CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
718-6 |
730-0 |
11-2 |
1.6% |
690-4 |
| High |
724-6 |
730-0 |
5-2 |
0.7% |
724-6 |
| Low |
718-6 |
715-2 |
-3-4 |
-0.5% |
690-4 |
| Close |
724-2 |
723-0 |
-1-2 |
-0.2% |
724-2 |
| Range |
6-0 |
14-6 |
8-6 |
145.8% |
34-2 |
| ATR |
8-5 |
9-1 |
0-3 |
5.0% |
0-0 |
| Volume |
14,200 |
8,020 |
-6,180 |
-43.5% |
411,324 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
767-0 |
759-6 |
731-1 |
|
| R3 |
752-2 |
745-0 |
727-0 |
|
| R2 |
737-4 |
737-4 |
725-6 |
|
| R1 |
730-2 |
730-2 |
724-3 |
726-4 |
| PP |
722-6 |
722-6 |
722-6 |
720-7 |
| S1 |
715-4 |
715-4 |
721-5 |
711-6 |
| S2 |
708-0 |
708-0 |
720-2 |
|
| S3 |
693-2 |
700-6 |
719-0 |
|
| S4 |
678-4 |
686-0 |
714-7 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-7 |
804-3 |
743-1 |
|
| R3 |
781-5 |
770-1 |
733-5 |
|
| R2 |
747-3 |
747-3 |
730-4 |
|
| R1 |
735-7 |
735-7 |
727-3 |
741-5 |
| PP |
713-1 |
713-1 |
713-1 |
716-0 |
| S1 |
701-5 |
701-5 |
721-1 |
707-3 |
| S2 |
678-7 |
678-7 |
718-0 |
|
| S3 |
644-5 |
667-3 |
714-7 |
|
| S4 |
610-3 |
633-1 |
705-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
730-0 |
700-2 |
29-6 |
4.1% |
7-2 |
1.0% |
76% |
True |
False |
61,674 |
| 10 |
730-0 |
690-0 |
40-0 |
5.5% |
6-6 |
0.9% |
83% |
True |
False |
94,536 |
| 20 |
741-0 |
690-0 |
51-0 |
7.1% |
7-2 |
1.0% |
65% |
False |
False |
128,289 |
| 40 |
746-2 |
679-6 |
66-4 |
9.2% |
7-7 |
1.1% |
65% |
False |
False |
134,690 |
| 60 |
759-0 |
679-6 |
79-2 |
11.0% |
8-1 |
1.1% |
55% |
False |
False |
124,545 |
| 80 |
767-0 |
679-6 |
87-2 |
12.1% |
8-2 |
1.1% |
50% |
False |
False |
121,475 |
| 100 |
774-0 |
679-6 |
94-2 |
13.0% |
8-3 |
1.2% |
46% |
False |
False |
106,739 |
| 120 |
788-0 |
679-6 |
108-2 |
15.0% |
8-3 |
1.2% |
40% |
False |
False |
95,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
792-6 |
|
2.618 |
768-5 |
|
1.618 |
753-7 |
|
1.000 |
744-6 |
|
0.618 |
739-1 |
|
HIGH |
730-0 |
|
0.618 |
724-3 |
|
0.500 |
722-5 |
|
0.382 |
720-7 |
|
LOW |
715-2 |
|
0.618 |
706-1 |
|
1.000 |
700-4 |
|
1.618 |
691-3 |
|
2.618 |
676-5 |
|
4.250 |
652-4 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
722-7 |
722-7 |
| PP |
722-6 |
722-6 |
| S1 |
722-5 |
722-5 |
|