CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
714-4 |
727-4 |
13-0 |
1.8% |
730-0 |
High |
725-2 |
735-2 |
10-0 |
1.4% |
732-2 |
Low |
714-4 |
727-0 |
12-4 |
1.7% |
705-4 |
Close |
725-2 |
734-4 |
9-2 |
1.3% |
725-2 |
Range |
10-6 |
8-2 |
-2-4 |
-23.3% |
26-6 |
ATR |
10-2 |
10-2 |
0-0 |
-0.2% |
0-0 |
Volume |
1,684 |
1,514 |
-170 |
-10.1% |
24,180 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-0 |
754-0 |
739-0 |
|
R3 |
748-6 |
745-6 |
736-6 |
|
R2 |
740-4 |
740-4 |
736-0 |
|
R1 |
737-4 |
737-4 |
735-2 |
739-0 |
PP |
732-2 |
732-2 |
732-2 |
733-0 |
S1 |
729-2 |
729-2 |
733-6 |
730-6 |
S2 |
724-0 |
724-0 |
733-0 |
|
S3 |
715-6 |
721-0 |
732-2 |
|
S4 |
707-4 |
712-6 |
730-0 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-2 |
790-0 |
740-0 |
|
R3 |
774-4 |
763-2 |
732-5 |
|
R2 |
747-6 |
747-6 |
730-1 |
|
R1 |
736-4 |
736-4 |
727-6 |
728-6 |
PP |
721-0 |
721-0 |
721-0 |
717-1 |
S1 |
709-6 |
709-6 |
722-6 |
702-0 |
S2 |
694-2 |
694-2 |
720-3 |
|
S3 |
667-4 |
683-0 |
717-7 |
|
S4 |
640-6 |
656-2 |
710-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
735-2 |
705-4 |
29-6 |
4.1% |
9-3 |
1.3% |
97% |
True |
False |
3,534 |
10 |
735-2 |
700-2 |
35-0 |
4.8% |
8-2 |
1.1% |
98% |
True |
False |
32,604 |
20 |
735-2 |
690-0 |
45-2 |
6.2% |
7-4 |
1.0% |
98% |
True |
False |
89,897 |
40 |
746-2 |
687-0 |
59-2 |
8.1% |
8-2 |
1.1% |
80% |
False |
False |
119,748 |
60 |
746-2 |
679-6 |
66-4 |
9.1% |
8-2 |
1.1% |
82% |
False |
False |
113,981 |
80 |
767-0 |
679-6 |
87-2 |
11.9% |
8-2 |
1.1% |
63% |
False |
False |
116,339 |
100 |
767-0 |
679-6 |
87-2 |
11.9% |
8-1 |
1.1% |
63% |
False |
False |
104,901 |
120 |
774-0 |
679-6 |
94-2 |
12.8% |
8-4 |
1.2% |
58% |
False |
False |
93,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-2 |
2.618 |
756-7 |
1.618 |
748-5 |
1.000 |
743-4 |
0.618 |
740-3 |
HIGH |
735-2 |
0.618 |
732-1 |
0.500 |
731-1 |
0.382 |
730-1 |
LOW |
727-0 |
0.618 |
721-7 |
1.000 |
718-6 |
1.618 |
713-5 |
2.618 |
705-3 |
4.250 |
692-0 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
733-3 |
729-6 |
PP |
732-2 |
725-1 |
S1 |
731-1 |
720-3 |
|