 |
20 |
746-2 |
690-0 |
56-2 |
7.8% |
7-1 |
1.0% |
52% |
False |
False |
143,322 |
40 |
746-2 |
679-6 |
66-4 |
9.2% |
8-0 |
1.1% |
60% |
False |
False |
139,606 |
60 |
762-0 |
679-6 |
82-2 |
11.4% |
8-0 |
1.1% |
48% |
False |
False |
128,971 |
80 |
767-0 |
679-6 |
87-2 |
12.1% |
8-2 |
1.1% |
46% |
False |
False |
123,086 |
100 |
774-0 |
679-6 |
94-2 |
13.1% |
8-2 |
1.2% |
42% |
False |
False |
107,063 |
120 |
806-4 |
679-6 |
126-6 |
17.6% |
8-4 |
1.2% |
31% |
False |
False |
95,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
743-4 |
2.618 |
735-0 |
1.618 |
729-6 |
1.000 |
726-4 |
0.618 |
724-4 |
HIGH |
721-2 |
0.618 |
719-2 |
0.500 |
718-5 |
0.382 |
718-0 |
LOW |
716-0 |
0.618 |
712-6 |
1.000 |
710-6 |
1.618 |
707-4 |
2.618 |
702-2 |
4.250 |
693-6 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
719-2 |
716-5 |
PP |
718-7 |
713-5 |
S1 |
718-5 |
710-6 |
|